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

Stock Market Math: Essential Concepts for Algorithmic Trading

Find out the essential stock market maths concepts crucial for algorithmic trading. This guide simplifies complex mathematical topics, such as probability, calculus, linear regression and much more!...
27 min read

Standard Deviation in Trading: Calculations, Use Cases, Examples and more

Learn about standard deviation in trading: its calculations, use cases, examples, and more. Enhance your trading strategies by learning to use this statistical measure for assessing risk and volatility in financial markets....
21 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

A comprehensive guide to 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....
15 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

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

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

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)....
7 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....
10 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

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....
13 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

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....
4 min read

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....
10 min read

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....
10 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