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Quantitative Finance Masterclass - Cutting-Edge Trading and Python Simulations
Fundamentals of Quantitative Finance
Introduction to Quantitative Finance for Analysts
Basic Statistics and Probability
Foundations of Statistics and Probability
Understanding Time Series Data
Introduction to Time Series Data
Basic Time Series in Colab
Implementing Time Series in Colab (12:24)
Resources
Quantitative Trading
Quantitative trading
Simulate a stock trading strategy with Z-score
00a Project Preview - Simulate a stock trading strategy with Z-score
01 Generate Single Stock Data with Python in Colab (7:00)
02 Calculate cumulative moving average of stock price (1:26)
03 Simulate Trading Strategy with ZScore (5:34)
Mean Reversion on Stock Portfolio
00a Project Preview - Mean Reversion on Stock Portfolio
01 Stock Portfolio Data Generation (6:56)
02 Visualize returns (5:05)
03 Mean Reversion on Stock Portfolio (3:28)
Simulate and Predict Interest Rates
00 Project Preview
01 Build initial conditions for simulating interest rates (7:21)
02a Understanding bond prices
02b Set Up Bond Prices (10:24)
03a Understanding Cox-Ingersoll-Ross algorithm
03b Calculate bond prices with the Cox-Ingersoll-Ross (CIR) model (4:06)
04 Convert instantaneous interest rates to annualized rates (4:50)
Project Preview
Simulating interest rates with mean-reversion
Build initial conditions for simulating interest rates
01 Build initial conditions for simulating interest rates (7:21)
Resources
Understanding and Setting up bond prices
01a Understanding bond prices
01b Set Up Bond Prices (10:24)
Resources
Cox-Ingersoll-Ross (CIR) model
01a Understanding Cox-Ingersoll-Ross algorithm
02b Calculate bond prices with the Cox-Ingersoll-Ross (CIR) model (4:06)
Resources
Convert instantaneous interest rates to annualized rates
01 Convert instantaneous interest rates to annualized rates (4:50)
Resources
01 Build initial conditions for simulating interest rates
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