Support The Whole Street! This site is a labor of love, but it takes a lot of manpower to find and curate all of this awesome geekery. You can show your support for the good things we’re doing here in two ways: (1) a small contribution via Paypal (a Paypal account is not required), or (2) by making your Amazon purchases through this link (your shopping experience is not affected in any way). We humbly appreciate your readership and support. — Mike @ TWS
- [Academic Paper] Path-Dependent Volatility [@Quantivity]
Path-Dependent Volatility
- [Academic Paper] Signal-Wise Performance Attribution for Constrained Portfolio Optimisation [@Quantivity]
Signal-Wise Performance Attribution for Constrained Portfolio Optimisation
- Follow me to twitter @StatTrader [Giller Investments]
Since I am working full time running the Statistical Research Group in Bloomberg Global Data, I haven't done any of the sort of long-form blogging, that I used to do here, for many months. And I probably won't…
- [Academic Paper] Multivariate Time Series Similarity Searching [@Quantivity]
Multivariate Time Series Similarity Searching
- [Academic Paper] Why Random Matrices Share Universal Processes with Interacting Particle Systems? [@Quantivity]
Why Random Matrices Share Universal Processes with Interacting Particle Systems?
- [Academic Paper] Quantile Spectral Analysis for Locally Stationary Time Series [@Quantivity]
Quantile Spectral Analysis for Locally Stationary Time Series
- The bull market, while old, is still very much alive [Mark Hulbert]
Investor sentiment, the key gauge for stocks, suggests a rebound is in the offing, writes Mark Hulbert….
- [Academic Paper] Review on Global Sensitivity Analysis Methods [@Quantivity]
Review on Global Sensitivity Analysis Methods
