Quantdare

“Past performance is no guarantee of future results”, but helps a bit

12/07/2017

ogonzalez

Playing with Prophet on Financial Time Series (Again)

28/06/2017

rcobo

Interviewing prices: Don’t settle for less

21/06/2017

jramos

The Simpson Paradox

07/06/2017

kalinda

Seeing the market through the trees

25/05/2017

xristica

Shift or Stick? Should we really ‘sell in May’?

18/05/2017

jsanchezalmaraz

What to expect when you are the SPX

04/05/2017

mrivera

K-Means in investment solutions: fact or fiction

19/04/2017

T. Fuertes

Lévy Flights. Foraging in a Finance blog. Part II

06/04/2017

mplanaslasa

How to… use bootstrapping in Portfolio Management

29/03/2017

psanchezcri

What is the difference between Artificial Intelligence and Machine Learning?

23/03/2017

ogonzalez

Playing with Prophet on Financial Time Series

09/03/2017

rcobo

Prices Transformation Cheat Sheet

02/03/2017

fjrodriguez2

Dual Momentum Analysis

23/02/2017

J. González

Random forest: many is better than one

15/02/2017

xristica

Non-parametric Estimation

01/02/2017

T. Fuertes

Classification trees in MATLAB

20/01/2017

xristica

Using Multidimensional Scaling on financial time series

12/01/2017

rcobo

Applying Genetic Algorithms to define a Trading System

22/12/2016

aparra

Graph theory: connections in the market

01/12/2016

T. Fuertes

Lévy flights. Foraging in a finance blog

16/11/2016

mplanaslasa

Data Cleansing & Data Transformation

10/11/2016

psanchezcri

Principal Component Analysis

04/11/2016

j3

Comparing ETF Sector Exposure Using Chord Diagrams

13/10/2016

rcobo

Learning with kernels: an introductory approach

28/09/2016

ogonzalez

SVM versus a monkey. Make your bets.

15/09/2016

P. López

Clustering: “Two’s company, three’s a crowd”

29/07/2016

libesa

Euro Stoxx Strategy with Machine Learning

15/07/2016

fjrodriguez2

Visualizing Fixed Income ETFs with T-SNE

07/07/2016

j3

Hierarchical clustering, using it to invest

22/06/2016

T. Fuertes

Lasso applied in Portfolio Management

15/06/2016

psanchezcri

Markov Switching Regimes say… bear or bullish?

09/06/2016

mplanaslasa

Exploring Extreme Asset Returns

27/05/2016

rcobo

Playing around with future contracts

13/05/2016

J. González

“K-Means never fails”, they said…

28/04/2016

fjrodriguez2

What is the difference between Bagging and Boosting?

20/04/2016

xristica

BETA: Upside Downside

14/04/2016

j3

Outliers: Looking For A Needle In A Haystack

06/04/2016

T. Fuertes

Autoregressive model in S&P 500 and Euro Stoxx 50

31/03/2016

psanchezcri

“Let’s make a deal”: from TV shows to identifying trends

17/03/2016

mplanaslasa

Machine Learning: A Brief Breakdown

03/03/2016

libesa

Approach to Dividend Adjustment Factor Calculation

24/02/2016

J. González

Are Low-Volatility Stocks Expensive?

18/02/2016

jsanchezalmaraz

Predict returns using historical patterns

10/02/2016

fjrodriguez2

Dream team: Combining classifiers

03/02/2016

xristica

Stock classification with ISOMAP

27/01/2016

j3

Could the Stochastic Oscillator be a good way to earn money?

13/01/2016

T. Fuertes

Central Limit Theorem: Visual demonstration

01/12/2015

kalinda

Sir Bayes: all but not naïve!

21/10/2015

mplanaslasa

Returns clustering with k-Means algorithm

14/10/2015

psanchezcri

Correlation and Cointegration

25/09/2015

j3

Momentum premium factor (II): Dual momentum

11/08/2015

J. González

Dynamic Markowitz Efficient Frontier

28/07/2015

plopezcasado

Confusion matrix & MCC statistic

24/06/2015

mplanaslasa

Prices convolution, a practical approach

17/06/2015

fuzzyperson

‘Sell in May and go away’…

08/06/2015

jsanchezalmaraz

S&P 500 y Relative Strength Index II

05/06/2015

Tech

Performance and correlated assets

T. Fuertes

Reproducing the S&P500 by clustering

08/05/2015

fuzzyperson

Retrocesos y Extensiones de Fibonacci

13/04/2015

fjrodriguez2

Size Effect Anomaly

26/03/2015

T. Fuertes

Predicting Gold using Currencies

09/03/2015

libesa

La Paradoja de Simpson

06/03/2015

kalinda

Inverse ETFs versus short selling: a misleading equivalence

09/02/2015

J. González

Random forest vs Simple tree

07/01/2015

xristica

S&P 500 y Relative Strength Index

18/12/2014

Tech

Efecto Herding

20/11/2014

alarije

Cointegración: Seguimiento sobre cruces cointegrados

28/10/2014

T. Fuertes

Seasonality systems

20/10/2014

J. González

Una aproximación Risk Parity

17/10/2014

mplanaslasa

Números de Fibonacci

03/10/2014

fjrodriguez2

Using Decomposition to Improve Time Series Prediction

26/09/2014

libesa

Las cadenas de Markov

11/09/2014

j3

Clasificando el mercado mediante árboles de decisión

05/09/2014

xristica

Momentum premium factor sobre S&P 500

28/08/2014

J. González

Árboles de clasificación en Matlab

18/08/2014

xristica

Fractales y series financieras II

31/07/2014

Tech

Redes Neuronales II

30/07/2014

alarije

El gestor vago o inteligente…

16/07/2014

jsanchezalmaraz

In less of a Bayes haze…

libesa

Teoría de Valores Extremos II

08/07/2014

kalinda

De Matlab a Octave

04/07/2014

fuzzyperson

Cointegración

27/06/2014

T. Fuertes

Cópulas: una alternativa en la medición de riesgos

30/05/2014

mplanaslasa

¿Por qué usar rendimientos logarítmicos?

31/03/2014

jsanchezalmaraz

Análisis de Componentes Principales

j3

Vecinos cercanos en una serie temporal

30/03/2014

xristica

Redes Neuronales

alarije

Fuzzy Logic

fuzzyperson

El filtro de Kalman

28/03/2014

mplanaslasa

Estimación no paramétrica

T. Fuertes

Fractales y series financieras

Tech

In a Bayes haze…

libesa

Volatility of volatility. A new premium factor?

J. González

Caso Práctico: Multidimensional Scaling

rcobo

Teoría de Valores Extremos

kalinda