Trading Models: Filtering Noise from Signal – Izmailov Aug 27 2013
Trading Models: Filtering Noise from Signal – Izmailov Aug 27 2013 – Bloomberg App NEUTRON
Quantitative Work Alliance for Applied Finance, Education and Wisdom
Trading Models: Filtering Noise from Signal – Izmailov Aug 27 2013 – Bloomberg App NEUTRON
Carty – Stock Market Inefficiencies Through the Decades – C. Michael Carty, CIO, New Millennium Advisors Tue Aug 27 QWAFAFEW-NYC
Jason Hsu, Chief Investment Officer, Research Affiliates, Monkey Throwing Darts; Hsu, June 25, 2013 – Smart Betas, Dumb Betas, and Random Selection All Beat Cap Weighting
Ted Stover, MR-Research, FTSE-Americas, ” Low Volatility vs. minimm Variance Indices, June 25 2013, NYC
Sharpe Ratio Efficient Frontier, Marcos Lopez de Prado, Hes Trading
2013May 28Marra Big Data Predictive Analytics
PDF Use of Factor Portfolios for Hedging Effectiveness
Current Market Risk Conditions & Use of Factor Portfolios for Hedging Factor Exposures: Berebichez-MSCI Feb 26 2013
Sovereign Credit Risk – A Structural Model – 2013Jan8 diBartolomeo Northfield
Melissa Brown – Axioma – Current State of Risk in the Market 2013Jan8
Defined Risk Wealth Management Strategies – 2012-Dec-04-Pritchard
Risk Forecasting In Uncertain Times – Steve Greiner, PhD – NYC-2012-Dec 4 Greiner
What Are Markets Saying About Risk? & Risk-based Asset Allocation -2012 Nov 13: Rodney Sullivan CFA, CFA Institute
Industry Classification Redefined – How ICS can erode alpha -2012Niv13, Aakarsh Ramchnadani, Revere Data
Douglas McDonald XTF – Toward a Better ETP Ratings System and Underlying Liquidity Measures
Stamford CT Hedge Fund QUant Risk Cionference -with Stamford PRMIA – 17Oct2012, Stamford PRMIA Hedge Fund Quantitative Risk Forum
Sector ETF Dispersion – Herb Blank, S-Network LLC, Oct 17, 2012 -Stamford CT Hedge Fund QUant Risk Cionference -with Stamford PRMIA
Risk Forecasting In Uncertain Times – Steve Greiner, PhD, FactSet.com Greiner 17Oct2012 Hedge Fund Quantitative Risk in Stamford
Michaud- QWAFAFEW – Sep 27 2012: Portfolio Monitoring
Reverse Stress Testing, RiXTREMA – D. Satchkov; 2012Aug28 – Hedge Fund Risk Management