Mathematics and Econometrics

Learn the practical applications of mathematics and econometrics in finance. This series of blogs covers time series analysis, portfolio management, probability distribution, econometrics and many mathematical models.

Mar 19, 2021

14 min read

Central Limit Theorem explained in Python (with examples)

This blog discusses the central limit theorem, its definition, explanation and importance with the help of examples in Python. The concepts of samples and sampling distribution are also covered....

Feb 11, 2021

11 min read

Stationarity in Time Series Analysis Explained using Python

In this article, you will learn about the stationary series, how to detect stationarity and convert a non-stationary series into a stationary series....

Sep 09, 2020

9 min read

Kurtosis & its Application in Risk Evaluation

This blog discusses the concept of kurtosis and its application in understanding the risk profiles of financial securities besides common misconceptions regarding its calculation and interpretation....

Mar 23, 2020

7 min read

Markov Model - An Introduction

In this post, we will learn about Markov Model and review two of the best known Markov models namely the Markov Chains, and the Hidden Markov Model (HMM)....

Feb 28, 2020

10 min read

Random Walk: Introduction, GBM, Simulation

Random walk describes a path taken by an object which is seemingly random, or unpredictable. We will see what is a simple random walk and create a simulation for the closing price of a stock....

Feb 22, 2020

20 min read

All About Time Series: Analysis and Forecasting

Learn about Time Series Data Analysis and its applications in Python. Learn types, components, decomposing, forecasting, calculating, plotting and validating Time Series....

Feb 18, 2020

26 min read

Essential Mathematical Concepts for Algorithmic Trading

Learn different mathematical concepts such as Statistics, Probability, Algebra, Linear Regression which play an important role in Algorithmic Trading....

Jan 03, 2020

13 min read

Beginner's Guide to Statistics and Probability Distribution

The article on basic statistics goes through basic concepts such as mean, mode, median, range as well as probability distributions which are used for strategy analysis....

Feb 07, 2019

8 min read

Fibonacci Numbers - Harmonic Patterns

By finding patterns of varying lengths and magnitudes, the trader can then apply Fibonacci ratios to the patterns and try to predict future movements....