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the look-through exposures
#80
nassuphis
opened
5 years ago
0
the correlation of my pairs to one another in an easy to read format
#79
nassuphis
opened
5 years ago
0
The correlation of my portfolio to markets
#78
nassuphis
opened
5 years ago
0
The fund pair risk contribution table
#77
nassuphis
opened
5 years ago
0
James Rodgers requests
#76
nassuphis
opened
5 years ago
0
AC's position is the sum of AC and ACTW. needs to be fixed.
#75
nassuphis
opened
5 years ago
0
CIX uploads do not work
#74
nassuphis
opened
5 years ago
7
pair ACTW7 has exposure but is not in duke_pair_look_vs_outright
#73
nassuphis
opened
5 years ago
4
pair look-through matrix has more pairs than pair P&L matrix
#72
nassuphis
opened
5 years ago
9
AC112 has no single stock positions
#71
nassuphis
opened
6 years ago
0
CIX uploads dont work
#70
nassuphis
closed
6 years ago
4
2 year correlation looks wrong
#69
nassuphis
opened
6 years ago
1
intraday.csv is 25mb, too large to push to git
#68
nassuphis
closed
6 years ago
3
loading "all results" is a really bad idea
#67
nassuphis
closed
6 years ago
1
custom PM report
#66
nassuphis
opened
6 years ago
3
the cross product
#65
nassuphis
opened
6 years ago
0
pair_risk_contribution_new: sector gross looks wrong
#64
nassuphis
closed
6 years ago
1
ABC: can we add implied vols or credit spreads as measures of market risk?
#63
nassuphis
opened
6 years ago
1
pair_risk_contribution report is out of date
#62
nassuphis
opened
6 years ago
9
the GMV portfolio
#61
nassuphis
opened
6 years ago
4
the most diversified portfolio
#60
nassuphis
opened
6 years ago
0
minimum tail dependency
#59
nassuphis
opened
6 years ago
0
ERC slides
#58
nassuphis
opened
6 years ago
0
internet connection from insight is flaky
#57
nassuphis
opened
6 years ago
0
good article on portfolio construction
#56
nassuphis
opened
6 years ago
1
how to pass variables to a knitr script
#55
nassuphis
opened
6 years ago
0
MC custom report
#54
nassuphis
opened
6 years ago
1
MC custom report, section 6, drawdown vs return grid
#53
nassuphis
opened
6 years ago
0
MC custom report add key to grid
#52
nassuphis
opened
6 years ago
0
MC: daily sum in custom report
#51
nassuphis
opened
6 years ago
1
intraday_index_members
#50
nassuphis
opened
6 years ago
0
intraday_fx error
#49
nassuphis
opened
6 years ago
0
create_market_data_intraday error
#48
nassuphis
opened
6 years ago
0
dummy issue to store images
#47
nassuphis
opened
6 years ago
0
remove un-used plot from WHLW report
#46
nassuphis
opened
6 years ago
10
mean reverting portfolios: sparsity volatility
#45
nassuphis
opened
6 years ago
0
evaluating equity models
#44
nassuphis
opened
6 years ago
0
RSI notes
#43
nassuphis
opened
6 years ago
0
stop-loss analysis
#42
nassuphis
opened
6 years ago
0
lehman brothers 2007 quant commentary
#41
nassuphis
opened
6 years ago
0
arcsine law
#40
nassuphis
opened
6 years ago
0
TIM systematic
#39
nassuphis
opened
6 years ago
0
trading setup plots
#38
nassuphis
opened
6 years ago
2
mean reverting portfolios
#37
nassuphis
opened
6 years ago
0
hit ratio, win-loss ratio
#36
nassuphis
opened
6 years ago
1
manager sizing
#35
nassuphis
opened
6 years ago
0
pair construction
#34
nassuphis
opened
6 years ago
0
this P&L makes no sense
#33
nassuphis
opened
6 years ago
3
pair detail plot
#32
nassuphis
opened
6 years ago
22
timing pair scenarios
#31
nassuphis
opened
6 years ago
2
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