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

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

Fibonacci Retracement Trading Strategy in Python

This article describes the Fibonacci number (0, 1, 1, 2, 3, 5, 8, 13, 21), and ratios and how Fibonacci trading can be done using the retracement levels. It explains how the Fibonacci ratios 23.6%, 38.2%, and 61.8%, can be applied to find support level using a practical example on Exxon Mobil....
5 min read

Lessons Traders Can Learn From Professional Gamblers - Part 2

Here is what day traders can learn from gamblers. Learn whether the stock market is actually gambling in the true sense or not....
5 min read

Lessons Traders Can Learn From Professional Gamblers

Learn what day traders can learn from gamblers and know whether the stock market is actually gambling in the true sense or not....
5 min read