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Portfolio Diversification: How to Potentially Gain Better Returns per Unit of Risk

This research article analyzes the impact of portfolio diversification when applied to a portfolio of stocks and bonds. In particular, it shows that by spreading the investment on uncorrelated asset classes an investor may achieve a higher return per unit of risk taken (Sharpe ratio). The article is structured as follows. The first section introduces […]


Machine Learning in Finance: Why You Should Not Use LSTM’s to Predict the Stock Market

Executive Summary Recently there has been much development and interest in machine learning, with the most promising results in speech and image recognition. This research paper analyzes the performance of a deep learning method, long short-term memory neural networks (LSTM’s), applied to the US stock market as represented by the S&P 500. The paper shows […]

Machine Learning

Analysis of a Systematic Global Macro Investment Strategy

Executive Summary This research article analyzes the performance of a systematic global macro investment strategy investing in multiple in publicly traded securities across the world. The strategy invests in all asset classes, including Equity, Fixed Income, Commodity, Currencies, and Volatility. The strategy performance is compared to a traditional equity portfolio, represented by the S&P 500, […]


Highlights from the Equities Leaders Summit 2018

On December 7, 2018 Bluesky Capital was invited at the Equities Leaders Summit at the Trump National Doral Miami to discuss the adoption of cryptocurrencies as a new tradable asset class from equity investors. The following key takeaways emerged: •     There are still too many risks for institutional investors to enter in the crypto space, […]


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