Tag Archives: most popular posts
Popular posts 2012 March
Most popular posts in 2012 March Beta is not volatility The shadows and light of models A tale of two returns (posted in 2010) The top 7 portfolio optimization problems Low (and high) volatility strategy effects The quality of variance matrix estimation The BurStFin R package Realized efficient frontiers A minimum variance portfolio in 2011 … Continue reading →
Popular posts 2012 February
Most popular posts in 2012 February What does ‘passive investing’ really mean The BurStFin R package The distribution of financial returns made simple The top 7 portfolio optimization problems A tale of two returns (posted in 2010) The US market will absolutely positively definitely go up in 2012 A slice of S&P 500 kurtosis history … Continue reading →
Popular posts 2012 January
Most popular posts in 2012 As of 2012 January 31. The top 7 portfolio optimization problems A slice of S&P 500 skewness history Review of “Models. Behaving. Badly.” by Emanuel Derman Market predictions for years 2011 and 2012 Physical books of ‘The R Inferno’ and ‘S Poetry’ The distribution of financial returns made simple A … Continue reading →
Blog year 2011 in review
Highlights of the blog over the past year. See also “Blog year 2010 in review”. Most popular posts The posts with the most hits during the year. 4 and a half myths about beta in finance A tale of two returns (posted in 2010) The number 1 novice quant mistake What the hell is a … Continue reading →
Blog year 2010 in review
The blog year started in August and consists of 30-something posts. Here is a summary. Most popular Ideas for World Statistics Day A quant review of “The Quants” by Scott Patterson A tale of two returns The tightrope of the random walk What the hell is a variance matrix? Most under-valued Most read is not … Continue reading →
Posted in Blog, Book review, Fund management in general, Quant finance, R language, Risk, Statistics
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Tagged 2010 in review, blog review, most popular posts
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