Monthly Archives: November 2010

Stock selection with the mad CAPM and liquidity filtering

This entry is part of 23 in the series Numpy Strategies

This entry is part of 23 in the series Numpy StrategiesNumpy Strategies 0.0.5 The Capital Asset Pricing Model ( CAPM ) usually uses variance or standard deviation as a risk metric. I invented a slight modification of the model, which … Continue reading

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