Quantitative Finance
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8 Explanation or implementation of Ledoit-Wolf estimator (without math packages) Jan 22 '14
4 Some clarifications on eigenvectors and eigenvalues from PCA Jul 22 '14
3 Which kind of normalization to prefer before PCA (generic solution for any factor analysis) May 28 '15
3 Obtaining intra-day values of the EUR-USD exchange May 28 '15
3 Time series of PCA - Sign change in factor loadings Jun 16 '15
2 Game theory and antagonistic games in trading Sep 22 '14
1 Step-by-Step PCA algorithm (checking correctness without math packages) Dec 13 '14
0 Step-by-Step PCA algorithm (checking correctness without math packages) Jan 21 '14
0 Some clarifications on eigenvectors and eigenvalues from PCA Nov 24 '14
0 How to get permanently growing chart within PCA Jul 13 '14
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