But unlike most quants, I run a concentrated, fundamentals-based portfolio. More than 50% of my fund is invested in only eight companies, and they're the kinds of stocks that Peter Lynch and Charlie ...
Live dashboard: https://frtb-ima-risk-monitor.onrender.com/, interactive, served from a point-in-time data snapshot. (Free hosting tier: the first load after a period ...
Interested in quantitative trading? Discover everything you need to know, including what it is, how it works and what quant traders do. Plus, a few quantitative strategies to get started with.
This project applies Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) methodologies to daily price data for the S&P 500 (US equities) and CSI 300 (Chinese equities) over the period January ...
In this paper, we provide insights on the prediction of asset returns via novel machine learning methodologies. Machine learning clustering-enhanced classification and regression techniques to predict ...
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