https://deyirviel.com/type/lab/ Recent content in Labs on DeYirviel https://deyirviel.com/og-image-pm.jpg https://deyirviel.com/og-image-pm.jpg Hugo -- gohugo.io en Sun, 18 Oct 2026 00:00:00 +0000 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/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.