22 Jan 2024 Currency Risk Premia We look at what influences currency risk premia. How to find currency risk premia. How to think of currency diversification. Political risks.
21 Jan 2024 Affine Term Structure Models (Characteristics, Comparisons & Coding Example) Affine term structure models. Learn about their characteristics, applications, yield curve modeling, and a coding example.
21 Jan 2024 Fast Fourier Transform Pricing (Applications & Coding Example) We look at the basics of Fast Fourier Transform (FFT) pricing, applications, advantages, and limitations. Plus a FFT coding example.
20 Jan 2024 Rough Volatility & Bergomi Model (Applications & Coding Example) We look at the advantages of rough volatility, the Bergomi model (key features, applications), and more. Plus a coding example.
19 Jan 2024 9+ Games Most Similar to Trading [Alternatives to Trading] Poker, Chess, Settlers of Catan, and other games that have similarities with financial trading. Can we become better traders through gaming?
18 Jan 2024 Hidden Markov Models in Finance, Markets & Trading Hidden Markov Models - We discuss the core components, operational dynamics, application to financial markets, and limitations.
16 Jan 2024 Hidden Variables in Finance We look at hidden variables’ impact on market dynamics, role in decision-making, how to uncover them, a coding example, and more.
16 Jan 2024 Quantization in Finance We explain quantization as a mathematical technique, when it’s used, when traditional Monte Carlo is used, and general applications.
16 Jan 2024 Inflation-Linked Bonds & TIPS: A Primer The inflation-linked bond (ILBs) is a type of fixed income security. Also called inflation-indexed bond, inflation-protected bond, or linker.
16 Jan 2024 Multi-Objective Optimization in Finance, Trading & Markets Multi-Objective Optimization - fundamental concepts, methodologies, applications, challenges, and coding example.