EquityTradinginthe21stCentury

Money Manager Selection Investment Performance Wealth Front

Quantitative Trading Strategies in R Part 2 of 3

Quantitative Trading Strategies in R Part 1 of 3

Quantitative Trading Strategies in R Part 3 of 3

The quantmod package

R Tools for Portfolio Optimization

A Perspective on Quantitative Finance: Models for Beating the Market

Option Pricing with Time-Changed Levy Processes

Principia OIS Discounting PaperII

Swap Discounting and OIS Curve

Option Markets Overview

Using Levy Processes to Model Return Innovations

Can you do better than cap-weighted equity benchmarks?

Model Estimation and Application

Applying stochastic time changes to Levy processes

Single Curve Collapse of the Price Impact Function for the New York Stock Exchange

From Characteristic Functions and Fourier Transforms to PDFs/CDFs and Option Prices

Arbitrage With Options

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