Case Studies

Mitigating Common Mean Variance Optimization Process Challenges

Mean Variance Optimization is primarily the concern of institutional investors and quants, but this blog can still be of interest to individual investors who actively consider their personal asset allocation. With month end, quarter end, and fiscal year end approaching, many institutional investment teams are in the late innings of portfolio strategy and asset allocation

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Analyst Price Forecast Evaluation Case Study: Gold as of 9/13/2024

In this case study we illustrate how the VecViz’s Dashboards, can improve understanding of and provide fertile material for dialogue related to a price forecast by (1) placing the forecast in the context of the strongest historical price channel trajectories (i.e., Vector Sets) supporting it, (2) providing related probability estimates, and (3) allowing for efficient

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SPY as of 9/9/2024: Downside Cognition Case Study

With “#stockmarketcrash” trending on Twitter / X pre-market yesterday morning, and as a counterpart to “SPY 572… 22 points (and a paradigm shift?) away“, in which we explored the SPY’s upside prospects, here we use the VecViz Dashboard platform to explore the downside prospects of the SPY. We consider the 1 month forward time horizon

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“Let me warn you…” of the limitations of VecViz’s Analytics.

“Let me warn you, Icarus, to take the middle way, in case the moisture weighs down your wings, if you fly too low, or if you go too high, the sun scorches them. Travel between the extremes.” Ovid, Metamorpheses Similar to Daedelus’ warning to Icarus regarding his wings, VecViz advises you use the Vector Model

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