Adaptive Filtering Techniques in Finance
Adaptive filtering techniques in finance – key concepts, common models & techniques, applications, math, and a coding example.
Section
Blog Posts – page 56
Does Money Printing Cause Inflation?
We look at the hotly debated relationship between money supply and inflation. Traditional perspective vs. transactions-based approach.
Stochastic Discount Factor (SDF) Models
We look at Stochastic Discount Factor Models - key concept, types of models, math behind SDF models, and a basic coding example.
2010 Flash Crash Causes
We look at the causes behind the 2010 Flash Crash (May 6, 2010). Can the lessons of the past help make us better traders and investors?
Pegged Orders Explained (Pegged-to-Best / Midpoint / Primary / Market / Limit)
Learn how various pegged orders work, including Pegged-to-Best / Midpoint / Primary / Market / Limit, and how pegged order algorithms work.
Liquidity Models
We look at some liquidity models in finance – key concepts, basic math behind them, types of liquidity models, plus a coding example of one.
Swap Pricing Models
We look at various swap pricing models. Key concepts, purpose behind swap trading, and a Python coding example.
Roll Yield (Futures Trading)
We look at roll yield in commodity and futures markets. We cover concepts like contango, backwardation, and their influence on roll yield.
Quantitative Trading & Investing (Overview)
We look at quantitative trading and investing. Algorithms, models, risks, and leading firms. Using math for precise financial decisions.
Correlation Trading Models
We look at correlation trading models – key concepts, math behind them, types of correlation models. Plus, a coding example.