Data science

Macro variance

December 31, 2020 | OSM

In our last post, we looked at using a risk factor model to identify potential sources of variance for our 30,000 portfolio simulations. We introduced the process with a view ultimately to construct a model that could help to quantify, and thus mitigate, sources of risk beyond a simplistic volatility measure. ...
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Python-bloggers

December 28, 2020 | OSM

Python-bloggers aggregates blogs focused on using Python’s data analysis super-power for data science, machine learning, and statistics. Brought to you by the same folks that publish the hugely popular R-bloggers, it is well worth a read. Check it... [...Read more...]

Quantocracy

December 28, 2020 | OSM

Quantocracy is a great resource for all things related to quantitative and empirical investing. We learn something every time we visit. Expand your knowledge here!
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R-bloggers

December 28, 2020 | OSM

R-bloggers is a great resource. We visit the website almost every day. Shouldn’t you? Have a look https://www.r-bloggers.com/. [...Read more...]
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