How to Pass the CFA Exam on Your First Try

I passed Levels I, II, and III on my first try, and completed them all within the fastest possible time…

PerformanceAnalytics — An Indespensible Quant Tool for any Investor

I’m in the thick of our annual portfolio investment due diligence at work. Basically, this involves surveying all the potential…

Used in post-modern portfolio theory (PMPT), the Sortino Ratio punishes only downside risk relative to some required return (usually zero).…

I spent some time today learning the nnet package in R. nnet makes building, training, and predicting with neural nets…