• About
  • Learning Data Science
  • Photography

Cartesian Faith

~ Insights of a modern alchemist

Cartesian Faith

Category Archives: tawny

Random matrix theory and APT’s daily global model

January 25, 2012

Someone emailed me recently and asked about how APT uses random matrix theory in their factor model. Another question I …

Continue reading →

Enter your email address to follow this blog and receive notifications of new posts by email.

Categories

  • AI workplace (1)
  • analytics (13)
  • art (6)
  • artificial intelligence (10)
  • baruch mfe 2012 (4)
  • big data (16)
  • commentary (31)
  • content curation (1)
  • cuny ms data analytics (16)
  • data science (48)
  • erlang (23)
  • excel (1)
  • functional programming (16)
  • infrastructure (8)
  • javascript (3)
  • management (2)
  • mathematics (15)
  • microcontrollers (2)
  • photography (31)
  • python (4)
  • quantitative finance (12)
  • quantitative reasoning (2)
  • R (83)
    • lambda.r (14)
    • tawny (1)
  • reproducible science (2)
  • startups (10)
  • Uncategorized (1)

Blogroll

  • R Bloggers
  • Sarapos Blog – Model based P2P loan investing
  • Zachary David

Archives

Create a free website or blog at WordPress.com.

Privacy & Cookies: This site uses cookies. By continuing to use this website, you agree to their use.
To find out more, including how to control cookies, see here: Cookie Policy
  • Follow Following
    • Cartesian Faith
    • Join 233 other followers
    • Already have a WordPress.com account? Log in now.
    • Cartesian Faith
    • Customize
    • Follow Following
    • Sign up
    • Log in
    • Report this content
    • View site in Reader
    • Manage subscriptions
    • Collapse this bar
 

Loading Comments...