Notes on method
Research
Method before results. Each note explains how something is done, what it assumes, and what it cannot tell you, before asking you to trust a conclusion.
- Credit · Methods note
Monte Carlo methods in cash flow modeling
How probabilistic simulation techniques can improve credit risk assessment and underwriting decisions.
- Macro · Methods note
Understanding nowcast models
A deep dive into nowcasting methodologies that enable real-time assessment of economic conditions using high-frequency data.
- Equity · Research standard
Factor investing: a quantitative framework
An introduction to factor-based investing strategies and their implementation in systematic portfolio construction.
What a note has to carry.
A method, the assumptions it rests on, the checks that were run, and the limits. Any figure states its formula or source and has a table behind it. Nothing here claims a result we cannot show.