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Quantitative Methods
Quantitative Methods
Quantitative Methods
Testing macro trading factors
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February 11, 2023
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Macro Trends
Detecting trends and mean reversion with the Hurst exponent
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January 14, 2023
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Quantitative Methods
Identifying the drivers of the commodity market
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November 26, 2022
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Quantitative Methods
Identifying market regimes via asset class correlations
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October 28, 2022
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Quantitative Methods
Transaction costs and portfolio strategies
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October 1, 2022
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Asset Management
Copulas and trading strategies
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July 21, 2022
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Quantitative Methods
Predicting volatility with neural networks
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March 19, 2022
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Quantitative Methods
Statistical learning and macro trading: the basics
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February 5, 2022
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Quantitative Methods
How to estimate factor exposure, risk premia, and discount factors
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January 22, 2022
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Endogenous Market Risk
Classifying market regimes
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December 25, 2021
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