What’s new in futile.matrix 1.1.2 February 7, 2012 | Brian Lee Yung Rowe This is an exciting release of futile.matrix, which in some ways the package grows up and finds its purpose. It …Continue reading » [Read more...]
Random matrix theory and APT’s daily global model January 25, 2012 | Brian Lee Yung Rowe Someone emailed me recently and asked about how APT uses random matrix theory in their factor model. Another question I …Continue reading » [Read more...]