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blog.qmd
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---
listing:
contents: posts
sort: "date-modified desc"
type: default
categories: true
sort-ui: true
fields: [date, title, reading-time, description, categories]
filter-ui: true
feed: true
page-layout: full
title-block-banner: false
---
# Series
## [Time-series](time-series.html)
A series of posts related to the analysis of time-series.
* introduce the 4 statistical moments
* develop concepts on auto-correlation, stationarity and random-walk
* time-series decomposition
* ARIMA and families
## [Probability](probability.html)
A series of posts centered on basic probability concepts essentials for the study of quantitative finance.
## [Risk and Portfolio](risk-portfolio.html)
A series of posts related to risk-management in portfolio construction.
## [Quant - Part 1](quant-part1.html)
A series of posts when starting quant finance. Basic mathematical concepts and related code in R and Python when starting quantitative finance.
## [Quant - Part 2](quant-part2.html)
A series of posts on some introductory concepts of stochastic calculus.
## [Quant - Part 3](quant-part3.html)
A series of posts on the Black-Schole Equation and derivative pricing.
## [Machine Learning - Part 1](machine-learning-part1.html)
A series of posts on machine learning algorithms with a quant finance lens.
* KNN
* linear regression
* Kmeans
## [Machine Learning - Part 2](machine-learning-part2.html)
A series of posts on machine learning algorithms that focuses on trees, bagging and boosting.
# Posts