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

Artificial Intelligence

A new way to train neural networks: the Forward-Forward algorithm

27/07/2023

Learn about the new Forward-Forward algorithm to train neural networks without backpropagation.

Read more

Alejandro Pérez

Asset Management

Unlocking Wealth and Diversification: The Powerful Advantages of Investing in Conglomerate Stocks

13/07/2023

Konstantinos Pappas

Machine Learning

Clustering Forex Market

05/07/2023

aporras

Ranking

Financial Statements Effect

28/06/2023

J. González

Asset Management

Linking Impact in Divergence Attribution II

15/06/2023

Clara Díaz-Pinés

Asset Management

Value vs Growth: adversaries or complementary strategies?

07/06/2023

Gonzalo Sainz Ponce

Machine Learning

How to detect outliers in a set of financial time series?

31/05/2023

Beatriz Visitación

Ranking

Ranking aggregation using genetic algorithms

17/05/2023

Alfredo Timermans

Risk Management

German Idealism meets Modern Finance: a dialectical approach to understanding risk

11/05/2023

Juan Martínez

subscribe to our newsletter

Machine Learning

Financial Machine Learning pitfalls: it’s levioosa, not leviosaa

19/04/2023

Alejandro Pérez

Risk Management

Gamma Squeeze: How does it affect stock prices?

12/04/2023

Uxía Taboada

Risk Management

EURUSD impact in 2022

05/04/2023

aporras

All

Generative Adversarial Networks: A rivalry that strengthens

22/03/2023

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

  • categories

    • All (293)
    • Artificial Intelligence (100)
    • Asset Management (137)
    • Factor Investing (4)
    • forecasting (6)
    • inflation (1)
    • Interest Rate (3)
    • Machine Learning (44)
    • Python (65)
    • R (9)
    • Ranking (10)
    • Risk Management (80)
    • statistics (8)
    • Valuation (4)

    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