fbpx

Projecting

Quant analytics: Projecting a daily risk decomposition to an annual basis

Quant analytics: Projecting a daily risk decomposition to an annual basis Suppose I have a daily risk factor model. The model generates expected daily log security returns based on the security’s exposures to various factors. Factors consist of economic factor exposures as well as cross-sectional z-scores of fundamental factors (i.e. for example, normalized Price/Book) which …

Quant analytics: Projecting a daily risk decomposition to an annual basis Read More »

Our quant analytics get better! We just added Pricing Projecting and Distribution Projection for our QuantLabs.net premium service

Our quant analytics get better! We just added Pricing Projecting and Distribution Projection for our QuantLabs.net premium service Something should get posted at quantlabs.net/private to see. Get our free best performing stock alerts using or quant analytics NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I …

Our quant analytics get better! We just added Pricing Projecting and Distribution Projection for our QuantLabs.net premium service Read More »

NOTE!

Check NEW site on stock forex and ETF analysis and automation

Scroll to Top