Presentations
- Some linguistics of quantitative finance
- Effective risk management with R
- Exploring the efficacy of higher moments in portfolio optimisation (the avocado talk)
- 3 realms of garch modelling
- Inferno-ish R
- Portfolio Optimisation Inside Out
- Random Input Testing using R
- Effective Backtesting
- Optimising and Constraining Portfolio Distances; or Goldilocks and the 3 Little Pigs
- Portfolio Probe: Changing Fund Management
- Using Random Portfolios with R
- A Brief Overview of R
- Random Portfolios: Practice and Theory
- 3.5 Reasons to Switch from Excel to R
- Portfolio Analysis with Random Portfolios
