thertrader.com
Factor Evaluation in Quantitative Portfolio Management « The R Trader
http://www.thertrader.com/2015/03/23/factor-evaluation-in-quantitative-portfolio-management
The R Trader Blog. Risk as a “Survival Variable”. R financial time series tips everyone should know about ». Factor Evaluation in Quantitative Portfolio Management. March 23, 2015. When it comes to managing a portfolio of stocks versus a benchmark the problem is very different from defining an absolute return strategy. In the former one has to hold more stocks than in the later where no stocks at all can be held if there is not good enough opportunity. The reason for that is the tracking error. Between t...
thertrader.com
Book Review « The R Trader
http://www.thertrader.com/category/book-review
The R Trader Blog. Archive for the 'Book Review' Category. Introduction to R for Quantitative Finance – Book Review. January 10, 2014. I used some spare time I had over the christmas break to review a book I came across: Introduction to R for Quantitative Finance. An introduction to the book by the authors can be found here. Chap 1: Time Series Analysis. Chap 2: Portfolio Optimisation. Chap 3: Asset Pricing Model. Chap 4: Fixed Income Securities. Chap 5: Estimating the Term Structure of Interest Rates.
thertrader.com
About « The R Trader
http://www.thertrader.com/about
The R Trader Blog. I have been in the Quantitative Trading/Investment industry for more than 15 years, developing, testing and trading all sorts of investment strategies on all major asset classes. I started this blog to discuss the use of R in the context of systematic investment strategies. I also provide consulting services for high net worth individuals and institutions on all topics related to this blog which entails but is not limited to:. Quantitative evaluation of investment/trading strategies.
thertrader.com
R financial time series tips everyone should know about « The R Trader
http://www.thertrader.com/2015/07/07/r-financial-time-series-tips-everyone-should-know-about
The R Trader Blog. Factor Evaluation in Quantitative Portfolio Management. The Rise of the Robots (Advisors…) ». R financial time series tips everyone should know about. July 7, 2015. The xts package is the must have when it comes to times series in R. The example below loads the package and creates a daily time series of 400 days normaly distributed returns. Library(xts) myTs - xts(rnorm(400)/100,order.by=seq(Sys.Date()-399,Sys.Date(),days). It determines how the binding is done. NewTs - allMyTs[endpoin...
alphaism.wordpress.com
Disclaimer | Alphaism
https://alphaism.wordpress.com/disclaimer
Alphaism is Roy Wei’s personal blog. All opinions, analysis and source code posted on this blog is independent from any organization. In order to avoid potential conflict of interest, this blog will not post buy or sell recommendations regarding any specific publicly traded stocks. Please also be advised backtests do not guarantee future performance, as historical statistical relationships change through time. 2 thoughts on “ Disclaimer. 07/28/2016 at 6:37 am. In this vein, I would like to explore partne...
siteshshrivastava.wordpress.com
2014 in review | Life, the Universe, and Everything
https://siteshshrivastava.wordpress.com/2014/12/31/2014-in-review
Life, the Universe, and Everything. Just Another Blog. . . December 31, 2014. 2014 similarly kickstarted with an outing at a restaurant in Mumbai with few other colleagues from Directi. Not so rad this time around, without blackout and all I mean! On track to learn proper ways to fly around in sky with birds. Progressing towards Club rated Paraglider. Pilot with Temple Pilots. Few birthdays around, including mine. Gotta go to them too! Ended up slow dancing after getting drunk, again? Another project at ...
shubhkirtisinha.wordpress.com
Panama Papers: Chicken soup for the rich – An engineer gone random
https://shubhkirtisinha.wordpress.com/2016/04/13/610
Total Siyapa: Social Media. An engineer gone random. Chaos theory at work. Panama Papers: Chicken soup for the rich. Last week, the global spotlight shifted on a country, which is almost the same size as a. On a feminist’s forehead:. A group of investigating journalists who go by the name Scavengers, formed a global consortium to unearth a data set, which made a startling revelation: Rich people evade taxes and hide their wealth. Wow! That Donald Trump is the biggest poop on the planet. As the Panama Pap...
shubhkirtisinha.wordpress.com
Iss vimaan mein sabhi suvidhayein uplabdh hai – An engineer gone random
https://shubhkirtisinha.wordpress.com/2015/03/29/iss-vimaan-mein-sabhi-suvidhayein-uplabdh-hai
Total Siyapa: Social Media. An engineer gone random. Chaos theory at work. Iss vimaan mein sabhi suvidhayein uplabdh hai. For those of you who lack conscience and do not understand the enormity of this invention, please read along. To which I replied, Having enough money to buy and keep you as my slave for the rest of your life. Also, I see myself growing in my career by moving from 1 RK to 1 BHK in Mumbai. And yes, I got the job. It is currently touring the world, having started its journey from Abu Dha...
shubhkirtisinha.wordpress.com
From Alan Rickman to Severus Snape: The magic was real – An engineer gone random
https://shubhkirtisinha.wordpress.com/2016/01/17/from-alan-rickman-to-severus-snape-the-magic-was-real
Total Siyapa: Social Media. An engineer gone random. Chaos theory at work. From Alan Rickman to Severus Snape: The magic was real. It is now known that Rickman was Rowling’s personal choice to play the character of Snape. Thank Merlin’s Beard for that! Sa in his hostel room on a picture of Emma Watson. I promised him I’ll never reveal what I saw in that Diagon Alley, and he told me he will lend me his copy of Harry Potter and the Chamber of Secrets. Turn to page 394. Clearly, fame isn’t everything. He di...
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