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Extreme Value Theory: Testing a Berkshire, WTI, and Gold Portfolio
Risk Management Models
Feb 9
5
1
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L/S Cross-Index Stat Arb. (Sibanye-Stillwater) - Annualized Alpha 23.95%, Market-Neutral Beta, Backtest Checked For Pitfalls
Tradable Model
Dec 31, 2025
17
3
New Macro Regime Model: Hidden Markov Model, Primary Layer
Killer Whale, Macro Model 1
Dec 10, 2025
6
1
Value-at-Risk Models (Using The S&P 500): Non-Parametric, GARCH, and Stressed VaR
Risk Management Models - Primer
Nov 28, 2025
9
1
S&P 500 Calls + EM Bonds Strategy: ~13.75% CAGR, Drawdown Risk Cut By ~65%, Beta Halved
Tradable Model – Equity Options
Nov 28, 2025
2
1
Gold-Silver Futures Trading Strategy: VIX & Relative Value Confluence – Notable Returns and A S&P 500 Portfolio Risk Reducer
Tradable Model - Commodity Futures - Killer Whale Model #2 - Stressed For Slippage & Confidence Levels
Oct 11, 2025
5
1
2
Silver & Gold Prices: Expect Divergence As Lease Rates, Industrial Cycle, and Fiscal Risk Premiums Adjust
Market Commentary - Commodities (Silver, Gold)
Oct 11, 2025
4
2
MAG7 Stocks Portfolio Optimization
Portfolio Management - Equities
Oct 3, 2025
6
1
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