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CAPM

Multifactor Risk Models and Heterotic CAPM

Multifactor Risk Models and Heterotic CAPM In summary: So, stop wasting money and complaining, start building risk models and enjoy! http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2722093 Join my FREE newsletter for other helpful research papers in automated trading NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat …

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CAPM demos to calculate stock beta efficient frontier and portfolio management weight allocation

CAPM demos to  calculate stock beta efficient frontier and portfolio management weight allocation http://www.mathworks.com/discovery/capm.html http://www.mathworks.com/help/finance/risk-adjusted-return.html#bqwfow5 http://www.mathworks.com/help/finance/investment-performance-metrics-1.html http://www.mathworks.com/help/finance/examples/capital-asset-pricing-model-with-missing-data.html http://www.mathworks.com/help/finance/risk-adjusted-return.html#bqwfow5 http://www.mathworks.com/help/finance/portfolio-selection-and-risk-aversion.html#f9-6202 Join my FREE newsletter if you find this useful    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 …

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Here is my opinion of CAPM and Sharpe Ratio while you research your potential profitable quant trading strategy

Here is my opinion of CAPM and Sharpe Ratio while you research your potential profitable quant trading strategy This came in from some one on my email list: Question: do you know much about capm or sharpe ration? http://www.investinganswers.com/financial-dictionary/stock-valuation/capital-asset-pricing-model-capm-1125 I want to write my own sharpe ratio and was hoping someone can help clarify a …

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Webinar coming on charting, max drawdown, Beta estimating with CAPM, and Sharpe Radtio

HI there I have now completed the analysis with Matlab’s Financial Toolbox. I am even doing an EXCLUSIVE online event for taking questions from my  QuantLabs.net Premium members on this and the Econometrics toolbox. –> JOIN NOW TO GET ACCESS <– Get in on this event which happen this Monday Mar 18 at 7PM EST! …

Webinar coming on charting, max drawdown, Beta estimating with CAPM, and Sharpe Radtio Read More »

R URLS in Mean reversion, Statistical Arbitrage, Event arbitrage, Market Inefficiency, CAPM, Bayesian, PCA, Markov Chain Monte Carlo

R URLS in Mean reversion, Statistical Arbitrage, Event arbitrage, Market Inefficiency, CAPM, Bayesian, PCA, Markov Chain Monte Carlo This has been posted in the PremiumMembership section. This saves people tonnes of time which R script works and which ones don’t. Also, there will be a R source code walkthrough of each coming over the next …

R URLS in Mean reversion, Statistical Arbitrage, Event arbitrage, Market Inefficiency, CAPM, Bayesian, PCA, Markov Chain Monte Carlo Read More »

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