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Posts
- How to Launch Your Career as a Risk Quant? (August 24, 2023)
- Design Crypto-Asset to Avoid Structural Failures Due to Random Vibrations (August 22, 2023)
- Mining Monero (XMR): Earning Passive Income from your Mac (August 1, 2023)
- XRP-based Crypto Investment Portfolio Inspired by Ripple vs SEC Lawsuit (July 27, 2023)
- Structure Function: Forgotten Detection Tool for Periodic Signals in Non-Stationary Processes (July 7, 2023)
- In Search for Stablecoin's Perfect Peg: Application of Negative Hypergeometric Distribution (June 20, 2023)
- Step-by-Step Guide to Matching Pursuit Algorithm with Stochastic Dictionaries (June 17, 2023)
- Comprehensive Book Review: Python for Finance Cookbook, 2nd Ed. by Eryk Lewinson (April 20, 2023)
- Can ChatGPT Self-Improve Self-Written Python Code for Cholesky Decomposition? (January 13, 2023)
- Volatile Vol-of-Vol: How is Volatility of Volatility calculated? (December 3, 2022)
- Hacking 1-Minute Cryptocurrency Candlesticks: (3) Making Asynchronous 5-Sec Crypto Price-Series Aligned (June 14, 2022)
- Hacking 1-Minute Cryptocurrency Candlesticks: (2) Custom Candlestick Charts in Plotly (April 23, 2022)
- Breaking Altcoins' Grip to Bitcoin (April 15, 2022)
- How To Check Crypto Market Cap using Python? (March 27, 2022)
- Hacking 1-Minute Cryptocurrency Candlesticks: (1) Capturing Binance Exchange Live Data Stream (March 22, 2022)
- Cryptocurrencies in 2022 (December 31, 2021)
- Quantitative Analysis of a Sample Drawn from the Unknown Continuous Population (December 12, 2021)
- Best Crypto to Invest In: The Rules (December 3, 2021)
- The Longest Winning Bitcoin Strategy (November 4, 2021)
- Estimating Probability of Bitcoin Pullback in its Bullish Market for Traders and Algo-Traders (October 29, 2021)
- Czekanowski Index-Based Similarity as Alternative Correlation Measure in N-Asset Portfolio Analysis (October 27, 2021)
- Built on ETH Blockchain: Inspecting Profitability of New Crypto Coin since its Inception (May 19, 2021)
- Cryptocurrency Exchanges: Where Can You Trade Crypto using Fiat? (April 12, 2021)
- Modelling Slippage for Limit Orders Trading: Adaptive KDE-based Loss Severity Distribution (1) (March 22, 2021)
- Introduction to Sell-Off Analysis for Crypto Coins: Triggered by Bitcoin? (March 15, 2021)
- Does Bitcoin Always Co-Move at All Crypto Exchanges? (February 7, 2021)
- Piecewise Linear Price Model: Probing Price Momentum of Bitcoin during its Bull Runs (January 30, 2021)
- Where Can You Buy Cryptocurrency? (January 21, 2021)
- Revolut as a Cryptocurrency Trading App: Earning or Losing Money? (January 7, 2021)
- Does It Make Sense to Use 1-Hour 1% VaR and ES for Bitcoin? (January 2, 2021)
- Scanning Exchanges for Available Crypto Market Prices Data (November 1, 2020)
- Cryptocurrency Price Tracking of Bitcoin Gains since its 3rd Halving (May 14, 2020)
- How to Design Intraday Cryptocurrency Trading Model using Bitcoin-based Signals? (April 27, 2020)
- How to Predict Bitcoin Price with Deep Learning LSTM Network (April 1, 2020)
- How to Setup in Python TensorFlow 2.1+ for Deep Learning (February 9, 2020)
- Employing Human Order in pandas DataFrame Sorting: Risk Factors and Tenors (December 2, 2019)
- Predicting Next Fatal Airline Crash using Python (January 8, 2019)
- Vici Consequat Justo Enim Adipiscing Luctus Nullam Fringilla Pretium (October 14, 2018)
- Shapley Value Allocation of Operational Risk Capital Charges using Airport Problem Solution (June 2, 2018)
- Decorative lighting installation trends in 2018. (April 25, 2018)
- Logistic Regression Analysis of Work Resume during Job Interview (April 17, 2018)
- Recalibrating Expected Shortfall to Match Value-at-Risk for Discrete Distributions (November 17, 2017)
- Earning Money in Cryptocurrency Markets by Spotting Statistical Arbitrage Opportunities (November 7, 2017)
- Cryptocurrency Portfolios: Identifying Highly Correlated Cryptocurrencies using PCA (March 31, 2017)
- Cryptocurrency Time Series for N-CryptoAsset Portfolio Analysis in Python (March 20, 2017)
- Hacking True Random Numbers in Python: Blockchain Miners (December 13, 2016)
