No. 03 · 6 parts · read in order
Quantitative Finance 2
from raw prices to a portfolio you could run
- 01Quantitative finance, part two, in ten ideas9 min
- 02Time series: returns are the data, prices are not9 min
- 03Indicators: a price pattern turned into a number13 min
- 04Alphas: a formula, a universe and a test of whether it worked14 min
- 05The fundamental law: skill times the root of independent bets12 min
- 06Portfolio construction: the frontier meets the real constraints16 min