Dr Krzysztof Ozimek

Sharpe Ratio: SHASHo vs.

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…

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.

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.

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.

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

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.

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…

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

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.