Return based quality factor on Warsaw Stock Exchange
Published:
Building a return-based quality factor for the Warsaw Stock Exchange, sorting stocks by stress-stability and testing whether the resulting portfolios behave as theory predicts.
Published:
Building a return-based quality factor for the Warsaw Stock Exchange, sorting stocks by stress-stability and testing whether the resulting portfolios behave as theory predicts.
Published:
Benchmarking a Monte Carlo option pricer implemented in both R and Julia, comparing runtime, vectorisation and language ergonomics.