More factors, more variance…explained

January 15, 2021 | OSM

Risk factor models are at the core of quantitative investing. We’ve been exploring their application within our portfolio series to see if we could create such a model to quantify risk better than using a simplistic volatility measure. That is, given our four portfolios (Satisfactory, Naive, Max Sharpe, and ...
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Who’s Missing?

January 12, 2021 | Python on Curious Joe

Motivation Preparation Tools and Libraries Python Function Demo Data Application What Did We Improve? Finding out what’s missing in the data is one of those grinding data wrangling tasks of data science. Though they are missing data, if not pointed out and handled properly they can come back and ... [...Read more...]
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