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Courtesy of R Consortium, you can view my forecast combination talk (16 mins) given in France few months ago, below. useR! 2019 ..read more
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Principal component analysis (PCA) is one of the earliest multivariate techniques. Yet not only it survived but it is arguably the most ..read more
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Eran Raviv Blog by Eran Raviv - 2M ago
Moving average is one of the most commonly used smoothing method, basically the go-to. It helps us detect trend in the data by smoothing ..read more
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The useR! 2019 held in Toulouse ended couple of days ago. I spoke of the recent R journal publication about forecast combinations (joint ..read more
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Where I work we are now hiring. We took few time-consuming actions to make sure we have a large pool of candidates to choose from. But what ..read more
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When you build your portfolio you must decide what is your risk profile. A pension fund’s risk profile is different than that of a hedge ..read more
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Many years ago, when I was still trying to beat the market, I used to pair-trade. In principle it is quite straightforward to estimate the ..read more
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This post is about the concept of entropy in the context of information-theory. Where does the term entropy comes from? What does it ..read more
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This post shares short code snippet to make your own screen saver in R, The Matrix-style: The code takes a few seconds to complete.nx = 100 ..read more
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I just finished reading an interesting paper by Justin Birru titled: “Day of the week and the cross-section of returns” (reference ..read more

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