Category Archive for: ‘Turnkey Video Series’
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Turnkey Analyst Learning Series: Maximum Drawdowns
TKA readers, I’ve been thinking a lot about drawdowns recently. In fact, I was thinking so hard about them I wrote a paper with Jack Vogel on the subject! http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2226689 We propose the use of maximum drawdown, the maximum peak to trough loss across a …
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Merry Christmas with Mean-Variance-Analysis
We are going to try and post a video once every month. The intent is to democratize quant and train our audience to harness basic financial technology. In case you missed it, here was our inaugural video on how to calculate 3 or 4 factor …






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