Study notes of individual investors behaviors from Barber & Odean 2012. This includes discussion of some traps to individual investors. And systematic investors should avoid those traps when building their own strategies, or even “speculate” from these observations.

characteristic study, behavioral finance

backtest simulation using classical alphas.

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course notes of statistical arbitrage class

course notes of statistical arbitrage class

Notes of theoretical background knowledge for AFP.

Except for quicksort, Tony Hoare also writes algorithm for linear time selection of numbers in unsorted array.

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course notes of statistical arbitrage class