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Factor contribution

22/09/2021

In this post we are going to examine two alternative methods of calculating the factor contribution to the performance of an equity portfolio.

J. González

Asset Management

Hedged Share Class: from theory to practice

15/09/2021

aporras

Optimizing implicitly using genetic algorithms

09/09/2021

Alfredo Timermans

Purchasing Power Parity

01/09/2021

Pablo Aznar

Are FX Swaps Mispriced?

28/07/2021

Juan Martínez

Beyond linear: the Extended Kalman Filter

21/07/2021

Alejandro Pérez

The risk of investing: An exploration on SPDR Sector ETFs

15/07/2021

rcobo

What is a Short Squeeze?

07/07/2021

Rubén Briones

Artificial Intelligence

Implementing a RNN with numpy

30/06/2021

Javier Cárdenas

Improving crypto investing with Reinforcement Learning

23/06/2021

Pablo Leo

Asset Management

Automating cryptocurrencies investment

16/06/2021

T. Fuertes

Artificial Intelligence

Concepts of Entropy in Finance: Transfer entropy

10/06/2021

Konstantinos Pappas

Linking Attribution Factors

02/06/2021

Enrique Millán

Different methods for mitigating overfitting on Neural Networks

26/05/2021

Pablo Sánchez

Reducing data dimensionality using PCA

28/04/2021

Alfredo Timermans

Risk Management

What cannot be hedged

14/04/2021

aporras

What is Mutual Information?

31/03/2021

Pablo Aznar

In Search of Lost Covered Interest Parity

24/03/2021

Juan Martínez

Artificial Intelligence

4 simple ways to label financial data for Machine Learning

17/03/2021

Alejandro Pérez

Detecting turning points

10/03/2021

rcobo

SigCWGAN, a new generation GAN architecture for Time Series Generation.

24/02/2021

Fernando De Meer