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allocation

C++: Avoiding Allocation, Sharing and Minimize Locking

C++: Avoiding Allocation, Sharing and Minimize Locking Is it worthy to investigate for benchmarking ? http://www.codeproject.com/Articles/1130258/Cplusplus-Avoiding-Allocation-Sharing-and-Minimize Join my FREE newsletter to learn more about c++ tricks 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!

Strategic Asset Allocation video

Strategic Asset Allocation video From someone online …. doh Join my FREE newsletter to learn more about these other videos I don’t do    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!

Simplest way to calculate your own beta to measure position weight allocation against portfolio or theme

Simplest way to calculate your own beta to measure position weight allocation against portfolio or theme This calculation can be used to figure out your beta of returns of closing price. Do this in order: 1. Download the closing price of your stock and index( i.e. S&P 500) to calculate returns 2. Use both returns …

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The Handbook of Portfolio Mathematics with Formulas for Optimal Allocation and Leverage

Hi there   This is one of those books that could be important in the future but forecasting is the critical part. Without profit, you will never have a portfolio to optimize. The Handbook of Portfolio Mathematics with Formulas for Optimal Allocation & Leverage: I wonder what we use for Matlab and Excel?? – See more …

The Handbook of Portfolio Mathematics with Formulas for Optimal Allocation and Leverage Read More »

Quant analytics: Robust Bayesian Allocation question

Quant analytics: Robust Bayesian Allocation question How do I interpret the v_i — the numerator in formula (21) which calculates gamma_sigma — in the paper Robust Bayesian Allocation? In the associated MATLAB code : http://www.mathworks.com/matlabcentral/fileexchange/31419, v_i seems to index the volatility of a particular portfolio along the efficient frontier identified by the sample covariance (ds_hat) and …

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Good portfolio analysis package that allows you to combine several trading models and analyze different allocation/weighting schemes?

Good portfolio analysis package that allows you to combine several trading models and analyze different allocation/weighting schemes? —   http://www.adaptrade.com/product.htm a good place to start and not very costly.   — Tradingblox. About $3,000 for the top of the line version.   — Tradingblox for quant strategies, daily data is best. It’s got most money …

Good portfolio analysis package that allows you to combine several trading models and analyze different allocation/weighting schemes? Read More »

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