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Quantitative Finance Collector
is a blog on Quantitative finance analysis, financial engineering methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management. Please help us spread the word:
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Tags:optimization
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R/Splus
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R Optimization Test
abiao
2012/07/23
[
Review
]
Optimization Algorithms Week in Review 100412
abiao
2012/04/10
[
Review
]
Week in Review 130112 Top 25 Hedge Funds
abiao
2012/01/13
[
Paper Review
]
Week in Review 060112 Trading Strategy
abiao
2012/01/06
[
Review
]
Week In Review 071211 Machine Learning Python
abiao
2011/12/07
[
Review
]
Week In Review 182011
abiao
2011/11/18
[
Paper Review
]
Constructing 130/30 Portfolios with the Omega Ratio
abiao
2011/06/03
[
Code
»
R/Splus
]
R Optimization Function Test
abiao
2010/10/01
[
Others
]
Maximize Sharpe Ratio or Geometric Mean?
abiao
2010/09/23
[
Code
»
Matlab
]
Matlab optimization introduction
abiao
2009/06/05
[
Code
»
Matlab
]
Heuristic Optimization for Downside Risk Minimization
abiao
2009/05/28
[
Code
»
Matlab
]
Mean-variance portfolio optimization
abiao
2008/12/04
[
Code
»
C++
]
Levenberg-Marquardt nonlinear least squares algorithms
abiao
2008/11/04
[
Code
»
C++
]
Mixed Integer Linear Programming (MILP) solver
abiao
2008/09/11
[
Code
»
R/Splus
]
evolutionary algorithm optimization
abiao
2008/09/04
[
Code
»
VBA/Excel
]
Markowitz Efficient Frontier stock portfolio
abiao
2008/08/21
[
Code
»
Code site
]
Optimization packages
abiao
2008/08/11
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Latest Comments
changing the line StrURL = StrURL f= f g=dignor...
how can i modify the code to get monthly data ?
It seems a lot of financial statistical metrics re...
csvimport worked for me.http://www.mathworks.com/m...
The link to the code is not working ;-(
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