Publication
Research
Independent equity research focusing on event-driven, bottom-up analysis.
Substack
Company Deep Dives
Quantitative Investment Tools
Quant Tools
Interactive, mathematical engines for intrinsic valuation, scenario simulation, and risk-adjusted capital allocation.
Valuation Engine
DCF & Monte Carlo Simulation
Multi-scenario Discounted Cash Flow valuation integrated with Monte Carlo simulation to construct intrinsic value probability distributions.
- Terminal growth & exit multiple scenarios
- WACC & hurdle rate sensitivity matrix
- Probabilistic margin of safety percentiles
Capital Sizing
Kelly Criterion & Allocation
Optimal position sizing engine utilizing classical and generalized Kelly formulas with drawdown constraints and downside zero handling.
- Multi-asset portfolio allocation
- Fractional Kelly to curtail drawdown volatility
- Downside=0 generalized formulation fix
Nordic Special Situation Digest
Nordic Special Sit Digest
Monitoring Nordic corporate actions and catalyst-driven events
Work In Progress
Digest coverage is currently under active development.