Publications by OSM

Quantocracy

Quantocracy is a great resource for all things related to quantitative and empirical investing. We learn something every time we visit. Expand your knowledge here!Related To leave a comment for the author, please follow the link and comment on their blog: OSM . Want to share your content on python-bloggers? click here....

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Python-bloggers

Python-bloggers aggregates blogs focused on using Python’s data analysis super-power for data science, machine learning, and statistics. Brought to you by the same folks that publish the hugely popular R-bloggers, it is well worth a read. Check it out here!Related To leave a comment for the author, please follow the link and comment on their b...

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Macro variance

In our last post, we looked at using a risk factor model to identify potential sources of variance for our 30,000 portfolio simulations. We introduced the process with a view ultimately to construct a model that could help to quantify, and thus mitigate, sources of risk beyond a simplistic volatility measure. In this post, we’ll look at buildin...

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