Most popular posts in 2013 October
- On smart beta
- The look of verifying data
- Quant finance blogs
- A practical introduction to garch modeling (posted in 2012)
- The top 7 portfolio optimization problems (posted in 2012)
- Four moments of portfolios
- A tale of two returns (posted in 2010)
- The number 1 novice quant mistake (posted in 2011)
- Miles of iles (posted in 2012)
- The mystery of volatility estimates from daily versus monthly returns (posted in 2011)
- The distribution of financial returns made simple (posted in 2012)
Most popular posts in 2013
As of 2013 October 31.
- 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)
- On smart beta
- The number 1 novice quant mistake (posted in 2011)
- The mystery of volatility estimates from daily versus monthly returns (posted in 2011)
- The distribution of financial returns made simple (posted in 2012)
- A comparison of some heuristic optimization methods (posted in 2012)
- Predicted correlations and portfolio optimization
- The look of verifying data
- Quant finance blogs
- What the hell is a variance matrix? (posted in 2010)
- The components garch model in the rugarch package
