We found 295 articles by this author...
QuantInsti in 2025: A Summary of our Contributions, Collaborations, Events & Updates
Explore QuantInsti’s impactful collaborations, announcements, webinars, industry events, and academic initiatives for 2025. Learn about our collaborations, regulatory updates, expert insights....
5 min read
Basic Guide to Trade Options Intraday: Strategies and Risk Management
Learn intraday options trading strategies, including scalping, volatility breakouts, and gamma scalping. Explore risk management tips and trade execution methods for intraday option trading....
14 min read
SEBI’s New Framework for Safer Retail Algo Trading – What It Means for You
Discover how SEBI’s new algo trading framework impacts retail investors, brokers, and algo providers. Learn about order thresholds, broker oversight, empanelment rules, and key deadlines to stay compliant....
2 min read
Calculations of Value at Risk in Excel and Python
Learn how to calculate Value at Risk (VaR) using Python, parametric and non-parametric methods. Explore Portfolio VaR, Marginal VaR, and Component VaR, with practical examples in Python and Excel....
17 min read
QuantInsti and Lehigh University Conclude Scholarship Collaboration
QuantInsti and Lehigh University conclude their partnership. This blog reflects on a successful collaboration that empowered aspiring finance professionals....
2 min read
Portfolio Variance/Covariance Analysis
Understand portfolio variance and learn how to calculate it using the covariance matrix. Step-by-step guide with formulas, examples, and Python implementation for trading and risk assessment....
12 min read
Expected Shortfall (ES)
Learn how to compute and interpret Conditional Value at Risk (CVaR) aka Expected Shortfall or Expected Tail Loss (ETL). Find out its limitations and advantages. See the step-by-step example of computations in Excel and Python....
7 min read
Peter Engel’s Road to Algorithmic Trading | Case Study
Discover how Peter Engel transitioned from manual trading to building scalable algorithmic systems. Learn about his journey with personalized mentorship, Quantra courses, and EPAT's structured program for algorithmic trading success....
3 min read
Introduction to Value at Risk (VaR)
Explore Value at Risk (VaR): definition, computation, and models for portfolio risk. Learn about Python and Excel applications, backtesting VaR models, historical simulation formulas, and the importance of VaR alongside other measures....
9 min read
Gap Trading Strategy: Based on the Markov Rule | EPAT Project
An EPAT project on gap trading in Indian equities, targeting low-volatility stocks and avoiding high-volatility conditions. This long-only strategy enters at day’s close and exits at next day’s open, improving performance over time with higher Sharpe ratios and reduced volatility....
7 min read