Oct 26, 2023 | Zolio Market Commentary
Discover how game theory has evolved and influenced financial decision-making. From influential financial models like CAPM, EMH, and Black-Scholes, learn how game theory came into the world of finance and how it has progressed thus far.
Oct 19, 2023 | Zolio Market Commentary
Explore the nuts and bolts of how banks validate market risk models. Our latest article breaks it down into three key steps: data validation, pricing model assessment, and organizational governance. Dive into the world of financial integrity.
Oct 12, 2023 | Zolio Market Commentary
In finance, model accuracy is crucial. We’ve explored quantitative and qualitative tests, but what happens when historical data falls short? That’s where alternative validation methods come into play, ensuring models remain fit for purpose. Read on to see the usual backtesting techniques used in financial forecasting.
Oct 5, 2023 | Zolio Market Commentary
Traditional trade stats fall short in today’s global economy. Let’s dive into Revealed Comparative Advantage (RCA) and why it’s vital for a nuanced view of trade dynamics!
Sep 28, 2023 | Zolio Market Commentary
Dive into the intricate relationship between price movements and the macroeconomy through the final part of our forecasting series. Unravel how energy price shocks, oil policy changes, and more impact currency values by extending the methodology written in the previous articles.
Sep 21, 2023 | Zolio Market Commentary
We’ve looked into the general idea behind forecasting, on this last part of the FX Forecasting discussion we’ll look into high level step by step on getting the right numbers out of raw FX data.