{"id":5527,"date":"2011-12-28T12:01:58","date_gmt":"2011-12-28T12:01:58","guid":{"rendered":"https:\/\/www.portfolioprobe.com\/?p=5527"},"modified":"2012-12-29T09:41:04","modified_gmt":"2012-12-29T09:41:04","slug":"blog-year-2011-in-review","status":"publish","type":"post","link":"https:\/\/www.portfolioprobe.com\/2011\/12\/28\/blog-year-2011-in-review\/","title":{"rendered":"Blog year 2011 in review"},"content":{"rendered":"

Highlights of the blog over the past year.<\/p>\n

See also “Blog year 2010 in review”<\/a>.<\/p>\n

Most popular posts<\/h2>\n

The posts with the most hits during the year.<\/p>\n

    \n
  1. 4 and a half myths about beta in finance<\/a><\/li>\n
  2. A tale of two returns<\/a> (posted in 2010)<\/li>\n
  3. The number 1 novice quant mistake<\/a><\/li>\n
  4. What the hell is a variance matrix?<\/a> (posted in 2010)<\/li>\n
  5. On “Stock correlations have been rising”<\/a><\/li>\n
  6. The R Inferno revised<\/a><\/li>\n
  7. Factor models of variance in finance<\/a><\/li>\n
  8. Testing an S&P 500 prediction<\/a><\/li>\n
  9. Solve your R problems<\/a><\/li>\n
  10. The volatility mystery continues<\/a><\/li>\n<\/ol>\n

    Most under-valued posts<\/h2>\n

    The things that are good for us — like eating spinach — are the things that we tend to avoid most.\u00a0 Here are five topics from the past year that I think have the potential to move the fund management industry in a positive direction:<\/p>\n