Anthony MorastinDataDrivenInvestorRipping Off ETFs to Find Investment-Grade Value Stocks (using Rust)Disclaimer: This post is for educational and entertainment purposes and is not meant to be used as investing advice.Sep 222
Andrea ChelloinThe Quant JourneyMonte Carlo Simulation for Black-Scholes Option PricingIn this article we will look at applying Monte Carlo simulation to price both a European Call and Put Option, following the Black-Scholes…Apr 24, 20222
Andrea ChelloinThe Quant JourneyPricing Barrier Options using Monte Carlo SimulationBarrier options are options that have a payout that is dependent on the terminal stock price and whether or not they reach a barrierMay 17, 2022May 17, 2022
Ognjen RaketicHow deep is the Quant Hole?You’ve read the book about Alice and hers adventures in Wonderland, but that book make lifelong impression and make you curious. That is…Jul 10, 2023Jul 10, 2023
Anthony MorastinDataDrivenInvestorRipping Off ETFs to Find Investment-Grade Value Stocks (using Rust)Disclaimer: This post is for educational and entertainment purposes and is not meant to be used as investing advice.Sep 222
Andrea ChelloinThe Quant JourneyMonte Carlo Simulation for Black-Scholes Option PricingIn this article we will look at applying Monte Carlo simulation to price both a European Call and Put Option, following the Black-Scholes…Apr 24, 20222
Andrea ChelloinThe Quant JourneyPricing Barrier Options using Monte Carlo SimulationBarrier options are options that have a payout that is dependent on the terminal stock price and whether or not they reach a barrierMay 17, 2022
Ognjen RaketicHow deep is the Quant Hole?You’ve read the book about Alice and hers adventures in Wonderland, but that book make lifelong impression and make you curious. That is…Jul 10, 2023
Andrea ChelloinThe Quant JourneyMonte Carlo Methods for Risk Management: VaR Estimation in PythonValue at Risk gives an indication of how much you stand to lose on a portfolio with a given probability, over a specific time period.May 16, 20221
Dr Amnon H. EdenInformation Theory Measures Bitcoin’s Real ValuePress release, 6 Mar 2023, Sapience.orgMar 8, 2023
Andrea ChelloinThe Quant JourneyMonte Carlo Methods for Risk Management: CVA and the Merton Model in PythonCVA is the difference between the value of a portfolio which we assume is risk-free, and a portfolio where we account for default riskMay 16, 2022