by Patrick Burns.
Abstract: Simulations are performed which show the difficulty of actually achieving realized market neutrality. Results suggest that restrictions on the net value of the fund are particularly ineffective. A negative correlation — that is, market negativity — is proposed as a more reasonable target, both on theoretical and practical grounds. Random portfolios — portfolios that obey given constraints but are otherwise unrestricted — prove themselves to be a very effective tool to study issues such as this.
jun 25, 26
Programmers think programming is really hard. Non-programmers think it’s even harder than that. Figure 1: The perceived difficulty of programming. Why is programming so arduous? […]
jun 25, 26
Coordinates: 2014 September 15-17 in the London borough of #rstats. 15th, evening I had just the right number of R bugs so that I could walk to the drinks and arrive [...]
jun 25, 26
Navigation gets you from where you are to where you want to be. Speaking of navigation, you can jump to selected sections of this post: Navigation; R-bloggers; Task views; Rdocumentation.org; [...]