Cluster portfolios using return correlation

Motivation You might already know that diversifying your investment over uncorrelated assets is a good way to reduce risk. That’s why people watch asset return correlation closely so they can make informed decision in portfolio construction. Correlation is important not only in identifying diversification opportunities but also in understanding investment strategies’ characteristics so that we… Read more

Business up front, party in the back

At Wealthfront the engineers wear many hats.

Lean Startup for Geeks at Wealthfront: Miško Hevery on the Psychology of Testing

On January 18, 2011, at 6pm, Wealthfront will host the 3rd talk in our “Lean Startup for Geeks” series. We will be welcoming Miško Hevery, a well-known agile coach with many contributions to the open-source world such as AngularJS, the Testability Explorer, and the js-test-driver. Miško, who has inspired countless engineers to test effectively, will… Read more

Fun puzzle from Cryptography Research

We got a package from our friends at Cryptography Research today. It was a puzzle inside a puzzle, worthy of being a significant plot device in a Dan Brown novel. It took us several minutes to open, then the real fun began in cracking the cryptography. Date: Wed, Dec 22, 2010 at 2:08 PMSubject: Re:… Read more

Using Cumulative Sums to Analyze Financial Data

The goal of modeling is to be able to describe and predict the behavior of a system. When modeling systems where the general form of the model is unknown, one must usually begin by looking at data to get a sense for the relationship between model performance and potentially explanatory variables. Analyzing financial data is… Read more

Factory > Fixtures

In general, using fixtures in testing is a big no no. Not only does it become a maintenance nightmare, it can also significantly slow down your test suite. Instead, the general practice should be to build out factories. I personally like using machinist for its terse syntax, but because our front end stack relies on…

• 1
• …
• 32
• 33
• 34
• 35
• 36
• 37
• 38
• …
• 52