volatility, variance, finance, quantitative finance, estimation
PCA, principle component analysis, yield curve, covariance, constant correlation, yield curve decomposition
correlation, momentum, mean reversion, asset allocation
correlation, conditional correlation, diversification, portfolio construction, portfolio optimisation
Asset returns, normal distribution, skew, kurtosis, Shapiro-Wilk, Anderson-Darling, Kolmogorov-Smirnov, stochastic forecast
