Popular posts 2012 June

July 2, 2012

Most popular posts in 2012 June

  1. Variability in maximum drawdown
  2. Inferno-ish R
  3. A tale of two returns (posted in 2010)
  4. Two new, important books on R
  5. The top 7 portfolio optimization problems
  6. The number 1 novice quant mistake (posted in 2011)
  7. Smoothing the market for alpha
  8. High frequency trading and the volume clock
  9. Backtesting — almost wordless (posted in 2010)
  10. Market predictions for years 2011 and 2012

Most under-valued in June

All of them because of problems with the feed — sorry about that.

Most popular posts in 2012

As of 2012 June 30.

  1. The top 7 portfolio optimization problems
  2. A tale of two returns (posted in 2010)
  3. The distribution of financial returns made simple
  4. Beta is not volatility
  5. A slice of S&P 500 skewness history
  6. The number 1 novice quant mistake (posted in 2011)
  7. The BurStFin R package
  8. Market predictions for years 2011 and 2012
  9. Review of “Models. Behaving. Badly.” by Emanuel Derman
  10. What does ‘passive investing’ really mean

See also

Latest posts

Leave a Reply

Related posts

  • A bit of analysis of the Dow golden cross

    April 16, 2011

    I'd never heard of the golden cross before a few minutes ago.  But The Reformed Broker talked about it. He lists some data that just ached to be thrown [...]

  • Blog year 2010 in review

    December 30, 2010

    The blog year started in August and consists of 30-something posts.  Here is a summary. Most popular Ideas for World Statistics Day A quant review of "The Quants" by [...]

  • Inaugural probe

    August 10, 2010

    Once I decided to blog, I had to determine how to go about it.  My first thought was of Dorothy Parker.  No one ever wanted to leave the table [...]