Robin Penfold
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Projecting portfolio risk

Risk analysis is a standard technique within quantitative investment. In this post, I’ll describe how to perform it succinctly in R.

May 20, 2023

PremPredict

They think it’s all over. It is now.

Sep 19, 2020

Asset manager evaluation

Back in the day, I wrote research papers about investment practice. One example concerned how asset owners could better evaluate the investment performance of their asset managers. Basically, the idea is to view performance in the way that a Bayesian would.

Oct 20, 2016

Brexit vote analysis

I wanted more insight into the recent vote and so investigated each constituency, comparing the Brexit vote with that of the winning parliamentary party from 2016

Oct 12, 2016

Have batting averages improved over time?

Cricket commentators often talk of changes in batting quality through the ages. But is there any truth to this?

Oct 9, 2016
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