Quantitative Finance
lebelinoz's user avatar
lebelinoz's user avatar
lebelinoz's user avatar
lebelinoz
  • Member for 6 years, 8 months
  • Last seen more than 2 years ago
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answers
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About

Applying data science to funds management

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8
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5
Posts
42
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Posts
8
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3
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8
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8
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Top posts
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All Questions Answers
Score Newest
answer
5
pure factor return for factor model
Sep 21, 2017
answer
3
Holdings based style analysis
Sep 21, 2017
question
3
Factor models based on fundamental surveys: how to deal with the pointy end?
Aug 21, 2017
question
2
Downside Market Capture Ratio: compute with sum or product?
Apr 12, 2017
question
1
How to compute VaR of a simple equity portfolio?
Mar 29, 2017
answer
1
Commercial providers of scenario analysis and modeling
Sep 23, 2017
question
1
How to backtest a factor by building a factor-tilting portfolio
May 11, 2017
question
0
What does "1-month horizon" mean in VaR calculations
Mar 29, 2017
question
0
When translating factors into normalized Z scores, why use cap-weighted means?
Apr 30, 2017
answer
0
What to use as portfolio diversification measure?
Jun 1, 2017
Top network posts
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19
How to rename a column to a variable name "in a tidyverse way"
18
Reading Excel: evaluation error with zip file '..file.xlsx' cannot be opened
17
Reading Excel file: How to find the start cell in messy spreadsheets?
17
Why do users get removed? Am I next?
16
Run VBA script from R

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