BEYOND THE PAPER
One idea. A wider audience.
Short explanations for TikTok, Instagram, YouTube Shorts and LinkedIn. Each concept leads back to a free, hands-on experiment and the original source.
The experiment is the destination.
Use one visual question, one mechanism and one caveat. The draft packs below include a narration, shot list, carousel outline, source credit and channel-specific links. These are editorial resources; publication to social accounts is a separate step.
Ten assets can still be one big bet.
A long list of holdings can hide a common exposure. In this paper companion, rotate a covariance matrix into its principal components. Then compare how much portfolio variance comes from each component. Equal component contributions give three effective bets in our three-mode example. These are synthetic experiments: the result depends on your covariance assumptions. Open The Risk Observatory and change the inputs yourself.
View the shot list
- 0–4 secShow the holdings-to-hidden-bets illustration.Open the exhibit ↗
- 4–14 secSwitch from asset weights to component risk contributions.Open the exhibit ↗
- 14–26 secCompare concentrated and equal component risk; show effective bets.Open the exhibit ↗
- 26–35 secChange one mode's volatility and end on the source-linked limitation.Open the exhibit ↗
AI-generated educational draft. Original source: Marcos López de Prado, SSRN 2150877. No video or social post is implied by this script.
A shock can fade while its effect remains.
Push one variable in a two-variable system. Each period, the same signed links pass part of the previous changes into the next changes. In the paper's stable example those changes fade. But adding them over time leaves a lasting displacement. Now change the feedback: persistence and explosive growth behave differently. These are reconstructions of declared model examples, not forecasts. Try the sliders in The Flow Observatory, and read the original paper.
View the shot list
- 0–5 secSelect a signed source-to-target connection.Open the exhibit ↗
- 5–17 secStep through the stable source impulse; compare rates and cumulative effects.Open the exhibit ↗
- 17–27 secChange the feedback and highlight the eigenvalue relative to the unit circle.Open the exhibit ↗
- 27–38 secEnd on assumptions, original source and free experiment link.Open the exhibit ↗
AI-generated educational draft. Original source: Neil J. Calkin & Marcos López de Prado, SSRN 2379314. No video or social post is implied by this script.
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Watch the public repository for new paper companions and improvements. Official social profiles will be linked here when they are connected.
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