Publications by Nico
Indonesia Excess Returns and Capital Structure Analysis
1 Stock Screener 2 Risk Premium 3 Businesses 3.1 Excess Returns 3.2 Capital Structure 4 Industries 5 Data Indonesia Excess Returns and Capital Structure Database 6 References Global Interest Rates Dynamics and Inflation Expectations Global Default Spreads & Risk Premiums Capital allocation via optimal financing mix and excess returns ...
367 sym
Global Epidemic Growth, and Reproduction Numbers for COVID-19
1 Latest estimates Latest estimates (as of the 2020-05-24) of the number of confirmed cases by date of infection, the effective reproduction number, and the doubling time (when negative this corresponds to the halving time) in each region. The mean and \(90\%\) credible interval is shown. Note that it takes time for infection to cause symptoms, ...
1342 sym 1 img
COVID−19 confirmed cases in select countries
This chart uses a logarithmic scale to show how quickly the number of known Covid-19 cases is doubling in Turkey, USA, Spain, Canada, Saudi Arabia, Dominican Republic, Switzerland and Singapore. ...
201 sym 1 img
Tracking Covid-19 cases Canada
Reported cases and deaths Since February, health authorities have identified more than 7437 Covid-19 cases in Canada. So far, 89 — about 1.2% — of those patients have died. Covid-19 cases by provinces The chart below uses a logarithmic scale to show how quickly the number of known Covid-19 cases is growing in each province of Canada. You can...
433 sym 1 img
Modeling the Coronavirus Disease 2019 (COVID-19) in the U.S.
Spreading around the United States with a incredible speed, the Corona Virus (COVID-19) became a huge problem, impacting even the global economy and the perspectives that we all have for the future. The Susceptible-Infected-Recovered (SIR) compartmental model of communicable disease outbreaks (see this wikipedia page for an more thorough treatmen...
21173 sym R (18228 sym/49 pcs) 12 img 9 tbl
Berkshire's Performance vs. the S&P 500
Data preparation The S&P 500 numbers are pre-tax whereas the Berkshire numbers are after-tax. Data source: Warren Buffett’s 2021 annual letter. year = 1965:2021 berkshire = c(49.5, -3.4, 13.3, 77.8, 19.4, -4.6, 80.5, 8.1, -2.5, -48.7, 2.5, 129.3, 46.8, 14.5, 102.5, 32.8, 31.8, 38.4, 69, -2.7, 93.7, 14.2, 4.6, 59.3,...
221 sym R (3553 sym/16 pcs) 3 img 9 tbl
Tidying Saudi Aramco Valuation
The tidy data principles are a cornerstone of financial data management and the data modeling workflow. The foundation for tidy data management is the tidyverse, a collection of R packages: purrr, dplyr, tidyr, tibble, ggplot2, readr, that work in harmony, are built for scalability, and are well documented in R for Data Science. Using this infras...
8403 sym R (14013 sym/18 pcs) 1 tbl
S&P500 Valuation Framework
1 Functions Tying the value of the S&P500 to its cashflows, growth and risk. 1.1 Packages library(knitr) library(kableExtra) library(dplyr) library(purrr) library(tidyr) library(lubridate) 1.2 Utils check.length.list.f <- function(x) length(x) > 1 check.nested.list.f <- function(l) { if (!is.list(l)) stop("Not a list.") !identical(unlist(l...
1156 sym R (9210 sym/8 pcs) 2 tbl
Internal Rate of Return (IRR) and the notorious Reinvestment Assumption
This series of posts was inspired by and/or modified in part from the methods for performance metrics for private equity investments by Karl Polen 1 IRR As a consequence of senility, I still feel I do not understand this debate on the various interpretations people might have regarding \(IRRs\) and the reinvestment of withdrawals in private equi...
22931 sym R (2410 sym/9 pcs) 3 img 2 tbl
Continued fraction approximation of OneSixtyTwoDocument
Baran did you know that the formula \(\varphi = 1 + 1/ \varphi\) can be expanded recursively to obtain a continued fraction approximation for \(1.62\). The convergents of these continued fractions are ratios of successive Fibonacci numbers (1/1, 1/2, 2/3, 3/5, 5/8, 8/13…). Continued fraction approximation of 1.62 onesixtytwo.continued.fractio...
325 sym R (409 sym/1 pcs) 1 img