Michał Kosmowski
@kosmowski
Joined Oct 30, 2022
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dspace.mit.edu/bitstream/handle/1721.1/87772/Lo_A%20survey.pdf?sequence=1&isAllowed=y
Apr 16, 2023
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www.tandfonline.com/doi/full/10.1080/0015198X.2020.1854543
Mar 25, 2023
2
learn.wqu.edu/my-path/courses/portfolio-management/modules/m-7-information-therory-and-graphs-for-improved-portfolios/tasks/lesson-1-shrinking-the-problem-of-the-covariance-matrix-lesson-notes
Mar 25, 2023
2
scikit-learn.org/stable/modules/covariance.html
Mar 25, 2023
1
www.quantrocket.com/codeload/quant-finance-lectures/quant_finance_lectures/Lecture26-Estimating-Covariance-Matrices.ipynb.html
Mar 25, 2023
3
chatroom-staging.warriortrading.com/dashboard?userId=142216&sourceCode=WT
Mar 17, 2023
1
learn.wqu.edu/my-path/courses/portfolio-management/modules/m-1-value-at-risk-and-classical-portfolio-theory/tasks/lesson-1-sample-moments-and-portfolio-performance
Feb 7, 2023
3
learn.wqu.edu/my-path/courses/portfolio-management/modules/m-1-value-at-risk-and-classical-portfolio-theory/tasks/lesson-1-sample-moments-and-portfolio-performance-lesson-notes-part-ii
Feb 5, 2023
2
www.tandfonline.com/doi/full/10.1080/09599916.2020.1832558
Jan 14, 2023
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vm.wqu.edu/lab/workspaces/auto-A/tree/work/mscfe-machine-learning/module-4/lesson-4/ML_Module_4_Lesson_4.ipynb
Dec 11, 2022
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vm.wqu.edu/lab/workspaces/auto-b/tree/work/mscfe-machine-learning/module-4/lesson-3/ML_Module_4_Lesson_3.ipynb
Dec 11, 2022
1
vm.wqu.edu/lab/workspaces/auto-V/tree/work/mscfe-machine-learning/module-4/lesson-1/ML_Module_4_Lesson_1.ipynb
Dec 11, 2022
1
www.vantharp.com/trading/wp-content/uploads/2018/06/A_Short_Lesson_on_R_and_R-multiple.pdf
Dec 10, 2022
2
www.tastytrade.com/shows/from-theory-to-practice/episodes/portfolio-tactics-building-blocks-overview-07-10-2019
Dec 5, 2022
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hastie.su.domains/ISLR2/ISLRv2_website.pdf
Dec 2, 2022
1
towardsdatascience.com/two-important-machine-learning-concepts-to-improve-every-model-62fd058916b
Nov 28, 2022
2
towardsdatascience.com/understanding-the-bias-variance-tradeoff-165e6942b229
Nov 28, 2022
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medium.com/books-are-our-superpower/4-books-so-powerful-they-can-rewire-your-brain-40aa39e3d91c
Nov 28, 2022
3
arxiv.org/pdf/1205.1117.pdf
Nov 23, 2022
211
mrshuttle.com/
Oct 30, 2022
One definition of systemic risk is “any set of circumstances that threatens the stability of or public confidence in the financial system”
o widespread that it impairs the functioning of a financial system to the point where economic growth and welfare suffer materially