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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
Category
asset management
Risk Management
A Matter of Scale: Returns and Volatility
20/06/2019
Enrique Millán
Artificial Intelligence
Fundamental Manifoldness
27/03/2019
igestebaranz
Artificial Intelligence
Ranking Quality
13/03/2019
J. González
Artificial Intelligence
Fixed income from interest rates’ point of view
27/02/2019
T. Fuertes
Risk Management
Portfolio weightlifting (II)
07/02/2019
Enrique Millán
Asset Management
Portfolio weightlifting (I)
30/01/2019
Enrique Millán
Asset Management
Factor investing in the currency market
16/01/2019
P. López
All
Asset Migrations
19/12/2018
j3
R
More examples in Financial Visualisation
12/12/2018
rcobo
Python
Group Funds with the Sun
05/12/2018
libesa
All
Creating our own S&P 500 Momentum ETF
24/10/2018
kalinda
Asset Management
Erratic correlation: an illustration through Chord diagrams
03/10/2018
T. Fuertes
Python
Backtesting algorithms… with Python!
06/09/2018
Nicolás Forteza
Risk Management
To be or not to be (correlated)
05/07/2018
P. López
Asset Management
Monkey quants & sector rotation
26/04/2018
fjrodriguez2
Asset Management
Survivorship bias: an investment decision trap
21/02/2018
Nicolás Forteza
Asset Management
The Kelly criterion
14/02/2018
Jose Leiva
Asset Management
Correlation with prices or returns: that is the question
07/02/2018
libesa
Asset Management
How do stock market prices work?
31/01/2018
P. López
All
The lazy or intelligent fund manager
10/01/2018
jsanchezalmaraz
Artificial Intelligence
Forecasting S&P 500 using Machine Learning
20/12/2017
Luis Campos
Artificial Intelligence
Asset allocation with constraints using Backtracking
22/11/2017
Fran Lozano
Python
Risk Parity in Python
08/11/2017
fjrodriguez2
All
Markov chains
24/10/2017
j3
All
Portfolio risk control: risk parity vs. inverse volatility
19/10/2017
T. Fuertes
All
The Kalman filter
04/10/2017
mplanaslasa
Asset Management
Foreseeing the future: a user’s guide
06/09/2017
Jose Leiva
Artificial Intelligence
Stochastic portfolio theory, revisited!
26/07/2017
P. López
All
“Past performance is no guarantee of future results”, but helps a bit
12/07/2017
ogonzalez
R
Playing with Prophet on financial time series (again)
28/06/2017
rcobo
Asset Management
Shift or stick? Should we really ‘sell in May’?
18/05/2017
jsanchezalmaraz
All
What to expect when you are the SPX
04/05/2017
mrivera
Asset Management
K-Means in investment solutions: fact or fiction
19/04/2017
T. Fuertes
Asset Management
How to… use bootstrapping in portfolio management
29/03/2017
Pablo Sánchez
All
Playing with Prophet on financial time series
09/03/2017
rcobo
All
Dual momentum analysis
23/02/2017
J. González
Artificial Intelligence
Random forest: many are better than one
15/02/2017
aporras
R
Using Multidimensional Scaling on financial time series
12/01/2017
rcobo
All
Comparing ETF sector exposure using Chord Diagrams
13/10/2016
rcobo
All
Euro Stoxx Strategy with Machine Learning
15/07/2016
fjrodriguez2
All
Hierarchical clustering, using it to invest
22/06/2016
T. Fuertes
All
Lasso applied in portfolio management
15/06/2016
Pablo Sánchez
All
Markov switching regimes say… bear or bullish?
09/06/2016
mplanaslasa
All
Exploring extreme asset returns
27/05/2016
rcobo
All
Playing around with future contracts
13/05/2016
J. González
All
BETA: Upside Downside
14/04/2016
j3
All
Approach to dividend adjustment factor calculation
24/02/2016
J. González
All
Are low-volatility stocks expensive?
18/02/2016
jsanchezalmaraz
All
Predict returns using historical patterns
10/02/2016
fjrodriguez2
All
Dream team: combining classifiers
03/02/2016
aporras
All
Stock classification with ISOMAP
27/01/2016
j3
All
Could the Stochastic Oscillator be a good way to earn money?
13/01/2016
T. Fuertes
Asset Management
Central limit theorem: visual demonstration
01/12/2015
kalinda
Asset Management
Correlation and cointegration
25/09/2015
j3
Asset Management
Momentum premium factor (II): dual momentum
11/08/2015
J. González
Asset Management
Dynamic Markowitz Efficient Frontier
28/07/2015
plopezcasado
Asset Management
‘Sell in May and go away’…
08/06/2015
jsanchezalmaraz
Asset Management
S&P 500 y relative strength index II
05/06/2015
Tech
Asset Management
Performance and correlated assets
05/06/2015
T. Fuertes
Asset Management
Reproducing the S&P500 by clustering
08/05/2015
fuzzyperson
All
Size effect anomaly
26/03/2015
T. Fuertes
Risk Management
Predicting gold using currencies
09/03/2015
libesa
All
Inverse ETFs versus short selling: a misleading equivalence
09/02/2015
J. González
Asset Management
S&P 500 y relative strength index
18/12/2014
Tech
Asset Management
Seasonality systems
20/10/2014
J. González
Asset Management
Una aproximación risk parity
17/10/2014
mplanaslasa
Asset Management
Números de Fibonacci
03/10/2014
fjrodriguez2
Risk Management
Using decomposition to improve time series prediction
26/09/2014
libesa
Asset Management
Las cadenas de Markov
11/09/2014
j3
All
Momentum premium factor sobre S&P 500
28/08/2014
J. González
Asset Management
Fractales y series financieras II
31/07/2014
Tech
Asset Management
El gestor vago o inteligente…
16/07/2014
jsanchezalmaraz
Asset Management
¿Por qué usar rendimientos logarítmicos?
31/03/2014
jsanchezalmaraz
Asset Management
Fuzzy Logic
30/03/2014
fuzzyperson
Asset Management
El filtro de Kalman
28/03/2014
mplanaslasa
Asset Management
Estimación no paramétrica
28/03/2014
T. Fuertes
Asset Management
Fractales y series financieras
28/03/2014
Tech
Asset Management
Volatility of volatility. A new premium factor?
28/03/2014
J. González
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