Quantitative finance collector
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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. Random thoughts on financial markets and personal staff are posted at the sub personal blog.

Tags:strategy

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[Code » R/Splus] Performance of Trend Factor in Chinese market abiao 2014/03/10
[Code » R/Splus] A simple strategy between A-shares and H-shares abiao 2014/02/03
[Paper Review] Recovering Index Implied Volatility Skew Week in Review abiao 2012/06/12
[Review] Python in Matlab Week in Review 250312 abiao 2012/03/25
[Review] Option Strategies Week in Review 160212 abiao 2012/02/17
[Review] Week in Review 020212 Quantitative Finance abiao 2012/02/02
[Review] Week in Review 200112 Forecast Return abiao 2012/01/19
[Paper Review] Week in Review 060112 Trading Strategy abiao 2012/01/06
[Review] Week In Review 071211 Machine Learning Python abiao 2011/12/07
[Paper Review] Credit Informed Tactical Asset Allocation abiao 2011/06/30
[Paper Review] Quantitative Trading Strategies: Harnessing the Power of Quantitative Techniques to Create a Winning Trading Program Bill 2011/05/16
[Paper Review] Intermarket Technical Analysis: Trading Strategies for the Global Stock, Bond, Commodity, and Currency Markets Bill 2011/05/05
[Paper Review] A Review of “Quantitative Trading: How to Build Your Own Algorithmic Trading Business” Bill 2011/04/30
[Paper Review] Statistical Arbitrage in the U.S. Equities Market abiao 2011/03/02
[Paper Review] Combined Portfolio Construction Strategies abiao 2010/11/09
[Others] Maximizing Short Term Stock Prices Through Advertising abiao 2010/10/12
[Others] Forex Trading Strategies Guide: Scalping 101 bo 2010/06/22
[Code » Other] High Probability ETF Trading Strategies on Stock abiao 2010/02/15
[Code » Matlab] Quantitative trading strategies abiao 2009/10/27
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