https://deyirviel.com/pillar/portfolio-management/ Recent content in Portfolio Management Projects on DeYirviel https://deyirviel.com/og-image-pm.jpg https://deyirviel.com/og-image-pm.jpg Hugo -- gohugo.io en Wed, 21 Oct 2026 18:00:02 +0000 https://deyirviel.com/portfolio/fin-portfolio-monte-carlo/ Fri, 09 Oct 2026 00:00:00 +0000 https://deyirviel.com/portfolio/fin-portfolio-monte-carlo/ Construire un portefeuille BVC en trois commandes, puis le simuler sur 10 000 trajectoires Monte-Carlo : allocation, percentiles, VaR/CVaR 95 % — sans quitter le terminal. https://deyirviel.com/tools/fin-terminal/ Sat, 19 Sep 2026 00:00:00 +0000 https://deyirviel.com/tools/fin-terminal/ FIN : un toolkit bash branché sur le prompt — cotations en direct (Yahoo), crypto (CoinGecko), devises (BCE), net worth et journal, plus un module natif pour la Bourse de Casablanca et le dirham (MASI et la cote complète via TradingView). https://deyirviel.com/portfolio/attribution-lab/ Sun, 18 Oct 2026 00:00:00 +0000 https://deyirviel.com/portfolio/attribution-lab/ A Brinson-Fachler and factor attribution lab on a rules-based BVC book: 143 months, Carino linking, costs and an alpha that survives the explanation. https://deyirviel.com/portfolio/casablanca-factor-lab/ Sun, 18 Oct 2026 00:00:00 +0000 https://deyirviel.com/portfolio/casablanca-factor-lab/ A reproducible factor lab on 76 BVC equities: momentum, value, quality, size, low-vol and liquidity, with monthly backtests, costs and ADV-based capacity. https://deyirviel.com/portfolio/derivatives-lab/ Sat, 17 Oct 2026 00:00:00 +0000 https://deyirviel.com/portfolio/derivatives-lab/ A derivatives lab: Black-Scholes, binomial and Monte Carlo pricing, a six-expiry SPX surface from 2,565 CBOE quotes, and a delta versus delta-gamma hedge. https://deyirviel.com/portfolio/mad-yield-curve/ Sat, 17 Oct 2026 00:00:00 +0000 https://deyirviel.com/portfolio/mad-yield-curve/ A duration, convexity and key-rate hedge on the Moroccan sovereign curve: NSS fit to BAM yields, eight priced MAD bonds, a six-line hedge and a 106-day backtest. https://deyirviel.com/portfolio/bvc-liquidity-lab/ Sun, 18 Oct 2026 00:00:00 +0000 https://deyirviel.com/portfolio/bvc-liquidity-lab/ A stock-by-stock and market-wide liquidity audit of 81 BVC equities: Amihud, Roll and Corwin-Schultz proxies, zero-return days, days-to-exit and commonality. https://deyirviel.com/portfolio/mad-wealth-lab/ Sat, 17 Oct 2026 00:00:00 +0000 https://deyirviel.com/portfolio/mad-wealth-lab/ A goal-based allocation case study for a Moroccan household: property, university and retirement, with CGI tax drag, inflation and 10,000 Monte Carlo paths. https://deyirviel.com/pitch-desk/2026-10-21-lhm/ Wed, 21 Oct 2026 18:00:02 +0000 https://deyirviel.com/pitch-desk/2026-10-21-lhm/ Holcim Maroc trades at 17.9x earnings and 3.1x book for a 19.3% ROE and a 6.0% yield near its 52-week low. The market is pricing a cement downturn; the balance sheet and dividend are not broken. https://deyirviel.com/tools/risk-dashboard/ Wed, 21 Oct 2026 00:00:00 +0000 https://deyirviel.com/tools/risk-dashboard/ A weighted BVC and global-ETF portfolio risk dashboard: historical VaR/CVaR, volatility, drawdown, Sharpe, Sortino, rolling risk, correlations and simple stress scenarios. https://deyirviel.com/pitch-desk/2026-10-20-mng/ Tue, 20 Oct 2026 18:07:06 +0000 https://deyirviel.com/pitch-desk/2026-10-20-mng/ Managem has run 139% YTD to 28.2x TTM earnings and 15.7x book — a near-60% P/E premium and a 3x P/B premium to the peer median — on an EPS base that is forecast flat; the multiple is doing the work, not the mine. https://deyirviel.com/pitch-desk/2026-10-19-msa/ Mon, 19 Oct 2026 18:00:01 +0000 https://deyirviel.com/pitch-desk/2026-10-19-msa/ Marsa Maroc trades at 32.7x TTM earnings and 13.6x book against an 18.6x/3.2x market median, while Nador West Med adds competing container capacity. The de-rating has further to run. https://deyirviel.com/pitch-desk/2026-10-17-atw/ Sat, 17 Oct 2026 09:30:00 +0100 https://deyirviel.com/pitch-desk/2026-10-17-atw/ Morocco's leading private bank is 1.4% above its 52-week low, on 12.6x earnings and 1.9x book for a 15.9% ROE. The market is pricing NIM compression; the franchise, fee base and Africa exposure are not broken.