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.

Top Picks

Introduction to statistical thinking

Statistical thinking, a beginner's guide! Making decisions with limited information is a part of life. Get introduced to the way of making decisions using a structured approach through statistics....
8 min read

Standard deviation and its use cases in Trading

Learn all about Standard Deviation via various use cases - standard deviation formula, calculating standard deviation, use of standard deviation in trading, and more!...
12 min read

Dijkstra algorithm

Learn all about the Dijkstra algorithm! Dijkstra algorithm is one of the greedy algorithms to find the shortest path in a graph or matrix....
9 min read

Grokking Linear Regression Analysis in Finance

Getting under the hood of linear regression where we demystify the jargon regularly encountered on the topic. Let’s dive in!...
13 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....
9 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....
20 min read

Stock Market Math: Essential Concepts for Algorithmic Trading

Learn about stock market math and different mathematical concepts like Statistics, Probability, etc. which play an important role in Algorithmic Trading....
27 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....
8 min read

Hurst Exponent: Calculation, Values and More

This comprehensive article gives you an insight into the Hurst Exponent and shows you how to calculate it with the help of an example....
5 min read

Mathematics and Econometrics

Autocorrelation and Autocovariance: Calculation, Examples, and More

Autocorrelation and Autocovariance are essential in the time series analysis topic! This tutorial will guide you on their definitions, their computations and plotting using Python and R. Read now!...
10 min read

The exotic flavours of regression in finance: A first glance

Types of regression in finance - What are they? How to learn about them? This is your one-stop guide to the various types of regression. Learn with examples, charts & comparisons....
13 min read

Covariance and Correlation: Intro, Formula, Calculation, and More

Covariance and Correlation - what are they? Learn the various concepts, industry applications and Python computations in this tutorial....
24 min read

Probability for Trading

Probability for Trading is covered in a detailed manner in this blog. Learn how you too can measure the likelihood of the occurrence of an event and facilitate decision-making in your trading....
8 min read

Linear Regression: Assumptions and Limitations

Linear regression assumptions, limitations, and ways to detect and remedy are discussed in this 3rd blog in the series. We use Python code to run some statistical tests to detect key traits in our models....
12 min read

Gaussian Distribution: What it is, How to Calculate, and More

Gaussian distribution is used to describe the behaviour of market prices. This blog explains its distribution and its implications on the financial world and risk control....
6 min read

Introduction to statistical thinking

Statistical thinking, a beginner's guide! Making decisions with limited information is a part of life. Get introduced to the way of making decisions using a structured approach through statistics....
8 min read

Independent Events in Trading: What it is, Real Life Examples, and More

Independent events are one of the popular and important mathematical topics. Be a part of an exclusive and vivid discussion on how independent events occur in trading with this blog....
6 min read

Standard deviation and its use cases in Trading

Learn all about Standard Deviation via various use cases - standard deviation formula, calculating standard deviation, use of standard deviation in trading, and more!...
12 min read

Dijkstra algorithm

Learn all about the Dijkstra algorithm! Dijkstra algorithm is one of the greedy algorithms to find the shortest path in a graph or matrix....
9 min read