- Conditional Value-at-Risk for Normal and Student t Linear VaR Model (December 8, 2016)
- Non-Linear Cross-Bicorrelations between the Oil Prices and Stock Fundamentals (December 1, 2016)
- Financial Time Series Segmentation Based On Turning Points in Python (November 3, 2016)
- Computation of the Loss Distribution in Python (June 5, 2016)
- Probability of Black Swan Events at NYSE (April 18, 2016)
- Detecting Human Fear in Electronic Trading: Emotional Quantum Entanglement (April 5, 2016)
- Predicting Heavy and Extreme Losses in Real-Time for Portfolio Holders (2) (December 6, 2015)
- Student t Distributed Linear Value-at-Risk (December 2, 2015)
- Conversion of Financial Time Series based on Daily Returns Matrix in Python (December 1, 2015)
- 5 Words on How To Write A Quant Blog (October 25, 2015)
- How to Get a NASDAQ Stocks List using Python? (June 22, 2015)
- Predicting Heavy and Extreme Losses in Real-Time for Portfolio Holders (1) (June 14, 2015)
- Hacking Google Finance in Real-Time for Algorithmic Traders. (2) Premarket Trading. (May 7, 2015)
- Fast Walsh–Hadamard Transform in Python (April 10, 2015)
- Walsh–Hadamard Transform and Tests for Randomness of Financial Return-Series (April 7, 2015)
- Applied Portfolio VaR Decomposition. (3) Incremental VaR and Portfolio Revaluation. (March 25, 2015)
- Applied Portfolio VaR Decomposition. (2) Impact vs Moving Elements. (January 28, 2015)
- Applied Portfolio VaR Decomposition. (1) Marginal and Component VaR. (January 18, 2015)
- Quants, NumPy, and LOTTO (December 22, 2014)
- Rebinning Tick Data for FX Algo Traders (December 18, 2014)
- GPU-Accelerated Finance in Python with NumbaPro Library. Really? (December 6, 2014)
- Covariance Matrix for N-Asset Portfolio fed by Nasdaq Data Link in Python (November 7, 2014)
- GARCH(1,1) Model in Python (October 23, 2014)
- Deriving Limits in Python (September 17, 2014)
- Gap-on-Open Profitable Trading Strategy (August 5, 2014)
- Visualisation of N-Asset Portfolio in Matlab (June 13, 2014)
- Asset Allocation for Tangent Portfolio with Risk-Free Asset in Python (May 16, 2014)
- Roy's Safety-First Criterion in Portfolio Optimization Problem (March 30, 2014)
- Quantitative Risk Assessment Model for Investment Options (March 4, 2014)
- Extreme VaR for Portfolio Managers (March 1, 2014)
- Hacking Google Finance in Real-Time for Algorithmic Traders (January 14, 2014)
- Preprocessing of Asset Price Series for Portfolio Optimization (December 4, 2013)
- Ideal Stock Trading Model for the Purpose of Backtesting Only (November 18, 2013)
- Information Ratio and its Relative Strength for Portfolio Managers (November 12, 2013)
- Get the Data of Fund Performance directly into Excel utilizing VBA and Google (October 22, 2013)
- Market Fear Detection Model for Stock Trading based on Principal Component Analysis (October 16, 2013)
- Yahoo! Stock Data in Matlab and a Model for Dividend Backtesting (August 28, 2013)
- mhAoV: Most Powerful Periodogram for Signal Analysis (April 7, 2013)
- GARCH(p,q) Model and Trade's Exit Strategy (March 30, 2013)
- Financial Time-Series Rebinning (March 22, 2013)
- Black Swans and Extreme Loss Modeling (March 17, 2013)
- Simulation of Portfolio Value using Geometric Brownian Motion Model (March 10, 2013)
- VaR and Expected Shortfall vs. Black Swan (March 8, 2013)
- Slippage in Model Backtesting (January 26, 2013)
- Probability of a Limit Order Execution (January 24, 2013)
- Coskewness and Cokurtosis in Finance (January 20, 2013)
- Dutch Book: Making a Riskless Profit (January 17, 2013)
- Measure of Risk of any Security in Equilibrium (January 15, 2013)
- Final Frontier of Efficient Frontier (January 13, 2013)
- 2-Asset Portfolio Construction (January 12, 2013)
- Trading Performance Risk Measures (January 11, 2013)
- Riskless Diversification (January 10, 2013)
- Probability of Financial Ruin (January 9, 2013)
- Number of Shares for Limit Orders (January 7, 2013)
- Trading Forex: (2) Trend Identification (January 6, 2013)
- Trading Forex: (1) Trend Identification (January 4, 2013)
- Intelligent Data Extraction for Time-Series from Tick-Data (January 3, 2013)
- Continuous Measure of Time (January 2, 2013)
- Bank format of numbers in Matlab (January 1, 2013)