Publications by Nico
nvidia_adam_gpt
1 Company Information 1.1 Core Information 1.1.1 Summary 1.1.2 Profile 1.1.3 Peers 1.2 Market Cap 1.3 Human Capital 1.3.1 Key Executives 1.3.2 Executive Compensation 1.3.3 Historical Employee 1.4 Stock Grade 1.5 Company Rating 2 Institutional Ownership 2.1 Investors Holding 2.2 Stock Ownership By Holders 3 Estimates & Recommendations...
701 sym
Implied Volatility (Cheap/Rich) Analysis
1 Guidelines For any option trader, implied volatility (IV) is one of the most important considerations because it has a direct impact on pricing. It has been our experience that IV increases before an earnings announcement and that this increase is due to option writers who want to ensure adequate protection of their portfolios from significant p...
3860 sym 1 img
UAE: Capital Allocation via Cost of Capital
1 Stock Screener 2 Risk Premium 3 Businesses 3.1 Excess Returns 3.2 Capital Structure 4 Industries 5 Database UAE data sets 6 References Capital Allocation via Cost of Capital Global Capital Structure Database Global Default Spreads & Risk Premiums...
282 sym
Singapore: Capital Allocation via Cost of Capital
1 Stock Screener 2 Risk Premium 3 Businesses 3.1 Excess Returns 3.2 Capital Structure 4 Industries 5 Database Singapore data sets 6 References Capital Allocation via Cost of Capital Global Capital Structure Database Global Default Spreads & Risk Premiums...
288 sym
Extracting Data from the Singapore Capital Allocation Database
1 Context In this lecture, we look at how we can use R to automate the process of extracting relevant fundamental data from the Singapore capital allocation database. 2 Initialization We begin by: 2.1 Clearing all pre-existing objects from the workspace rm(list=ls()) 2.2 Initializing the file paths path_root <- "." # Sets the current working di...
7677 sym R (6120 sym/22 pcs)
Saudi Arabia: Capital Allocation via Cost of Capital
1 Stock Screener 2 Risk Premium 3 Businesses 3.1 Excess Returns 3.2 Capital Structure 4 Industries 5 Database Saudi Arabia data sets 6 References Capital Allocation via Cost of Capital Global Capital Structure Database Global Default Spreads & Risk Premiums...
291 sym
Extracting Data from the Saudi Arabia Capital Allocation Database
1 Context In this lecture, we look at how we can use R to automate the process of extracting relevant fundamental data from the Saudi Arabia capital allocation database. 2 Initialization We begin by: 2.1 Clearing all pre-existing objects from the workspace rm(list=ls()) 2.2 Initializing the file paths path_root <- "." # Sets the current working...
7703 sym R (6186 sym/22 pcs)
Water Utility Services
MOTIVATION How to best allocate business responsibilities and risks and how to design tariff adjustment and other rules to achieve the desired allocation in a public-private-partnership. Under public provision the contracting authority is responsible for managing the business, operating and maintaining the assets, investing in new assets, and f...
36236 sym 3 img
S&P500 Monthly Valuation
Assumptions inputs %>% listviewer::jsonedit(.) Valuation Fair Value: 4,549.19 The discounted cash flow model is a useful tool to frame the question of what the fair value is for the S&P500, and what the market is currently discounting. perc_vars=c("growth", "cash_payout", "riskfree_rate", "required_return") ron_vars=c("earnings", "dividends_buyb...
660 sym Python (1638 sym/3 pcs)
TextMining Warren Buffett Letters to Shareholders
Few years ago I saw a sentiment analysis by Michael Toth of Warren Buffett’s letters to shareholders. It’s a super interesting analysis, done well, but we can see from some of the plots in that analysis that the specifically financial nature of these documents would make a financial sentiment lexicon a great choice. Sentiment lexicons are lis...
5168 sym Python (6666 sym/13 pcs) 6 img