# 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....

#### 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!...

#### 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....

#### 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!...

#### 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....

#### 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....

#### 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....

#### 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....

#### 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....

### Mathematics and Econometrics

#### 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!...

#### Introduction to Central Limit Theorem: Examples, Calculation, Statistics in Python

This blog introduces you to the Central Limit Theorem (CLT) and explains its importance with the help of examples in Python. The concepts of samples and sampling distribution are also covered in this article....

#### Autoregression: Model, Autocorrelation and Python Implementation

In this article, you will learn all about the autoregression and AR Model to forecast time series and its Python implementation....

#### 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....

#### 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....

#### 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)....

#### 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....