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| | Alpha Capture and Acquired (dm13450.github.io) | |
1 point by dm13450 51 days ago | past
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| | Solving the Almgren Chris Model (dm13450.github.io) | |
2 points by dm13450 4 months ago | past
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| | Currency Hedging and Principal Component Analysis (dm13450.github.io) | |
1 point by dm13450 6 months ago | past
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| | Statistical Arbitrage – An Easy Walkthrough (dm13450.github.io) | |
150 points by xgdgsc on July 18, 2023 | past | 48 comments
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| | A Quants Approach to Running (dm13450.github.io) | |
3 points by dm13450 on June 14, 2023 | past
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| | Optimising a Taskmaster Task with Python (dm13450.github.io) | |
1 point by mindB on Nov 1, 2021 | past
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| | Accidentally Quadratic with DataFrames in Julia (dm13450.github.io) | |
4 points by todsacerdoti on April 24, 2021 | past
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| | Alphavantage.jl – Getting Market Data into Julia (dm13450.github.io) | |
2 points by dm13450 on July 6, 2020 | past
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| | State of the Market – Infinite State Hidden Markov Models (dm13450.github.io) | |
2 points by dm13450 on June 3, 2020 | past
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| | Benchmarking maps, loops, generators and broadcasting in Julia (dm13450.github.io) | |
1 point by dm13450 on May 3, 2019 | past
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| | A year ago the VIX blew up. Extreme value theory shows this wasn't unexpected (dm13450.github.io) | |
1 point by dm13450 on Feb 6, 2019 | past
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