5/31/2026, 8:20pm What do the 12 strategies we developed in summer 2025 and blogged about here say as we head into June 2026? Before we share that let us first note that the strategies utilize volatility constraints ranging from 10% to 20%, and ticker concentration constraints ranging from 3% to 10%. VecViz has no idea where your […]
VecViz vs. Sigma Based MVO Ticker Weights at 5/31/2026 Read More »
Analyst “X-Factor” as a Quant Differentiator and How VecViz Can Help You Capture It June 2, 2026 A recent Bloomberg Opinion column by a computational hydrologist1 highlighted a looming risk in AI-driven markets: convergence. The author built an AI trading platform in just six days, demonstrating how rapidly modern tooling closes the expertise gap. When
Analyst “X-Factor” as a Quant Differentiator and How VecViz Can Help You Capture It Read More »
4/30/2026, 9:30 pm What do the 12 strategies we developed in summer 2025 and blogged about here say as we head into May 2026? Before we share that let us first note that the strategies utilize volatility constraints ranging from 10% to 20%, and ticker concentration constraints ranging from 3% to 10%. VecViz has no idea where
VecViz vs. Sigma Based MVO Ticker Weights at 4/30/2026 Read More »
4/1/2026, 7:00am What do the 12 strategies we developed in summer 2025 and blogged about here say as we head into April 2026? Before we share that let us first note that the strategies utilize volatility constraints ranging from 10% to 20%, and ticker concentration constraints ranging from 3% to 10%. VecViz has no idea where your
VecViz vs Sigma Based MVO Ticker Weights at 3/31/2026 Read More »
March 2, 2026 What do the 12 strategies we developed this summer and blogged about here say as we head into March 2026? Before we share that let us first note that the strategies utilize volatility constraints ranging from 10% to 20%, and ticker concentration constraints ranging from 3% to 10%. VecViz has no idea where your
VecViz vs Sigma Based MVO Ticker Weights at 2/28/2026 Read More »
2/2/2026, 9:00am What do the 12 strategies we developed this summer and blogged about here say as we head into February 2026? Before we share that let us first note that the strategies utilize volatility constraints ranging from 10% to 20%, and ticker concentration constraints ranging from 3% to 10%. VecViz has no idea where your risk
VecViz vs Sigma Based MVO Ticker Weights at 1/31/2026 Read More »
We are always wary of the potential for decay in the performance of VecViz’s suite of machine learning-based analytics, especially since we have done zero retraining. Thus, we are somewhat surprised that 2025 was perhaps the strongest consecutive 12 months for individual metric performance.in VecViz’s nearly four year out of sample performance period, Here we
2025 VecViz Analytics Performance Review Read More »
What do the 12 strategies we developed this summer and blogged about here say as we head into 2026? Before we share that let us first note that the strategies utilize volatility constraints ranging from 10% to 20%, and ticker concentration constraints ranging from 3% to 10%. VecViz has no idea where your risk tolerance
VecViz vs Sigma Based MVO Ticker Weights at 12/31/2025 Read More »
December 2, 2025 Each month we publish a 100+ page report for each individual VecViz volatility and expected return related features so that we can readily answer any of the following common concerns about summary performance stats: Quant Feature Quant Feature Eval Criteria Common Concerns: Expected forward return 1) correlation to forward returns2) interquartile range
December 2, 2025 Regimes help model builders differentiate market behavior into more stationary (and hence predictable) groupings. Regimes are commonly defined in terms of levels or growth rates in macroeconomic variables and market indices. Research on regime based models dates back at least to 1989. Here we discuss a regime framework built around the thesis
Breaking Good: VaR & OaR Breakage Rate Regimes Read More »