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Quantitative Finance
Tim Wilding's user avatar
Tim Wilding's user avatar
Tim Wilding's user avatar
Tim Wilding
  • Member for 7 years
  • Last seen more than a month ago
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8
Interpreting the coefficients of Fama-MacBeth regression
Mar 27, 2018
answer
7
Are Fama French Factors market neutral?
Feb 19, 2020
answer
6
characteristics of factor portfolios
Nov 4, 2021
answer
5
CAPM and Beta: problem with regression (Beta is too low yet statistically significant?)
Jun 1, 2020
answer
5
Question about quadratic form of f* in the Continuous Kelly Criterion
Oct 24, 2018
answer
5
What is the industry standard way of calculating and annualizing performance metrics?
Jun 20, 2018
answer
4
How can I find the portfolio with maximum Sharpe Ratio - Using Lagrange Multipliers
Apr 6, 2018
answer
4
Struggling with tau in Black-Litterman
Jul 25, 2018
answer
3
Annualising Data
Jul 30, 2018
answer
3
Comparing two regressions that differ by a few data points
Aug 14, 2018