Tag Archives: search

Fun with R and graphs on the dawn of 2014

There is some secret message hidden in this graph Let’s decode it Resulting in Wishing everyone a Happy New Year 2014, cheers! Advertisements

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Portfolio Selection and Optimization

Let’s look at the task of selecting a portfolio of stocks that optimize a particular measure of performance.┬áIn the structured product setting one might want to compose a portfolio to be used as a reference index for a derivative, with … Continue reading

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