Quant analytics: any one do Covariance matrix pca decomposition?

(Last Updated On: April 6, 2012)

Who does this?is this empirical? Can it be applied to corvariance or on a correlate?are they dynamic? Are correlational matrices more stable? This may be an interesting go for research in optimizing matrix manipulation with these techniques.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Subscribe For Latest Updates

Sign up to best of business news, informed analysis and opinions on what matters to you.
Invalid email address
We promise not to spam you. You can unsubscribe at any time.


Check NEW site on stock forex and ETF analysis and automation

Scroll to Top