QuantInsti’s Blog on Algo Trading and Quantitative Finance

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Implementing Pricing Model and Dynamic Asset Allocation [Webinar]

Project presentations by two of our esteemed EPAT alumni. First on “Implementing pricing (or market-making) model using Kalman filtering adaptive to market regimes” by Evgeny Tishkin and second on “Dynamic Asset Allocation using Neural Networks” by Mrinal Mahajan....