Blog
Research, methodology, market notes.
We write about the models we use, the data we cross-reference and the mistakes we've avoided. No hype, just useful notes.
Why CVaR should replace VaR in retail
Value-at-Risk is the standard but ignores the tail. Conditional VaR measures how much is lost when VaR is breached — and is the only coherent measure by definition.
ReadFocus Engine: how we map 14 macro events to geographic footprints
A technical overview of the event-geolocation engine that powers Focus and Risk Map: 0–100 scoring, regime classification and integration with proxy ETFs.
ReadRisk Parity vs 60/40: an honest benchmark across three rate regimes
A methodologically clean comparison of Risk Parity and 60/40 over 10-, 20- and 30-year windows — leverage, drawdown, Sharpe, Sortino and regime analysis.
ReadHow to backtest a portfolio: a methodologically clean tutorial
A backtest is only as honest as the procedure that produced it. The 8-step methodology MEDGE Capital uses to avoid look-ahead bias, survivorship bias and curve fitting.
ReadReading a Monte Carlo fan chart: P5 to P95 in practice
A Monte Carlo fan chart compresses 10,000 possible futures into five percentile bands. Reading it well means understanding the model assumptions, not just the bands.
ReadThe 12 portfolio optimization objectives, ranked by use case
Twelve named optimization objectives, one ranking, one common pitfall each. The ranking is by typical use case, not by which one wins in-sample (they all do).
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