Quantitative Modeling

5 posts
Quantitative Finance
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Introduction to Markowitz Portfolio Optimization and the Efficient Frontier

Peter Foy
Peter Foy
In this article, we discuss two key concepts in portfolio optimization: Markovitz optimization and the Efficient Frontier.…
Quantitative Finance
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Introduction to Portfolio Construction and Analysis: Risk & Returns

Peter Foy
Peter Foy
In this article, we'll introduce key concepts of risk and return in portfolio analysis, including Value-at-Risk, Conditional Value-at-Risk, and more.…
Quantitative Modeling
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Introduction to Quantitative Modeling: Regression Models

Peter Foy
Peter Foy
In this article, we'll introduce an important concept in quantitative modeling: regression models, which are an important tool for predictive analytics.…
Quantitative Modeling
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Introduction to Quantitive Modeling: Probabilistic Models

Peter Foy
Peter Foy
In this article, we introduce a subset of quantitative modeling: probabilistic models, which have a key component of incorporating uncertainty into them.…
Quantitative Modeling
members

Introduction to Quantitative Modeling: Linear Models

Peter Foy
Peter Foy
In this article, we introduce key concepts of quantitative modeling for finance. This includes the modeling workflow, common vocabulary, and several mathematical functions.…