Most popular posts in 2013 April

1. A practical introduction to garch modeling (posted in 2012)
2. A tale of two returns (posted in 2010)
3. Stock-picking opportunity and the ratio of variabilities
4. A pictorial history of US large cap correlation
5. The top 7 portfolio optimization problems (posted in 2012)
6. garch and the distribution of returns
7. Alternative equity indices and random portfolios
8. Predicted correlations and portfolio optimization
9. The distribution of financial returns made simple (posted in 2012)
10. Slouching towards simulating investment skill
11. The number 1 novice quant mistake (posted in 2011)

Most popular posts in 2013

As of 2013 April 30.

1. A practical introduction to garch modeling (posted in 2012)
2. A tale of two returns (posted in 2010)
3. The top 7 portfolio optimization problems (posted in 2012)
4. Predicted correlations and portfolio optimization
5. The mystery of volatility estimates from daily versus monthly returns (posted in 2011)
6. The number 1 novice quant mistake (posted in 2011)
7. The distribution of financial returns made simple (posted in 2012)
8. Simple tests of predicted returns
9. Market predictions for year 2013
10. A comparison of some heuristic optimization methods
11. Clustering and sector strength
12. The components garch model in the rugarch package
13. Variability of predicted portfolio volatility

See also

• Blog year 2012 in review
• Blog year 2011 in review
• Blog year 2010 in review