Archives: Notes & Insight

The collapse of Terra’s LUNA Coin

After the collapse of Terra’s LUNA Coin, it has been brought to my attention that the Terra blockchain has officially halted at Block 7607789. I am sure‧‧‧

02/10/2022 | Posted in: Investment & Finance → | Read the article

Trade flows and essential medical goods: Pompeo Pontone’s thoughts on the U.S. trade deficit

“The Dynamics of the U.S. Trade Deficit During COVID-19: The Role of Essential Medical Goods” is an analysis from the St. Louis Fed’s Research Division, which documented‧‧‧

26/03/2021 | Posted in: Investment & Finance → | Read the article

Pompeo Pontone’s Bullet Points Summary of Fed’s Chairman Conference

Pompeo Pontone’s bullet points summary of Jerome Powell’s press conference: 1. Fed intends to be dovish until data indicates otherwise. 2. When will the data indicate otherwise?‧‧‧

24/03/2021 | Posted in: Investment & Finance → | Read the article

ISM Surveys are a good predictor of inflation

“Little noticed was a recent data release showing the Fed’s preferred measure of consumer inflation is going up. Over the past 12 months core personal consumption expenditure‧‧‧

24/03/2021 | Posted in: Investment & Finance → | Read the article

The VIX under scrutiny of Machine Learning

For those interested in machine learning applications to financial markets, I strongly recommend this interesting paper discussing several approaches to replicate the VIX index as well as‧‧‧

24/03/2021 | Posted in: Computer Science - Data Science & Technology → Investment & Finance → | Read the article

Optimal Trading Without Optimal Control

In this brilliant paper, the authors present a framework to perform optimal trading, taking into account market microstructure and a long-term trading schedule without the use of‧‧‧

24/03/2021 | Posted in: Computer Science - Data Science & Technology → Investment & Finance → | Read the article

The Modern Monetary Policy and New Market Paradigm

The supply of money in 12 of the world’s biggest economies exploded higher in 2020. The Fed, ECB, BOJ and BOE own financial assets that now equal‧‧‧

24/03/2021 | Posted in: Investment & Finance → | Read the article
  • Myself

    As an Investment Consultant and Specialist, Pompeo Pontone is a Professional Investor with 25 years’ experience in the fields of Investment Management and Quantitative Finance, with advanced expertise in Computer Science and Data Science.

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