QuantInsti Blog

Algo Trading & Quant Finance

Free Download
Free Download
Free Download

All Blogs

Ito's Lemma Applied to Stock Trading

Delve deeper into Ito's Lemma for trading with practical examples and use cases. Learn about Ito calculus and its application to stock prices....
7 min read

Laying the Groundwork for Ito's Lemma and Financial Stochastic Models

Explore the foundational concepts behind Ito's Lemma in trading, including the chain rule, deterministic and stochastic processes, the drift and volatility components of stock prices, and how stocks follow a Weiner process....
9 min read

Application of LLMs in Portfolio Management: Creating Thematic Universe Index

This blog will demonstrate how LLMs, paired with tools like OpenAI API and Python, can streamline processes such as generating thematic portfolios and analyzing trends for smarter investment decisions....
6 min read

The Risk-Constrained Kelly Criterion: From the foundations to trading

Learn about the risk-constrained Kelly Criterion to make your trading have less drawdown and better strategy performance!...
6 min read

From Mechanical Engineering to Quantitative Trading: Artur Barreiros' Transformative Journey

Discover how Artur Barreiros, a 63-year-old Mechanical Engineering professor from Portugal, transitioned into quantitative trading with the help of EPAT and Quantra. A truly transformative journey....
4 min read

[Webinar] MasterClass on HFT, Algo Desk Setup & Career Growth in Quant Trading

Hear from Leaders in High-Frequency Trading and Algorithmic Desk Setup. Whether you're seeking a career...
2 min read

A time-varying-parameter vector autoregression model with stochastic volatility

Learn about the TVP-VAR model that is being heavily used in macroeconomics. It can give you better results than a basic VAR for trading. Enjoy it!...
15 min read

Trading using LLM: Generative AI & Sentiment Analysis in Finance

Explore how large language models (LLMs) like FinBERT and Whisper are transforming trading with sentiment analysis. Based on insights from Dr. Ernest Chan and Dr. Hamlet Medina, this blog uncovers how generative AI in finance enhances market prediction, strategy, and risk management....
15 min read

Reinforcement Learning in Finance: Resources and Expert Advice from Paul Bilokon

Discover expert resources on Reinforcement Learning in Finance, featuring insights and strategies from Dr. Paul Bilokon. Learn how RL is transforming trading with AI-driven solutions and practical tools....
15 min read

Quant Intern at QuantInsti: My Journey into Algorithmic Trading and Strategy Development

Explore Pranjal Tripathi’s journey as a Quant Intern at QuantInsti. From learning algorithmic trading to developing real-world strategies, discover insights into quantitative finance, backtesting, and strategy refinement....
6 min read