Blog
Discover our articles on portfolio optimization, wealth management and quantitative algorithms for advisors and fintechs.
Backtesting: The 6 Biases That Kill Your Strategies in Production
Look-ahead, survivorship, snooping: how to identify and avoid the biases that make backtests overly optimistic.
Build or Buy Your Investment Engine: The Technical Guide
Complete evaluation of build, buy, and hybrid options for technical teams at fintechs and asset managers.
Company Valuation: Beyond Determinism, Integrating Risk
How to move from a point-estimate valuation to a probabilistic and robust approach that truly reflects strategic uncertainty.
EV/EBITDA and Comparable Multiples: A Professional How-To
How to select the right comparables, normalize metrics, and interpret EV/EBITDA multiples without falling into the classic traps.
CVaR and Liquidity Risk: Beyond Classic VaR
Understanding Conditional Value at Risk (CVaR) and how to integrate liquidity risk into portfolio management.
DCF: Scenarios, Probabilities, and Margin of Error — Why a Single DCF Is Insufficient
How to build a robust DCF with probability-weighted scenarios, sensitivity analysis, and an explicit margin of error.
Factor Investing: Industrializing Alpha Without Unnecessary Complexity
Value, quality, momentum, low volatility: how to build robust and readable factor portfolios.
MLOps for Capital Markets: From Prototype to Reliable Model
How to industrialize AI models and move from proof of concept to durable business value in finance.
Portfolio Optimization with Markowitz: Between Theory and Practice
How to use Modern Portfolio Theory to build robust allocations and the limits you need to know.
Financial Pricing APIs: Reliability and Latency Above All
Architecture principles for delivering fast, reliable, and auditable financial computations at scale.
Quant Data Lakehouse Architecture: A Reliable Foundation
How to structure the data architecture of a quantitative platform to ensure reliability, reproducibility, and scalability.
Risk Parity: Finally, Real Diversification
Why diversification by risk contribution is often more robust than diversification by capital weight.
WACC: The Rate That Decides Your Best (and Worst) Projects
Understanding the cost of capital to better arbitrate between growth, profitability, and value creation.
Build vs. Buy: Should You Develop Your Own Financial Computation Engine in 2026?
Discover the hidden costs of building a quantitative engine in-house and why buying an API can accelerate your time-to-market from 18 months to a few days.