BSIC

Download PDF Abstract This technical report details the architecture and implementation of the BSIC Quant Library, a Python-based infrastructure designed to centralize and optimize financial data retrieval for the BSIC…

Download PDF Abstract This project develops a coherent framework for modelling the implied volatility surface by combining stochastic volatility, local volatility, and smile-consistent interpolation techniques. Starting from market conventions, risk-neutral…

Download PDF Abstract This research presents a Time Series Momentum (TSMOM) trading strategy implemented on highly liquid exchange-traded funds (SPY and GLD), enhanced with a novel macro-instrumented regime switching framework…

Download PDF USA It’s been a short week on Wall Street because of Thanksgiving Day, but enough to allow stock markets to close the recent “misstep” and return to near…

Download PDF Introduction Business Development Companies (BDCs) have recently experienced a boom, representing a major expansion in the US middle-market lending and private credit markets. In fact, BDCs now manage…

Download PDF Introduction Venezuela is going through one of the worst political and economic crises in the world. The currency is crashing again, inflation is returning to triple digits, and…