Another year. Looking at my google analytics reports I can’t help but wonder how is it that I am so bad in predicting which posts would catch audience attention. Anyhow, top three for 2016 are:
– On the 60/40 portfolio mix
– The case for Regime-Switching GARCH
– Most popular machine learning R packages
And my personal favorites:
– ASA statement on p-values
– Why bad trading strategies may perform well? Mathematical explanation
It is also an opportunity to say thank you, and to wish you a happy and productive 2017.
