tommasomarroni

With the U.S. TR‑CAPE hovering around 40, this exercise investigates whether systematic factor tilts reshape the valuation–return nexus for long‑horizon, real, annualised returns. The analysis… Read More »CAPE and Factors

Below are some interesting charts sourced from the Asset Allocation Interactive tool developed by Research Affiliates (1). These charts provide historical performance and forward-looking expectations… Read More »Looking backward and forward

Like many, I started my journey in investing with a traditional all-world ETF, believing it offered the best combination of simplicity and performance. But as… Read More »Why I’m all in on factors

Rebalancing my portfolio used to feel complicated and time-consuming, so I decided to create a simple tool to make the process easier. It’s nothing fancy,… Read More »Rebalancing tool for portfolios

The Problem: Unintended Bias in Portfolio Construction Investors often build their portfolios by allocating ETFs based on personal judgment, intuition, or informal criteria. While this… Read More »Optimizing index ETFs allocation: a systematic market capitalization based approach

Various types of filters can be used to estimate the orientation of a body based on IMUs measurements. The most commonly used filters, listed in… Read More »Efficient orientation filter for IMU and AHRS/MARG sensors

Schematics and PCB of the first (beta) version of a flight computer for an actively controlled model rocket. Components include: Nano v3.0 controller board, 6-DOF… Read More »Model rocket flight computer: from schematics to PCB – draft

First version of a Thrust Vector Control (TVC) gimbal for a model rocket with a 90 mm diameter. The design was structurally validated using Finite… Read More »TVC gimbal 3D CAD – draft