The book and tutorial project entitled Become a Quant with R has finally been put online. Please visit http://www.quant-r.com for more information. Registration is required. The following three tutorials are online as of yet: A Gentle Introduction to Portfolio Optimization: Understanding the importance of risk management – simply maximizing our wealth is the wrong approach The Magic of Markowitz: A sensational idea that is really worth the Nobel prize – visualized with two stocks Efficient Frontiers: Optimizing more than one dimension – handling risk and return synchronously I sincerely hope… Read more Become a Quant with R →
After all, we set some limits to the amount of nonsense that we talk, or at least the amount of nonsense that we are prepared to admit we talk; (J. L. Austin - Performative Utterance)
As we finally start to add tutorials to our site we started with Portfolio Optimization with Stocks and Cryptocurrencies which was initially prepared for the Interactive Brokers Quant Blog. Click here to access this tutorial about Combined Cryptofolios – What Markowitz (Optimization) would have told us about Cryptocurrencies in 2018. There’s still a heavy buzz around cryptocurrenices – as with every opportunity which offers a convenient way to get rich quick. There’s a reason why one of the pressing questions in the Cryptocommunity is: “When Lambo?”. On a more serious… Read more Tutorial: Portfolio Optimization with Stocks and Cryptocurrencies →
Welcome to the completely redesigned version of finance-r.com. Due to various exciting developments, this web repository has been completely redesigned to accommodate for the recent and future changes. Stay tuned for more information! The old site is still available at http://legacy.finance-r.com/ until all content has been transferred successfully.