Quantitative Finance Collector is a blog on Quantitative finance analysis, methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management.

Title	Added by	Added on
[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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