Portfolio Review

The report tries to provide both investors and fund manager with statistical technique to manage there investment and portfolio to creat long term benefits.

Discrete-time models: random walk, ARMA, fractional integration, GARCH). Continuous-time counterparts: Levy processes, Ornstein-Uhlenbeck, fractional Brownian motion, stochastic volatility, subordination.To walk through the code and for a thorough description, refer to A. Meucci (2009), "Review...

Value-at-Risk calculation for portfolio stocks using variance-covariance, historical and MonteCarlo methods. Portfolio can be larger as you want including either the risk factor (stock index, currency, etc.)


Platforms: Matlab

In this set of files, I propose a simple CPPI (Constant Proportion Portfolio insurance) implementation. One can run the backtesting of such a strategy, playing with the parameters of the strategy such as Multiplier (Risk Exposure), or Smoothing factor.A set of slides brifly reminf the basics of a...


Platforms: Matlab

To walk through the code and for a thorough description, seeMeucci A., "Review of Dynamic Allocation Strategies"Latest version of article and code available at http://symmys.com/node/153


Platforms: Matlab

Will show a bubble in the left-hand admin menu of the number of posts pending review, if more than zero.This is the same sort of indicator displayed when there are comments awaiting moderation or plugins in need of updating.# Installation :Activate in plugins admin screen. No options available....


Platforms: PHP

WP Pending Post Notifier will send a notification to given email address of posts pending review by contributors. It can also optionally notify the contributors when their post is accepted or rejected. WP Status Notifier is useful for moderation in blogs with multiple contributors.The plugin will...


Platforms: PHP

ReviewBoard is a web-based code review tool written in Python.


Platforms: Mac

When Quinn???*a*?s new travel business hits a snag, she needs Flo???*a*?s patented elbow grease to help renovate and run hotels all over DinerTown! Experience a Hotel Dash as you deliver guest???*a*?s luggage, drop off room service and provide extra towels and blankets! Along the way you will use...


Platforms: Mac

You work your fingers to the bone and where does it get you? Fired from Pet Corp during their economical downsizing. You decide to open your own shop and take good care of all the pets in your town. You???*a*?ll show them with your expertise and experience in caring for all the animals. The game...


Platforms: Mac

Running a candy factory is no walk in the park for Kate Gainsborough and her grandfather. The legendary candy factory is going through some hectic times as candy is flowing at an alarming rate from all corners. Trains and trains of candy orbs are in need of Kate to match up 3 or more colors to...


Platforms: Mac

Gaby is an amateur celebrity blogger, desperate to ditch her dead-end job for the exciting world of celebrity gossip. To prove she has what it takes, Gaby sets out to compete against the reigning gossip king to win an exclusive interview with the world-famous actor Erik Von Hunk. From rock star...


Platforms: Mac

Get in on the hospital hijinks, diagnosing and treating outlandish outpatients in this energetic Time Management game! Help Nurse Sarah save lives in increasingly hectic hospitals with an assortment of wacky treatment stations and patient-pleasing power-ups! Leave your mark on the field of...


Platforms: Mac

The Great Chocolate Chase is a delicious sim type Mac game play about making chocolates. Who wouldn???*a*?t want to make candy? Evangeline Baumeister of the Chocolatier fame with the help of Klaus Werner, eccentric inventor of chocolate machines, is opening chocolate shops in different, remote...


Platforms: Mac

The evils of big business and the resilience of small entrepreneurs are reflected in this unique Mac game Profitville. The megamarts moved into Profitville with aim to take over the town. Your job is to help each store produce the best possible merchandise, pack and ship their wares to make a...


Platforms: Mac

Today, as I sat down in front of my computer, I was determined to find an enjoyable game after the last couple of games I reviewed were boring and made my eyes hurt. I decided to take a chance on Around the World, as it shares the same name as my favorite Daft Punk song. Luckily, my instincts did...


Platforms: Mac

Personally, I love history, so I was drawn to the title of this game. The plot exceeded my expectations, as it was as close to the plot of the movie National Treasure as you can get without copyright infringement. The basic story is that two friends find a Book of Legends and decide to follow the...


Platforms: Mac

After a devastating earthquake rocks the city, David must reach the museum before nightfall and save his wife and daughter! Explore different Hidden Object scenes, and solve a variety of puzzles, while journeying across town to your family. Navigate the treacherous streets, risk life and limb at...


Platforms: Mac

Based on the famous novel, which I am fairly unfamiliar with, The Count of Monte Cristo is the story of a ship captain who through some depressing and fortunate events is on an investigation to clear his name from jealous rivals. By finding clues with hidden object games and progressing the...


Platforms: Mac

I have been doing crosswords, word puzzles, sudokus, and kakuros daily for many years so when I saw the Mac game Word Cross, I thought it was a perfect match for me. Word Cross is a complete the phrase with letter clues given by placing words, provided in the sidebar, in a crossword-like grid on...


Platforms: Mac