Multicollinearity
What Is Multicollinearity? Why is it important for traders and investors to understand multicollinearity in regression models?
Category
Trading News – page 81
How to Install Python in R Studio (Easy)
We show How to Install Python in R Studio. Use our scripts for easy setup. We also provide a sample Python Script for you to test.
Style Drift in Portfolio Construction & Performance
We look at Style Drift. What it is, causes, impact, and how to monitor and manage style drift. Learn more about style drift here.
Lipper Average (Lipper Index)
What is the Lipper Average (Lipper Index) and why and how is it used? What are its drawbacks? We look at these questions and more.
Returns-Based Style Analysis (RBSA)
We look at Returns-Based Style Analysis - what it is and how it's used to determine trading or investment style and asset class exposures.
Fixed-Income Attribution (Components & Example)
Fixed-Income Attribution is a process used to analyze the performance of a fixed-income portfolio relative to a benchmark.
Universal Portfolio Algorithm (Principles & Python Example)
We look at the Universal Portfolio Algorithm – its principles, strengths and weaknesses, and use in trading, investing, and finance.
Performance Ratios – Sharpe vs. Sortino vs. Treynor vs. Information vs. Bias
We look at the differences between Sharpe, Sortino, Treynor, Information, Omega, and Bias ratios. Learn more here.
High Dimensionality in Finance
High dimensionality in finance - numerous interrelated factors affecting asset values. Complex analytical challenges. How are they handled?
Malliavin Calculus in Finance
We look at Malliavin Calculus, how financial models can be sensitive to small changes, option pricing, and risk assessment.