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

• Popular posts 2012 May
• Blog year 2011 in review
• Blog year 2010 in review