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Patrick Burns

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13
Differences between cross validation and bootstrapping to estimate the prediction error
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13
Benefits of using genetic algorithm
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10
Correlation between prices or returns?
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9
Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?
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8
What is the intuition behind cointegration?
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8
Evaluating automated trading strategies: accepted practice
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8
How do I adjust a correlation matrix whose elements are generated from different market regimes?
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8
Genetic Algorithms Introduction
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7
Does mean-variance portfolio optimization provide a real edge to those who use it?
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7
How to estimate the probability of drawdown / ruin?
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7
Does random matrix theory (RMT) for returns' correlation matrices apply if there are high correlations?
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6
Bootstrapping vs. permutation tests
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6
What are the popular methodologies to minimize data snooping?
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6
What is the best way to “fix” a covariance matrix that is not positive semi-definite?
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6
R: Confusion with apply() vs for loop
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6
matrix %in% matrix
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5
How can I select the least correlated portfolio of assets?
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5
Open source alternative to excel for investment and portfolio calculations
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5
How to detect regime change when estimating asset correlation from historical time series?
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5
How to properly evaluate backtest returns?
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5
How can higher co-moments be applied to portfolio optimization in an asset allocation context?
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