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All posts by Jawwad Farid

Higher moment Portfolio models. Skewness preference.

Higher moment Portfolio models. Skewness preference. So far in the portfolio optimization course our focus has been on single dimension analytics. With both risk and performance we have only looked at one metric at a time. While our Solver models have worked with multiple constraints,

Debunking Finance data science myths

Debunking Finance data science myths. An actuary and a computer scientist debunk popular finance data science myths. When I first started working with models, the phenomenon that fascinated me the most was changes in stock market prices.  This was in an era where great fortunes

Slower than the Flash. Bigger than a duck.

Slower than the Flash. Bigger than a duck. The last twelve months have been a big mix of surprises and personal milestones. I have managed to live a year with reduced working hours, limiting office to just the first half of the day. I lost

Three minutes

Three minutes On the outskirts of Tehran, about an hour’s drive away from the city center is a hotel that once dreamt of hosting Olympic athletes from across the world. Hotel Olympic is part of the Azadi Sport Complex, the largest sports facility in Iran. 

On rational thinking. Rationality is overrated.

Rationality is overrated. On rational thinking. A few months ago I was asked to address an audience of budding actuaries. As I spoke to them about model building, I touched upon the fatal attraction of rationality in making bigger choices and decisions. Of how it deceives

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