predictability

Further adventures with higher moments

Additional views of the stability of skewness and kurtosis of [...]

By Pat|2013-12-23T12:00:57+01:002013-12-23|Blog, Quant finance, R language|0 Comments

Four moments of portfolios

What good are the skewness and kurtosis of portfolios? Previously [...]

By Pat|2013-10-14T10:22:55+02:002013-10-14|Quant finance, R language|3 Comments