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Michele Carollo
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Independent Trader, Tax Advisor, Blogger
Independent Trader, Tax Advisor, Blogger

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Markowitz efficient frontier : backtesting.
The aim of the analysis is to build the efficient frontier that compares the average return (y) to the risk or standard deviation (x) of the top 100 Italian stocks (the market cap is the proxy of the size). Secondly, I will build one hundred portfolios (eac...

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The passive management.
The passive management is a style of investing associated with mutual and exchange-traded funds (ETF) where an investor aims to mirror a market index.  We can build the passive strategy through the following steps :  Choice of a panel of funds ; Ranking of ...
The passive management.
The passive management.
michelecarollo.blogspot.com

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The "magnitude" of the liquidity.
The "magnitude" of the liquidity.
michelecarollo.blogspot.com

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The "magnitude" of the liquidity.
In the building of a trading strategy, the liquidity is a crucial variable.  Secondly, the liquidity can be both a positive and a negative factor.  Of course, we have two market scenarios : An illiquid market ; A liquid market.  In the first one, from the n...
The "magnitude" of the liquidity.
The "magnitude" of the liquidity.
michelecarollo.blogspot.com

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Estimate of the cost of debt .
The calculation of the firm's cost of debt is an important factor. Then, it has a direct application in various areas ; in particular, it is useful :  to build a DCF model, in order to value a company (it is a variable to estimate the WACC) ; to adjust the ...
Estimate of the cost of debt .
Estimate of the cost of debt .
michelecarollo.blogspot.com

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Enel S.p.A. : chart update.
Here we have the chart update of Enel S.p.A. : the previous bullish trend has been confirmed ; indeed, the tops at 4.50 EUR and the top at 4.87 EUR are still valid (the same also for the dashed line, in the medium/long term) ; the pattern recognition (Dark ...
Enel S.p.A. : chart update.
Enel S.p.A. : chart update.
michelecarollo.blogspot.com

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The management efficiency : cost-to-income of the italian banks.
The cost to income ratio is equal to the operating costs divided by the the intermediation margin.  In other words, using the bank balance sheets items, it is equal to the following expression : COST/INCOME RATIO : operating costs ("item 230") / total banki...

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