Popular posts 2013 April
May 1, 2013
Most popular posts in 2013 April
- A practical introduction to garch modeling (posted in 2012)
- A tale of two returns (posted in 2010)
- Stock-picking opportunity and the ratio of variabilities
- A pictorial history of US large cap correlation
- The top 7 portfolio optimization problems (posted in 2012)
- garch and the distribution of returns
- Alternative equity indices and random portfolios
- Predicted correlations and portfolio optimization
- The distribution of financial returns made simple (posted in 2012)
- Slouching towards simulating investment skill
- The number 1 novice quant mistake (posted in 2011)
Most popular posts in 2013
As of 2013 April 30.
- A practical introduction to garch modeling (posted in 2012)
- A tale of two returns (posted in 2010)
- The top 7 portfolio optimization problems (posted in 2012)
- Predicted correlations and portfolio optimization
- The mystery of volatility estimates from daily versus monthly returns (posted in 2011)
- The number 1 novice quant mistake (posted in 2011)
- The distribution of financial returns made simple (posted in 2012)
- Simple tests of predicted returns
- Market predictions for year 2013
- A comparison of some heuristic optimization methods
- Clustering and sector strength
- The components garch model in the rugarch package
- Variability of predicted portfolio volatility
