Section

Blog Posts – page 67

30 Dec 2023

Kalman Filters

We look at Kalman Filters and their application to finance. We do a Python code example and diagrams showing parameter estimation.

30 Dec 2023

We look at Extreme Value Theory (EVT) in trading. How to measure tail risk. Included is a Python code example.

27 Dec 2023

The Beneish M-Score is a statistical model. Learn how it can help you detect when a company has manipulated its earnings.

26 Dec 2023

Inflation, and changes in the expectations of where inflation will go, have a major impact on how asset prices move.

26 Dec 2023

We look at the concept of autocorrelation in finance, how it can guides portfolio analyses, and its role in portfolio optimization.

25 Dec 2023

We look at Master Equations in Finance. Derivatives pricing, portfolio optimization, quantitative trading strategies.

25 Dec 2023

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)

25 Dec 2023

We look at currency overlay as a strategy to protect portfolios from currency-related risks. Learn about currency hedging techniques.

24 Dec 2023

We look at various probabilistic, statistical, and analytical techniques used in markets. Summary of methods used by quants.

16 Dec 2023

We look at Bayesian Methods in Finance & how to use Bayesian Analysis in various forms to solve financial problems. Plus a coding example.