Daring to quantify the markets |

Asset Management

Survivorship bias: an investment decision trap

21/02/2018

All

Cointegration in Economy: a long-term relationship

17/01/2018

All

Copulas: an alternative in risk measurement

15/11/2017

Python

Risk Parity in Python

08/11/2017

All

Portfolio risk control: risk parity vs. inverse volatility

19/10/2017

R

Playing with Prophet on financial time series (again)

28/06/2017

Risk Management

Seeing the market through the trees

25/05/2017

Risk Management

Lévy Flights. Foraging in a finance blog. Part II

06/04/2017

All

Playing with Prophet on financial time series

09/03/2017

Risk Management

Principal component analysis

04/11/2016

All

Exploring extreme asset returns

27/05/2016

All

Playing around with future contracts

13/05/2016

All

BETA: Upside Downside

14/04/2016

All

Returns clustering with k-Means algorithm

14/10/2015

All

Predicting gold using currencies

09/03/2015

All

Inverse ETFs versus short selling: a misleading equivalence

09/02/2015

All

Cointegración: seguimiento sobre cruces cointegrados

28/10/2014

All

Using decomposition to improve time series prediction

26/09/2014

All

Clasificando el mercado mediante árboles de decisión

05/09/2014

All

In less of a Bayes haze…

16/07/2014

All

Cointegración

27/06/2014

All

Cópulas: una alternativa en la medición de riesgos

30/05/2014

All

¿Por qué usar rendimientos logarítmicos?

31/03/2014

All

In a Bayes haze…

28/03/2014

All

Teoría de valores extremos

28/03/2014