Most popular posts in 2012 September

1. A look at Bayesian statistics
2. Horses and volatility
3. A practical introduction to garch modeling
4. Review of “Numerical Methods and Optimization in Finance” by Gilli, Maringer and Schumann
5. Not fooled by randomness
6. A comparison of some heuristic optimization methods
7. A tale of two returns (posted in 2010)
8. Variability of garch estimates
9. The top 7 portfolio optimization problems
10. Sharpe ratios, replacing managers and random portfolios

If you look below at the popularity of posts for the year to date, you might correctly infer that “A look at Bayesian statistics” was the most popular in September by a wide margin.

Most popular posts in 2012

As of 2012 September 30.

1. The top 7 portfolio optimization problems
2. A tale of two returns (posted in 2010)
3. A look at Bayesian statistics
4. A practical introduction to garch modeling
5. A comparison of some heuristic optimization methods
6. The distribution of financial returns made simple
7. The number 1 novice quant mistake (posted in 2011)
8. Market predictions for years 2011 and 2012
9. Beta is not volatility
10. Review of “Models. Behaving. Badly.” by Emanuel Derman

See also

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