Master non-linear regression: Logistic, Quantile, Decision Trees, Random Forests, SVR for finance. Tackle complex patterns, enhance predictive modeling with these machine learning tools....

Master advanced linear regression models in finance: Polynomial, Ridge, Lasso, Elastic Net, LARS. Tackle multicollinearity, feature selection challenges for robust financial modeling. Learn key techniques now!...

Discover Elías' inspiring journey from traditional finance in Chile to mastering quantitative trading through EPAT—overcoming challenges in coding, language, and career transition with perseverance and purpose....

In this blog on “Understanding the chain rule,” we will learn the math behind the application of chain rule with the help of an example....

To help develop a deeper understanding of statistical analysis by focusing on the methodologies adopted by frequentist statistics and Bayesian statistics....

Bayesian statistics is an important part of quantitative strategies which are part of an algorithmic trader’s handbook....

Explore QuantInsti’s impactful collaborations, announcements, webinars, industry events, and academic initiatives for 2025. Learn about our collaborations, regulatory updates, expert insights....

Learn intraday options trading strategies, including scalping, volatility breakouts, and gamma scalping. Explore risk management tips and trade execution methods for intraday option trading....

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....

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....