Quantdare

asset management

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

12/07/2017

ogonzalez

asset management

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

asset management

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

psanchezcri

asset management

Playing with Prophet on Financial Time Series

09/03/2017

rcobo

asset management

Dual Momentum Analysis

23/02/2017

J. González

asset management

Random forest: many is better than one

15/02/2017

xristica

asset management

Using Multidimensional Scaling on financial time series

12/01/2017

rcobo

asset management

Comparing ETF Sector Exposure Using Chord Diagrams

13/10/2016

rcobo

asset management

Euro Stoxx Strategy with Machine Learning

15/07/2016

fjrodriguez2

asset management

Hierarchical clustering, using it to invest

22/06/2016

T. Fuertes

asset management

Lasso applied in Portfolio Management

15/06/2016

psanchezcri

asset management

Markov Switching Regimes say… bear or bullish?

09/06/2016

mplanaslasa

asset management

Exploring Extreme Asset Returns

27/05/2016

rcobo

asset management

Playing around with future contracts

13/05/2016

J. González

asset management

BETA: Upside Downside

14/04/2016

j3

asset management

Approach to Dividend Adjustment Factor Calculation

24/02/2016

J. González

asset management

Are Low-Volatility Stocks Expensive?

18/02/2016

jsanchezalmaraz

asset management

Predict returns using historical patterns

10/02/2016

fjrodriguez2

asset management

Dream team: Combining classifiers

03/02/2016

xristica

asset management

Stock classification with ISOMAP

27/01/2016

j3

asset management

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

13/01/2016

T. Fuertes

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

T. Fuertes

asset management

Reproducing the S&P500 by clustering

08/05/2015

fuzzyperson

asset management

Size Effect Anomaly

26/03/2015

T. Fuertes

asset management

Predicting Gold using Currencies

09/03/2015

libesa

asset management

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

Using Decomposition to Improve Time Series Prediction

26/09/2014

libesa

asset management

Las cadenas de Markov

11/09/2014

j3

asset management

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

Fractales y series financieras

Tech

asset management

Volatility of volatility. A new premium factor?

J. González