Quant
Dare
Artificial Intelligence
Asset Management
Risk Management
Python
R
All
About us
Terms of use & Privacy policy
Artificial Intelligence
Asset Management
Risk Management
Python
R
All
About us
Daring
to quantify the markets |
The scientific blog of
ETS Asset Management Factory
Author
jgonzalezomega
Python
Python performance: a comparison
18/04/2018
J. González
All
Dual momentum analysis
23/02/2017
J. González
All
Playing around with future contracts
13/05/2016
J. González
All
Approach to dividend adjustment factor calculation
24/02/2016
J. González
All
Momentum premium factor (II): dual momentum
11/08/2015
J. González
All
Inverse ETFs versus short selling: a misleading equivalence
09/02/2015
J. González
All
Seasonality systems
20/10/2014
J. González
All
Momentum premium factor sobre S&P 500
28/08/2014
J. González
All
Volatility of volatility. A new premium factor?
28/03/2014
J. González
We use cookies to ensure that we give you the best experience on our website. If you continue to use this site we will assume that you are happy with it.
Ok