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....

Speed up stock data downloads using Python multithreading. Learn to implement multithreading to fetch multiple stocks simultaneously, reducing API call latency and improving efficiency....

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....

QuantInsti and Lehigh University conclude their partnership. This blog reflects on a successful collaboration that empowered aspiring finance professionals....

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....

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....