Quantitative Finance Meta
to customize your list.
more stack exchange communities
Start here for a quick overview of the site
Detailed answers to any questions you might have
Discuss the workings and policies of this site
Optimizing Principal Component factor weightings over time
I was given the returns of a cross-asset class portfolio of ETFs and I conducted PCA to obtain factors on dates from T-n, T-3, T-2,..., T. What I would like to do is decompose the market moves from ...
Jan 4 at 17:30
newest pca etf questions feed
Hot Network Questions
Can I Have A Destroyed Civilization with No Ruins?
Integers which are the sum of both two and three consecutive squares
Why do rockets jettison fuel tanks?
C# Algorithm performance
Estimating sum with binomial coefficients
Is there a way to stop marshmallows from melting off the stick?
The Term-inator: Pi edition
Indentation on a long (ish) linq chain
Singleton Database class
How can I avoid having many singletons in my game architecture?
Why does adding 0.1 multiple times remain lossless?
Proving area under the integrals.
Why there is no significant difference between a number list and its 100 times list
Why are "baked" and "naked" not pronounced the same?
Ear symbol in LaTeX?
Passwords in plaintext?
Enclose 1009 pixels
Union of two regular languages that doesn't output a regular language
Why don't mammals have more than 4 limbs?
Origin of the term "Splat Book"
Can two Person Accounts be merged using DML merge operation?
How to treat an under-performing coauthor?
Can a Night Elf swim naked in a volcano?
Is there any way to truly hide a spaceship?
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Seasoned Advice (cooking)
Personal Finance & Money
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Exchange
Stack Overflow Careers
site design / logo © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0