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Dr Krzysztof Ozimek

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Articole: 10

  1. Sharpe Ratio Distribution: When Normal’s a No-Go, Why Not SHASHo? (4/4)

    (Dr Krzysztof Ozimek)

    Sharpe Ratio: SHASHo vs.

  2. Agentic AI for Finance Bootcamp: Days 3 & 4

    (Dr Krzysztof Ozimek)

    Agentic AI for Finance Bootcamp: Days 3 & 4 | Dr Krzysztof Ozimek I am back for the second half of Nicole Königstein's live 4-day "Agentic AI for Finance Certification" bootcamp (Packt Publishing), which teaches you how to: Design Build Evaluate Deploy pr…

  3. GraphRAG with Neo4j: A Quant’s Preview

    (Dr Krzysztof Ozimek)

    GraphRAG with Neo4j: A Quant's Preview | Dr Krzysztof Ozimek On September 19, from 15:30 to 19:30 CEST, I'll be joining a hands-on, virtual workshop presented by Packt Publishing and led by Dr.

  4. Numerical Hedging of Portfolio Risk via Approximated Derivatives

    (Dr Krzysztof Ozimek)

    Numerical Hedging of Portfolio Risk via Approximated Derivatives — Dr Krzysztof Ozimek Abstract This post presents a conceptual method for constructing hedging strategies using numerical approximations of derivatives with respect to tradable risk factors.

  5. Sharpe Ratio Distribution: When Normal’s a No-Go, Why Not SHASHo? (3/4)

    (Dr Krzysztof Ozimek)

    Series · 3 of 4 Post 2/4 (Block 3) landed on the exact, unconditional result: $P(\widehat{SR}\le\widehat{SR}^*)=\Phi(R^*)$ — SHASHo's probability that the SR estimator falls at or below any value collapses exactly to a standard Normal one.

  6. Agentic AI for Finance: First Impressions of Nicole Königstein’s Packt Course

    (Dr Krzysztof Ozimek)

    Agentic AI for Finance with Nicole Königstein | Dr Krzysztof Ozimek Gifted review ticket from Packt Publishing — honest, unpaid opinion below.

  7. A Performance Metric Isn’t a Fixed Number, It’s a Random Variable

    (Dr Krzysztof Ozimek)

    Bootstrapped Sharpe Ratio & Max Drawdown | Dr Krzysztof Ozimek A performance metric (return or risk metric) isn't a fixed number—it's a random variable.

  8. Sharpe Ratio Distribution: When Normal’s a No-Go, Why Not SHASHo? (2/4)

    (Dr Krzysztof Ozimek)

    SHASHo Structural Assumptions: Sharpe Ratio Distribution (2/4) | Dr Krzysztof Ozimek Series · 2 of 4 In the first post (1/4), a GAMLSS fit picked SHASHo over Normal for the Sharpe ratio estimator (López de Prado et al., 2026) — all four parameters statist…

  9. Attending Nicole Königstein’s Agentic AI for Finance Certification

    (Dr Krzysztof Ozimek)

    Agentic AI for Finance Certification — Live Bootcamp with Nicole Königstein | Dr Krzysztof Ozimek I am eager to attend Nicole Königstein's live 4-day "Agentic AI for Finance Certification" bootcamp (Packt Publishing), which teaches you how to: Design Build

  10. Machine Learning for Trading in the Age of AI Agents — Workshop Review

    (Dr Krzysztof Ozimek)

    Machine Learning for Trading in the Age of AI Agents — Workshop Review | Dr Krzysztof Ozimek Gifted review ticket from Packt Publishing — honest, unpaid opinion below.