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Is This the Most Important Book in Quantitative Finance? Few books in modern finance have shaped the trajectory of quantitative research and trading the way Advances in Financial Machine Learning has. Authored by Marcos López de Prado, a leading figure…
Introduction As we navigate the evolving landscape of real estate investment, Real Estate Investment Trusts (REITs) continue to stand out for their attractive dividend payouts and potential for portfolio diversification. With the prospect of entering a period of quantitative easing,…
In algorithmic trading, detecting local tops and bottoms in price action is crucial for chart pattern recognition, support and resistance level identification, and technical analysis automation. Humans can easily spot these points, but for a computer, it’s more complex. One…
The stock market took a significant hit after the release of the September 2024 jobs report. While the U.S. economy added 142,000 jobs in August, falling short of the expected 165,000, the unemployment rate decreased to 4.2%, raising concerns among…
In portfolio management, beta hedging is an essential risk management technique that allows investors to mitigate their exposure to market volatility. It’s done by offsetting a portfolio’s market exposure through the use of financial derivatives, such as put options, call…
In quantitative finance, alpha represents the excess return on an investment relative to a benchmark index, typically driven by unique insights or strategies. However, as more market participants discover and implement similar strategies, the value of these insights can diminish…
Jerome Powell’s 2024 speech at the Jackson Hole Economic Policy Symposium marked a significant turning point in the Federal Reserve’s monetary policy, signaling a shift towards easing after a prolonged period of aggressive rate hikes. This year’s address contrasted sharply…
In the world of investing, understanding the volatility of individual stocks and portfolios is crucial for managing risk and making informed decisions. One of the key metrics used to measure this volatility is beta. This blog post will explore what…
In the world of trading, understanding market trends is crucial for making informed decisions. One powerful tool for identifying these trends is volume analysis. This blog post will delve into the concept of volume analysis, its importance in trading, and…
When it comes to investing, understanding the relationship between risk and expected return is crucial. The Capital Asset Pricing Model (CAPM) is one of the most widely used tools for this purpose. This blog post will explore how CAPM works,…
