https://ahmadkoman.github.io/Ahmad KomanThings I learn, build, and study. 2026-09-11T19:59:23+02:00 Ahmad Koman https://ahmadkoman.github.io/ Jekyll © 2026 Ahmad Koman /assets/img/favicons/favicon.ico /assets/img/favicons/favicon-96x96.png Market Timing as Market Exposure2026-09-11T09:30:00+02:00 2026-09-11T09:30:00+02:00 https://ahmadkoman.github.io/posts/market-timing-as-market-exposure/ Ahmad Koman A decomposition of the Sharpe Ratio of Return Forecasts CBOT Corn Futures Strategy: A Bottom Up Factor Framework2026-04-27T18:00:00+02:00 2026-04-27T21:44:40+02:00 https://ahmadkoman.github.io/posts/bottom-up-corn/ Ahmad Koman From the physical corn balance sheet to standardized economic factors, contract level fair value, mispricing scores, spread trades, and risk controlled execution. Old World vs New World in Expected Returns2026-04-17T14:20:00+02:00 2026-04-17T18:13:41+02:00 https://ahmadkoman.github.io/posts/title/ Ahmad Koman From discounted cash flows and CAPM to stochastic discount factors, multidimensional bad times, and factor models. Besides Historical Returns2026-04-11T12:41:00+02:00 2026-04-11T12:42:05+02:00 https://ahmadkoman.github.io/posts/besides-historical/ Ahmad Koman Beyond historical returns: a multidimensional framework for expected returns across asset classes, strategy styles, and risk factors. Based on Anti Ilmanen Intro2026-04-11T12:00:00+02:00 2026-04-11T12:00:00+02:00 https://ahmadkoman.github.io/posts/intro/ Ahmad Koman Why do this?