Daring to quantify the markets |

All

Factor contribution

22/09/2021

All

Finance Factors Coordination? Cascade Selection

15/07/2020

All

Factor Exposure: The Turn of The Screw

19/02/2020

Artificial Intelligence

Ranking Quality

13/03/2019

All

Scaling/ normalisation/ standardisation: a pervasive question

18/10/2018

Python

Python performance: a comparison

18/04/2018

All

Dual momentum analysis

23/02/2017

All

Playing around with future contracts

13/05/2016

All

Approach to dividend adjustment factor calculation

24/02/2016

Asset Management

Momentum premium factor (II): dual momentum

11/08/2015

All

Inverse ETFs versus short selling: a misleading equivalence

09/02/2015

Asset Management

Seasonality systems

20/10/2014

All

Momentum premium factor sobre S&P 500

28/08/2014

Asset Management

Volatility of volatility. A new premium factor?

28/03/2014