Skip to content
Simplify Quant | Making Quant Finance Easier
  • Home
  • About

Noise Reduction

Home » Noise Reduction

Denoising and Detoning

Posted by By Shailendra, FRM, CQF October 21, 2023Posted inPortfolio Construction
Denoising and Detoning represent two methodologies employed to enhance the quality of covariance and correlation matrices, pivotal in applications such as portfolio optimization, risk management, and machine learning. Denoising, the process…
Read More

Recent Posts

  • Understanding Market Regimes: A Guide to Navigating Stock Market Cycles
  • Importance of Checking for Normal Distribution in Time Series Analysis
  • Understanding Open Interest and Max Pain in Options Trading
  • Dynamic Delta Hedging vs. Static Delta Hedging
  • Trinomial Model

Recent Comments

No comments to show.

Archives

  • October 2024
  • September 2024
  • July 2024
  • June 2024
  • May 2024
  • February 2024
  • January 2024
  • December 2023
  • November 2023
  • October 2023
  • September 2023
  • August 2023

Categories

  • Data Science for Financial Markets
  • Market Risk
  • Options
  • Portfolio Construction
  • Python Code
  • Quant – General
  • Trading
Copyright 2025 — Simplify Quant | Making Quant Finance Easier. All rights reserved. Sinatra WordPress Theme
Scroll to Top