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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
LangChain for Equity Investment Analysis
Explore LangChain for trading and stock analysis. Learn about its components and how to perform LLM-based financial statement and stock analysis using LangChain and OpenAI in Python....
7 min read
The TGAN Algorithm for Trading
Learn about the TGAN algorithm, how it creates synthetic data, and its use in backtesting trading strategies. Explore the benefits, challenges, and applications of TGAN in time-series analysis....
11 min read
A setup to trade forex algorithmically using the Interactive Brokers API
Set up Forex trading using the Interactive Brokers API with Python. Explore a trading setup for intermediate-advanced users and an algorithmic trading platform for beginners to trade Forex with IB API effectively....
6 min read
Reflecting on a Season of Collaboration and Impact: QuantInsti’s 2024
Explore QuantInsti's 2024 highlights with HKML, IBKR, IIT Bombay, AIMS-DTU, and Phillip Capital. From webinars to events, discover insights into algorithmic strategies, market trends, and advanced trading tools driving innovation in quantitative trading....
10 min read
