Quantitative Analysis · Data Science · Machine Learning

Author archive for quant

  • Calculating Value-at-Risk using Historical Simulation

    The Historical Simulation Method is a straightforward approach to calculate Value at Risk (VaR) by using historical market data...

    0
  • The Value of Quantifying Value-at-Risk (VAR)

    VaR, or Value at Risk, is a statistical measure used to quantify the potential loss on a financial investment...

    0
  • Understanding Fundamental vs. Technical Analysis

    Trading in financial markets involves the analysis of various factors to make informed decisions about buying or selling assets....

    0
  • Mitigating Data Snooping with the Bonferroni Correction

    Mitigating Data Snooping in Algorithmic Trading: A Guide to Out-of-Sample Testing with Bonferroni Correction Data snooping, the inadvertent discovery...

    0
  • Data Snooping Pitfalls in Algorithmic Trading

    Unraveling the Pitfalls of Data Snooping in Algorithmic Trading Strategy Selection Algorithmic trading has revolutionized financial markets, allowing traders...

    0
  • 30 ETFs to Consider for Your Investment Portfolio

    Understanding correlation is crucial for building diversified portfolios.  Investors use correlation analysis to balance risk and return in their...

    0
  • WTF is an ETF?

    Exchange-Traded Funds (ETFs): A Brief History An Exchange-Traded Fund (ETF) is a type of investment fund and exchange-traded product...

    0
  • Methods of Scaling Data for Machine Learning

    Why scale feature data? Scaling is an important preprocessing step in machine learning, especially when dealing with features that...

    0
  • Simultaneous vs. Separate Long / Short Strategy Optimization

    Simultaneous Optimization When you optimize a trading strategy for long and short positions simultaneously, you’re trying to find a...

    0
  • Finding a Balance between Precision and Recall

    The choice between precision and recall as the most important metric for evaluating a machine learning model depends on...

    0