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Quantitative Finance
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Matthew Gunn

PhD in finance from University of Chicago Booth School of Business

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24 What are reasons not to do factor investing in equity markets? May 8 '17
14 Why do trading strategies lose effectiveness over time? Aug 28 '17
11 Philosophical Question about Factor Models May 5 '17
10 Cochrane on Return Predictability Jun 30 '17
9 Choosing the right statistical test for Mutual Fund Performance Evaluation Aug 19 '17
9 What is the difference between risk neutral probabilities and stochastic discount factor? Feb 26 '18
9 Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$? Jan 9
8 Kurtosis in GARCH Oct 1 '18
8 Data for the Tulip mania Nov 9 '17
8 cvxpy portfolio optimization with risk budgeting Nov 24 '17
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