Most popular posts in 2012 August
- Highlights of R in Finance 2012
- A comparison of some heuristic optimization methods
- A practical introduction to garch modeling
- Another comparison of heuristic optimizers
- A tale of two returns (posted in 2010)
- A bug at Knight
- The top 7 portfolio optimization problems
- garch and long tails
- R Inferno-ism: order is not rank
- The number 1 novice quant mistake (posted in 2011)
Most popular posts in 2012
As of 2012 August 31.
- The top 7 portfolio optimization problems
- A tale of two returns (posted in 2010)
- The distribution of financial returns made simple
- The number 1 novice quant mistake (posted in 2011)
- Market predictions for years 2011 and 2012
- A comparison of some heuristic optimization methods
- Beta is not volatility
- A practical introduction to garch modeling
- The BurStFin R package
- A slice of S&P 500 skewness history