Quantitative Finance and more

My blog title is quantitative finance and more. Today's post is about the more part. I am so happy to meet so many wonderful people in...

Story: "October. This is one of the peculiarly dangerous months to speculate in stocks. The others are July, January, September, April,...

Story: What are the differences between Black-Litterman model and traditional mean-variance analysis? Maybe I should not state the...

Story: One of my favorite financial economics article is Professor Harrison Hong's 'Do Industries Stock Lead Stock Markets?'. In this...

Short notes about fractional brownian motion. Why need fBm? The behaviour of the log-volatility process is similar to that of a...

The Option Gambling Game: Gambling Vs. Trading/Investments: What are the differences? You can name many. Here are my perspectives. 1....

Story: Monkey Capital hires monkeys as stock pickers. At the end of each year, monkeys picked stocks to construct their annually balanced...