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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
All
Finance Factors Coordination? Cascade Selection
15/07/2020
J. González
All
Factor Exposure: The Turn of The Screw
19/02/2020
J. González
Artificial Intelligence
Ranking Quality
13/03/2019
J. González
All
Scaling/ normalisation/ standardisation: a pervasive question
18/10/2018
J. González
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
Asset Management
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
Asset Management
Seasonality systems
20/10/2014
J. González
All
Momentum premium factor sobre S&P 500
28/08/2014
J. González
Asset Management
Volatility of volatility. A new premium factor?
28/03/2014
J. González
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