QuantDare
  • Artificial Intelligence
  • Asset Management
  • Risk Management
  • Python
  • R
  • All
    • About us
    • Terms of use & Privacy policy
  • Artificial Intelligence
  • Asset Management
  • Risk Management
  • Python
  • R
  • All
  • About us

Daring to quantify the markets |

The scientific blog of ETS Asset Management Factory

All

Generative Adversarial Networks: A rivalry that strengthens

22/03/2023

How does ChatGPT work? What is behind deep fake images of celebrities? How do we deal with the lack of data in finance? All these issues have in common the same underlying concept; they are based on generative models.

Read more

Miguel Ángel Hoyo Abascal

Risk Management

Risk contribution in portfolio management

08/03/2023

T. Fuertes

Python

On the origins of Bayesian statistics

23/02/2023

Javier Cárdenas

All

Yield curve modeling

15/02/2023

Konstantinos Pappas

All

Behavioral Equilibrium Exchange Rate (BEER)

08/02/2023

Pablo Aznar

All

Annualizing volatility

25/01/2023

Clara Díaz-Pinés

All

How earnings reports affect stocks?

18/01/2023

J. González

All

Building a sector rotation strategy based on Fed’s interest rate policy

11/01/2023

Gonzalo Sainz Ponce

All

ESG 2022: “greenwashing” or alpha source?

14/12/2022

jsanchezalmaraz

subscribe to our newsletter

All

Doubling Down: Double Deep Q-networks for trading

07/12/2022

Alfredo Timermans

statistics

Why bother with unbiasedness?

24/11/2022

Juan Martínez

statistics

Beyond linear II: the Unscented Kalman Filter

16/11/2022

Alejandro Pérez

All

MOIC: Investing Holy Grail

08/11/2022

Rubén Briones

All

Causality: interest rates and fixed income assets

19/10/2022

T. Fuertes

Asset Management

Sell in May and go away… Just won’t go away

12/10/2022

Konstantinos Pappas

All

Look-through Hedging: Optimising Currency Overlay

28/09/2022

Clara Díaz-Pinés

All

Valuation Multiples or Multiples Analysis

21/09/2022

J. González

All

Analyzing U.S. election cycle seasonality in the S&P 500

14/09/2022

Gonzalo Sainz Ponce

All

Self-organizing maps for an investment strategy

07/09/2022

Alfredo Timermans

Risk Management

What is the difference between Passive Hedging and Active Hedging?

27/07/2022

aporras

All

Debt/Equity vs Debt/EBITDA

06/07/2022

Rubén Briones

  • categories

    • All (283)
    • Artificial Intelligence (97)
    • Asset Management (133)
    • Factor Investing (3)
    • forecasting (5)
    • inflation (1)
    • Interest Rate (2)
    • Machine Learning (39)
    • Python (63)
    • R (9)
    • Ranking (8)
    • Risk Management (76)
    • statistics (6)
    • Valuation (2)

    most popular

    • Números de Fibonacci
    • What is the difference between Bagging and Boosting?
    • Decision Trees: Gini vs Entropy
    • Calculate monthly returns…with Pandas
    • Correlation with prices or returns: that is the question

    blogs we love

    • Turing Finance
    • Quantocracy
    • Quantstrat TradeR
    • Revolution analytics
    • CSS Analytics
    • Meb Faber Research
  • logo_ETS