Return and Risk

Quantitative Finance. Analysis and Applications.

  • Home
  • About
  • Beliked
  • Consulting

Consulting

I am available for hire as a consultant/trainer on financial markets related work.
Please contact me at peter | at | returnandrisk | dot | com.
Email ThisBlogThis!Share to TwitterShare to FacebookShare to Pinterest

No comments:

Post a Comment

Home
Subscribe to: Posts (Atom)

Labels

active management aggregation ARPM attribution boot bootstrap Checklist constraints construction cycle dynamic allocation economic significance efficient frontier estimation estimation risk evaluation event study execution exposure flexible probabilities FOMC ggplot homogeneous interest rates invariance inverse call transformation Markowitz Matlab mean-variance Meucci optimal portfolio optimization performance analysis portfolio management pricing projection Python Quandl quantitative strategy quantmod quantstrat R risk risk contribution risk decomposition risk factor risk management satisfaction index shadow rates shrinkage SPY statistical significance trading strategy transaction costs Treasury yields UUP web scrape XML XPath

Subscribe To

Posts
Atom
Posts
All Comments
Atom
All Comments

Blog Archive

  • February 2018 (1)
  • July 2016 (1)
  • June 2016 (5)
  • May 2016 (1)
  • June 2015 (1)
  • March 2015 (2)
  • January 2015 (1)
  • December 2014 (1)
  • November 2014 (1)

Blog Roll

  • R-bloggers
    adaR: An accurate, fast and WHATWG-compliant URL parser
  • Quantocracy
    Quantocracy’s Daily Wrap for 09/28/2023
  • RaidenWorks
    Confusion Matrix Confusion
  • Quant News
Copyright © 2014-16 ReturnAndRisk.com. Powered by Blogger.