Comments for https://asmquantmacro.com Mon, 05 May 2025 16:29:27 +0000 hourly 1 http://wordpress.com/ Comment on Akima Spline Interpolation in Excel by 完美曲线辞典 – REBUI1T https://asmquantmacro.com/2015/09/01/akima-spline-interpolation-in-excel/comment-page-1/#comment-5115 Mon, 05 May 2025 16:29:27 +0000 http://quantmacro.wordpress.com/?p=330#comment-5115 […] Excel/NumPy 插件 (YouTube, (no title)) […]

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Comment on Support Vector Machine Without Tears- Part3 [Kernel Trick] by larameebailey1990 https://asmquantmacro.com/2016/06/26/support-vector-machine-without-tears-part3-kernel-trick/comment-page-1/#comment-5114 Sun, 04 May 2025 10:21:44 +0000 http://quantmacro.wordpress.com/?p=1807#comment-5114 delightful! AI Predicts Earthquake with Unprecedented Accuracy 2025 glamorous

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Comment on Pattern Recognition with Neural Network in Excel (a toy example) by Jada Cook https://asmquantmacro.com/2015/08/14/pattern-recognition-with-neural-network-in-excel-a-toy-example/comment-page-1/#comment-5113 Thu, 27 Feb 2025 16:25:12 +0000 http://quantmacro.wordpress.com/?p=319#comment-5113 Great post thankyoou

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Comment on Granger Causality in Excel by Dylan W https://asmquantmacro.com/2015/06/26/granger-causality-in-excel/comment-page-1/#comment-5112 Sat, 01 Feb 2025 12:29:31 +0000 http://quantmacro.wordpress.com/?p=25#comment-5112 This explanation about Granger causality testing provides a clear understanding.

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Comment on Principal Component Analysis in Excel ~ PART I by Anonymous https://asmquantmacro.com/2015/06/28/principal-component-analysis-in-excel-part-i/comment-page-1/#comment-5110 Tue, 01 Oct 2024 23:39:21 +0000 http://quantmacro.wordpress.com/?p=58#comment-5110 Hi profesor

i used he downloading link for PCA xls but the link do”t work. can you send me another?

thank you

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Comment on Principal Component Analysis ~ PART II by Anonymous https://asmquantmacro.com/2015/06/29/principal-component-analysis-part-ii/comment-page-1/#comment-5108 Tue, 13 Aug 2024 01:00:58 +0000 http://quantmacro.wordpress.com/?p=72#comment-5108 In reply to [email protected].

I think that the -3/+5/-10 PCA Fly it is just calculated with the PCA performed in the last period and using today’s weights and keeping them unchanged for the backdating fly spread evolution.

The logic I find behind this, is that the PCA ponderation is the strategy that “bets” for the average curvature movement, and that average is defined today, hoping that tomorrows behaviour of the curve is similar to that one period.

Btw, I can´t replicate that graph, I think I am missing how the yield pick-up / fly is calculated.

Thanks! 🙂

Raul

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Comment on Principal Component Analysis ~ PART II by Anonymous https://asmquantmacro.com/2015/06/29/principal-component-analysis-part-ii/comment-page-1/#comment-5107 Tue, 13 Aug 2024 00:52:12 +0000 http://quantmacro.wordpress.com/?p=72#comment-5107 Hi!

Thank you so much for these posts! I am finding them so useful!

I would like to know how you´ve built the -3/+5/-10 PCA Fly. I´ve tried several ways but can´t get that same graph (nor uncorrelations).

Could you (or anyone) give me an explanation or clue?

Thanks 🙂

Raúl

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Comment on About by Anonymous https://asmquantmacro.com/about/comment-page-1/#comment-5104 Fri, 15 Dec 2023 19:10:52 +0000 http://quantmacro.wordpress.com/?page_id=1#comment-5104 Hi Sooper useful. Especially the PCA analysis explanation. Thx very much

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Comment on Pattern Recognition with Neural Network in Excel (a toy example) by Anonymous https://asmquantmacro.com/2015/08/14/pattern-recognition-with-neural-network-in-excel-a-toy-example/comment-page-1/#comment-5002 Tue, 18 Apr 2023 05:16:52 +0000 http://quantmacro.wordpress.com/?p=319#comment-5002 Hi, where i can download the excel simulation file?, thx

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Comment on Support Vector Machines Without Tears – Part 2 [Soft Margin] by Arthur https://asmquantmacro.com/2016/06/21/support-vector-machines-without-tears-part-2/comment-page-1/#comment-4974 Wed, 08 Feb 2023 04:34:09 +0000 http://quantmacro.wordpress.com/?p=1683#comment-4974 Great read thannks

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