10 docs tagged with "quantitative-finance"

A filing-first checklist for testing whether infrastructure investment is outrunning cash generation and financing capacity.

How to distinguish ordinary vendor finance and long-term contracts from circular exposure that can amplify an AI infrastructure downturn.

Track, infer, and review macro changes across China, the United States, and Canada with frozen time slices, Bayesian updates, and scored forecasts.

A worked hypothetical call option distinguishes payoff from profit, then introduces option pricing, market history, and model assumptions.

A small set of demand, price, utilization, cash-flow, and credit observations that can support or falsify an infrastructure-bubble thesis.

Replicate an option with stock and a bond, derive risk-neutral probabilities and put-call parity, and price European and American puts on the same tree.

Financial markets, mathematical modeling, and quantitative experiments.

Work through compounding, total returns, two-asset diversification, drawdowns, and optimal weights to see how correlation, estimation error, and trading costs change portfolio risk.

A research map for separating AI infrastructure overbuild, equity valuation, credit risk, and circular-financing hypotheses.

Build forecasts from data available at prediction time, evaluate multiple horizons at rolling origins, and separate model selection, trading costs, and the final holdout.