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Ryan Econ
Ryan Econ

3 Followers

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Jan 2

Portfolio Weighting Program

Summary I created a program to help mitigate portfolio risk of a stock portfolio, using the Markowitz Efficient Frontier, correlation, and VaR. This program will not remove all portfolio risk and will not mitigate any other type of risk but will help me weight the stocks I’ve selected, in a more…

Portfolio

6 min read

Portfolio Weighting Program
Portfolio Weighting Program
Portfolio

6 min read


Sep 30, 2022

BoE and the pivot that wasn’t

30-Sept-2022 — Markets were roiled this week as the Bank of England moved to prop up the long end of the gilt yield curve. This post will take a quick dive into the BoE’s actions, and set about clearing the air of inaccurate narratives. Word on the street is that early this…

Bank Of England

2 min read

Bank Of England

2 min read


Sep 23, 2022

Fed Listens Event summary in 250 words (Sept 23, 2022)

A few quick lines about the Fed’s panel today. These things are fairly laborious to watch, and I can’t imagine how bad it would be to read over a long summary of the event. Still, listening what the Chair and FOMC is hearing from businesses offers a bit of guidance…

Federal Reserve

1 min read

Federal Reserve

1 min read


Sep 22, 2022

Notes on the FOMC Press Conference 21–9–22

With a direct tone, Chair Powell frequently reiterated that the FOMC will do whatever it takes to regain price stability. This means that, for the moment, our central bank is operating off of a single mandate. In order to regain price stability, the committee see’s it necessary to have a…

Federal Reserve

4 min read

Federal Reserve

4 min read


Sep 19, 2022

A brief introduction to Treasuries and the yield curve

Overview In my time talking with people about, and participating in financial markets, US Treasuries have been a subject of habitual discussion and observation. True, the layman may be able to do without an in depth understanding of them, and the trader may care little for them past knowing that when…

Yield Curve

5 min read

Yield Curve

5 min read

Ryan Econ

Ryan Econ

3 Followers

Student of macro economics studying finance

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