Principal Component Analysis (Trading & Investing Applications)
We look at the use of PCA as a dimensionality reduction technique. Applications, pros and cons. Coding example.
Section
Blog Posts – page 60
Stochastic Programming in Trading & Investing (Coding Example)
We look at the applications of stochastic programming, its mathematic foundation, limitations, and coding examples.
Mixed Integer Programming in Trading & Investing (Coding Example)
We look at mixed integer programming (MIP) in trading and investing. Applications, challenges, future directions. Coding example.
Nonlinear Programming in Trading & Investing (Coding Example)
We look at nonlinear programming in trading and investing. The math behind it, applications, challenges, and a coding example.
Quadratic Programming in Trading & Investing (Coding Example)
We look at quadratic programming in finance. Applications and benefits in optimizing portfolios. Critical Line Method.
Global Implications of Oil Prices & Trade Imbalances
We look at how oil prices and trade imbalances affect markets, and the geopolitics of surplus countries vs. deficit countries.
Bond ETFs vs. Bond Futures
We look at the differences between bond ETFs and bond futures across a variety of categories. What are the pros and cons of each?
Gold ETF vs. Gold Futures (GLD vs. GC)
GLD ETFs vs. Gold Futures. We look at the differences between gold ETFs and gold futures across a variety of categories.
S&P 500 ETF vs. S&P 500 Futures (SPY vs. ES)
SPY vs. ES. We look at the differentces between SPY and ES across a variety of categories to see which fits best for what purposes.
Volterra Processes in Finance & Trading
We look at Volterra processes – their fundamentals, equations, examples & applications, use in risk management, and more.