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Andres Licona

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Financial Economist, I work in Trading Risk, I have a background in investment management, econometrics and accounting.

Professional Interests:
optimization, stock selection models, asset allocation, developing benchmarks, risk management

 

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Comments and Ratings by Andres View all
Updated File Comments Rating
12 Nov 2013 Commodities Trading with MATLAB Demos from the 'Commodities Trading with MATLAB' webinar - July 25, 2013. Author: Anshuman Mishra

love how you can the scrip was written, was thinking to even make a GUI op top of it so that i could deploy and review how to strategy changes. good stuff Anshuman!!

15 Oct 2012 Portfolio Optimizer Tool Portfolio Optimizer Tool Author: Patric Schenk

I think it is a good tool as you can see what you can do with a gui as well. The Yahoo download option is not working.
I do like is the flexibility of this tool.

26 Dec 2010 Portfolio Optimizer Tool Portfolio Optimizer Tool Author: Patric Schenk

I work in trading this code. I always use this type of tool and man It rocks to be a quant!!!!

29 Jul 2010 Maximum Drawdown Maximum relative drawdown of time-series data Author: Andreas Bonelli

If you are really interested in the downside risk Steiner's version is the best. Then you have more insight about the tail. This is very important when looking at regimes.

29 Jul 2010 Cornish-Fisher VaR Returns the Cornish-Fisher Expansion Valut at Risk. (Up to 4th moment) Author: Tal Shir

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