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)....
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.
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....
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....
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....
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....
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....
Understanding The Chain Rule
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....
Foundations Of Bayesian Inference
To help develop a deeper understanding of statistical analysis by focusing on the methodologies adopted by frequentist statistics and Bayesian statistics....
A Not-So-Short Introduction To Bayesian Statistics In Finance
Bayesian statistics is an important part of quantitative strategies which are part of an algorithmic trader’s handbook....