Most popular posts in 2012 July

1. A practical introduction to garch modeling
2. A comparison of some heuristic optimization methods
3. Random portfolios versus Monte Carlo
4. The top 7 portfolio optimization problems
5. A tale of two returns (posted in 2010)
6. 2 dimensions of portfolio diversity
7. Alpha alignment
8. R Inferno-ism: order is not rank
9. Market predictions for years 2011 and 2012
10. Two new, important books on R

Most popular posts in 2012

As of 2012 July 31.

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. Market predictions for years 2011 and 2012
5. The number 1 novice quant mistake (posted in 2011)
6. Beta is not volatility
7. A slice of S&P 500 skewness history
8. The BurStFin R package
9. Review of “Models. Behaving. Badly.” by Emanuel Derman
10. What does ‘passive investing’ really mean

See also

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