Haris Mujkanovic

The Quant Zone - Let the numbers speak for the markets
Oct
01
Charting Data Differently: Text-Based Visualizations in R

Charting Data Differently: Text-Based Visualizations in R

In our love affair with ggplot2, we might sometimes overlook a simpler approach: creating ASCII plots directly in a data.table.
3 min read
Nov
17
Theory #4: The US Balance of Trade Explained

Theory #4: The US Balance of Trade Explained

During the recent US election, the concept of the balance of trade was bounced around a lot, but not always used in the correct manner. This is due to a combination of politics and ignorance, and can be cured by understanding exactly how the balance of trade works.
9 min read
Oct
21
Investing: ETF Asset Allocation Strategies Explained

Investing: ETF Asset Allocation Strategies Explained

ETFs have sky-rocketed in popularity in the last few decades, making them the go-to asset class for investing. They are easy to understand, are able to follow a broad selection of market securities, and come with very low management fees.
11 min read
Oct
05
Overview: Leading, lagging, and coincident economic indicators

Overview: Leading, lagging, and coincident economic indicators

Markets are constantly looking for signs that indicate that the current economic climate is about to change. Those signs are usually provided by economic indicators which are regularly reported and closely followed by traders and investors around the world.
8 min read
Aug
01
Theory #3: Understanding the Efficient Market Hypothesis

Theory #3: Understanding the Efficient Market Hypothesis

In financial economics, there is a heated debate among academics over whether it’s possible to generate excess returns above the average market return. Because, if a group of traders or investors is able to outperform the general market, that market couldn’t be described as efficient.
11 min read
May
14
The Chinese renminbi: On its way to free-float

The Chinese renminbi: On its way to free-float

Almost seven years have passed since June 2010, when China’s government indicated it would continue with financial reforms and make the renminbi exchange rate more flexible, satisfying major world economies and their leaders who believed the renminbi is excessively undervalued.
4 min read
Jan
01
Portfolio #1: Calculating the Federal Reserve rate change probability using Fed Funds futures

Portfolio #1: Calculating the Federal Reserve rate change probability using Fed Funds futures

Calculating the Federal Reserve rate change probability using Fed Funds futures
Jan
01
Portfolio #4: Monte Carlo simulations and GBM

Portfolio #4: Monte Carlo simulations and GBM

Jan
01
Portfolio #2: Analyzing and ranking leading indicators in the FX market

Portfolio #2: Analyzing and ranking leading indicators in the FX market

Jan
01
Portfolio #3: Yield curve analysis and sector rotation in the equities market

Portfolio #3: Yield curve analysis and sector rotation in the equities market