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

Asset Management

Value vs Growth: adversaries or complementary strategies?

07/06/2023

There is a myth that investors have to choose either Value or Growth, but considering both strategies as complementary rather than adversaries can be very beneficial for investors.

Read more

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

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

subscribe to our newsletter

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

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

  • categories

    • All (289)
    • Artificial Intelligence (99)
    • Asset Management (135)
    • Factor Investing (4)
    • forecasting (6)
    • inflation (1)
    • Interest Rate (2)
    • Machine Learning (42)
    • Python (64)
    • R (9)
    • Ranking (9)
    • Risk Management (80)
    • statistics (7)
    • Valuation (3)

    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