Volatile Valuations

 Chilean Market Outlook for 2021-2 TLDR; Fundamental and Technical analysis for the Chilean stock exchange. Political finances, inflation are the major threats to the system. The technicals are showing weakness to maintain a sustainable trend. Introduction 2021 is a major year for Chile since during this one, we will elect a new president, governors, we are still suffering the side effects of the COVID-19 (quarantines and curfews), and even we will start the writing of a new constitution . Despite the secular regime change, the local markets reflect this volatility, and a new narrative is being built along the way. Therefore, in this article, I will transmit what potential risks and technical setups are appropriate to analyze to see the forest and not get lost in the threes for the rest of the current year ( 2021 ). Please be aware that some visuals will have annotations in Spanish. This is because my potential readers are from Chile (we speak primarily Spanish). You can find the o

This toolbox packages a set of stochastic processes for prices and rates simulation, aiming to create a synthetic dataset for quantitative back-testing of trading strategies and asset allocations methods. TLDR; Matlab SDK for stochastic simulation of stock prices and bond rates. Additionally, some utilities to sample data are included, such as Order flow and information-driven bars. Please visit the site documentation for details Rationale Simulating synthetic stock prices and bond rates provides an alternative back-testing method that uses history to generate datasets with statistical characteristics estimated from the observed data. This method allows back-testing on a large sample of unseen scenarios, reducing the likelihood of overfitting to a particular historical data set. Because each trading strategy needs an implementation tactic (a.k.a., trading rules) to enter, maintain, and exit the respective positions on each instrument, a simulation over thousands of different scenari