Results for "portfolio"
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PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection
PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection by Bin Li, Peilin Zhao, Steven C. H. Hoi, Vivekanand Gopalkrishnan On this link you can download the Matlab Source code. Otherwise the article is here. The Bin Li's doctoral dissertation is about "on-line port...Tags: portfolio
3827 days ago
Designing Better Trading Strategies by Guy R. Fleury
This is a presentation from the site alphapowertrading.com. There you can find the mathematical basis of the ideas of Guy R. Fleury. It is very interesting, it is theoretical do not expect to found concrete tools.Tags: quant, portfolio
4150 days ago