Research Notes
Technical notes and derivations from our research
Our research notes provide detailed technical derivations, proofs, and extended discussions that complement the main textbook material. These are living documents updated as new insights emerge.
Categories
Phase 1 catalog contains 35 research notes from approved sources. Open full catalog
Portfolio Signals
Fund quality ranking, modified Sharpe normalization, and weighted indicator construction.
Forensic Risk Diagnostics
Commission burden tests, option profitability probabilities, and misuse detection metrics.
Derivatives Under Stress
FX option insurance, discontinuity risk, and suitability under jump conditions.
Robust Optimization
Uncertainty set methods, robust allocation, and parameter error control in portfolio design.
Recent Notes
Modified Sharpe and the Fynup Ratio
Case Study I technical note on quality ranking normalization.
Commission Equity Ratio for Churning Detection
Case Study II note on forensic threshold diagnostics.
FX Option Hedging in Discontinuous Markets
Case Study VII note on protection design under peg break risk.
Robust Portfolio Optimization with Uncertainty Sets
Portfolio optimization note from extracted reference material.