Understanding Model.Space Interface Classes in Forecast Models
In a series of talks, we delve into using the JEDI data assimilation system for forecast models and grids via Model.Space interface classes. Discover the importance of interface classes, the power they hold, and their implementation for specific models. Explore how these classes facilitate code inst
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New Tool for Optimal Option Portfolio Strategies by Jos Faias and Pedro Santa-Clara
The traditional mean-variance optimization approach does not work well for options due to their non-normal distribution. Jos Faias and Pedro Santa-Clara propose a new tool called OOPS (Optimal Option Portfolio Strategies) which considers high Sharpe ratios and optimal option portfolios different fro
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