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Tying up loose ends today: major modelling methodologies summarized

Hi there, In a recent posting, I’ve done a detailed comparison between the CAPM and APT (arbitrage price theory) methodologies. The capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset for portfolio inclusion purposes. Meanwhile APT is a general theory of asset pricing that holds …

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Quant development? My R notes from a Toronto R Meetup I went on data mining competitions using. R packages summarized and mentioned

Quant development? My R notes from a Toronto R Meetup I went on data mining competitions using. R packages summarized and mentioned Prezi presentation like powerpoint Root mean square R packages Parallel or sniow Rocr for model evaluation Compiler and rcpp package No language comversion Ensemble models Auc value after contest De anonymize user data …

Quant development? My R notes from a Toronto R Meetup I went on data mining competitions using. R packages summarized and mentioned Read More »

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