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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
risk management
All
Is robustness an ally?
18/03/2020
Javier Cárdenas
Risk Management
Mitigating overfitting on Trading Strategies
04/12/2019
rcobo
All
Towards the Risk-Free Curve: Logarithmic vs. Arithmetic Returns
30/10/2019
Enrique Millán
Risk Management
An intuition behind currency risk
18/07/2019
Juan Martínez
Risk Management
A Matter of Scale: Returns and Volatility
20/06/2019
Enrique Millán
Risk Management
Portfolio weightlifting (II)
07/02/2019
Enrique Millán
Asset Management
Factor investing in the currency market
16/01/2019
P. López
Risk Management
Omega ratio, the ultimate risk-reward ratio?
09/01/2019
ogonzalez
R
More examples in Financial Visualisation
12/12/2018
rcobo
Risk Management
Estimating the probability of something that never happened
21/11/2018
pmercatoris
All
Value at Risk or Expected Shortfall
26/09/2018
Pablo Sánchez
All
Hierarchical Risk Parity
11/07/2018
Luis Campos
Risk Management
To be or not to be (correlated)
05/07/2018
P. López
Asset Management
Survivorship bias: an investment decision trap
21/02/2018
Nicolás Forteza
All
Cointegration in Economy: a long-term relationship
17/01/2018
T. Fuertes
All
Copulas: an alternative in risk measurement
15/11/2017
mplanaslasa
Python
Risk Parity in Python
08/11/2017
fjrodriguez2
All
Portfolio risk control: risk parity vs. inverse volatility
19/10/2017
T. Fuertes
R
Playing with Prophet on financial time series (again)
28/06/2017
rcobo
Risk Management
Seeing the market through the trees
25/05/2017
aporras
Risk Management
Lévy Flights. Foraging in a finance blog. Part II
06/04/2017
mplanaslasa
All
Playing with Prophet on financial time series
09/03/2017
rcobo
Risk Management
Principal component analysis
04/11/2016
j3
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
Artificial Intelligence
Returns clustering with k-Means algorithm
14/10/2015
Pablo Sánchez
Risk Management
Predicting gold using currencies
09/03/2015
libesa
All
Inverse ETFs versus short selling: a misleading equivalence
09/02/2015
J. González
Risk Management
Efecto herding
20/11/2014
gromero
Risk Management
Cointegración: seguimiento sobre cruces cointegrados
28/10/2014
T. Fuertes
Risk Management
Using decomposition to improve time series prediction
26/09/2014
libesa
Artificial Intelligence
Clasificando el mercado mediante árboles de decisión
05/09/2014
aporras
All
In less of a Bayes haze…
16/07/2014
libesa
Risk Management
Teoría de valores extremos II
08/07/2014
kalinda
Risk Management
Cointegración
27/06/2014
T. Fuertes
Risk Management
Cópulas: una alternativa en la medición de riesgos
30/05/2014
mplanaslasa
Asset Management
¿Por qué usar rendimientos logarítmicos?
31/03/2014
jsanchezalmaraz
Risk Management
In a Bayes haze…
28/03/2014
libesa
Risk Management
Teoría de valores extremos
28/03/2014
kalinda
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