Kalman Filters
We look at Kalman Filters and their application to finance. We do a Python code example and diagrams showing parameter estimation.
Section
Blog Posts – page 67
Extreme Value Theory (EVT)
We look at Extreme Value Theory (EVT) in trading. How to measure tail risk. Included is a Python code example.
![Beneish M-Score [Components, Formula, Calculation, Example]](https://www.daytrading.com/wp-content/uploads/2022/10/Screen-Shot-2022-10-23-at-6.00.27-AM.png)
Beneish M-Score [Components, Formula, Calculation, Example]
The Beneish M-Score is a statistical model. Learn how it can help you detect when a company has manipulated its earnings.
Inflation – Everything You Need to Know About Its Impacts on Markets
Inflation, and changes in the expectations of where inflation will go, have a major impact on how asset prices move.
Autocorrelation
We look at the concept of autocorrelation in finance, how it can guides portfolio analyses, and its role in portfolio optimization.
Master Equations in Finance
We look at Master Equations in Finance. Derivatives pricing, portfolio optimization, quantitative trading strategies.
Spline Models in Finance
We look at what spline models are and how they are applied in modeling financial data (e.g., yield curve modeling, options pricing, and more)
Currency Overlay – Strategies & Instruments
We look at currency overlay as a strategy to protect portfolios from currency-related risks. Learn about currency hedging techniques.
73+ Probabilistic, Statistical & Analytical Techniques for Traders to Know
We look at various probabilistic, statistical, and analytical techniques used in markets. Summary of methods used by quants.
Bayesian Methods in Finance
We look at Bayesian Methods in Finance & how to use Bayesian Analysis in various forms to solve financial problems. Plus a coding example.