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Important note

Due to changes made to yahoo finance urls of the different tickers, a lot of code posted on this site is upset and will not run smoothly. In case you encounter such code, simply change code that reads src="yahoo" to src="google" and cross your fingers.

Popular posts

In December each year I check my analytics dashboard and choose 3 of the most visited posts. Those links below take you to that end-of-the-year most popular posts summary.

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Other Posts

When to avoid traffic if possible
Intra-day Volatility Pattern
Reducing Portfolio Fluctuation
Flash Crash
OLS beta VS. Robust beta

Recent Posts

AI models are NOT biased
Correlation and correlation structure (8) – the precision matrix
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On Writing
Matrix Multiplication as a Linear Transformation
Most popular posts – 2023
Randomized Matrix Multiplication
Statistical Shrinkage (4) – Covariance estimation

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Teaching

2012/2013

Quantitative Methods in International Finance and Macroeconomics
Econometrics and Operations Research Seminar
Bachelor and Master thesis supervision
Applied Econometrics

2011/2012

Quantitative Methods in International Finance and Macroeconomics.
Econometrics and Operations Research Seminar.
Bachelor and Master thesis supervision
Applied Econometrics

2010/2011

Quantitative Methods in International Finance and Macroeconomics

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