Канал: Finance DataLab

Joint Default Probability -- Bernoulli Probability Distribution -- Joint, Marginal, Conditional

Joint Default Probability -- Bernoulli Probability Distribution -- Joint, Marginal, Conditional

What Will Happen to the Stock Market Next? — A Long-term View of SPX

What Will Happen to the Stock Market Next? — A Long-term View of SPX

Technical Analysis -- Support and Resistance of S&P 500 (SPX, Jan 2022) -- Fibonacci Retracement

Technical Analysis -- Support and Resistance of S&P 500 (SPX, Jan 2022) -- Fibonacci Retracement

Trading Psychology -- Fear/Hope -- (Reverse) Disposition Effect -- Loss Aversion

Trading Psychology -- Fear/Hope -- (Reverse) Disposition Effect -- Loss Aversion

Daily Returns of Stocks (FAANG) and Equity Indices (SPX, NASDAQ etc.) -- Basic Statistics -- Python

Daily Returns of Stocks (FAANG) and Equity Indices (SPX, NASDAQ etc.) -- Basic Statistics -- Python

Value vs. Growth: Is it worth the effort to rotate?

Value vs. Growth: Is it worth the effort to rotate?

Technical Analysis -- Understanding Average True Range (ATR)

Technical Analysis -- Understanding Average True Range (ATR)

Technical Analysis -- Understanding Exponential Moving Average vs. Simple Moving Average

Technical Analysis -- Understanding Exponential Moving Average vs. Simple Moving Average

Geometric Brownian Motion SDE -- Monte Carlo Simulation -- Python

Geometric Brownian Motion SDE -- Monte Carlo Simulation -- Python

Bond Basics I -- Cash Flows -- Parameters -- Price (PV) -- Yield to Maturity -- Duration -- Par Rate

Bond Basics I -- Cash Flows -- Parameters -- Price (PV) -- Yield to Maturity -- Duration -- Par Rate

Double your money! -- Rule of 72

Double your money! -- Rule of 72

The Monty Hall Problem -- Brain Teaser -- Probability Puzzle

The Monty Hall Problem -- Brain Teaser -- Probability Puzzle

Reminiscences of a Stock Operator by Edwin Lefevre -- Trading Tips and General Principles

Reminiscences of a Stock Operator by Edwin Lefevre -- Trading Tips and General Principles

Stochastic Integral Ws * ds -- Ito Integral -- Ito Isometry -- Brownian Motion

Stochastic Integral Ws * ds -- Ito Integral -- Ito Isometry -- Brownian Motion

Basic Statistics in Finance: 5 Useful Numbers -- Probabilities/Z-Score -- VaR (Value-at-Risk)

Basic Statistics in Finance: 5 Useful Numbers -- Probabilities/Z-Score -- VaR (Value-at-Risk)

European Options Put-Call Parity -- Arbitrage-Free Portfolio Construction -- Delta-hedged Portfolio

European Options Put-Call Parity -- Arbitrage-Free Portfolio Construction -- Delta-hedged Portfolio

Technical Analysis -- Bollinger Bands -- Mean Reversion -- Breakout

Technical Analysis -- Bollinger Bands -- Mean Reversion -- Breakout

European Call Option -- Value, Greeks (Delta, Gamma), Time Evolution -- Black Scholes model

European Call Option -- Value, Greeks (Delta, Gamma), Time Evolution -- Black Scholes model

Is China the largest economy already -- What is GDP (PPP)

Is China the largest economy already -- What is GDP (PPP)

Shiller P/E -- CAPE Ratio -- Economic Cycle -- Market Bubbles

Shiller P/E -- CAPE Ratio -- Economic Cycle -- Market Bubbles

VIX -- Volatility – Fear Gauge of the Market

VIX -- Volatility – Fear Gauge of the Market

Binomial Option Pricing Model

Binomial Option Pricing Model

Understanding Volatility Skew/Smile

Understanding Volatility Skew/Smile

Derivation Of the Black-Scholes Equation (SDE)

Derivation Of the Black-Scholes Equation (SDE)

Some Intuitive Understanding Of Black-Scholes Formula

Some Intuitive Understanding Of Black-Scholes Formula

Technical Analysis -- Fibonacci Retracement -- Support and Resistance -- Golden Ratio

Technical Analysis -- Fibonacci Retracement -- Support and Resistance -- Golden Ratio

Danger Of Leverage/Margin [Investing with Borrowed Money]

Danger Of Leverage/Margin [Investing with Borrowed Money]

Arbitrage-free Bond Yield Calibration

Arbitrage-free Bond Yield Calibration

Geometric Brownian Motion

Geometric Brownian Motion

Ornstein Uhlenbeck Process -- Ito Isometry -- Ito Integral -- Stochastic Process

Ornstein Uhlenbeck Process -- Ito Isometry -- Ito Integral -- Stochastic Process

How to generate random variables following multivariate normal distribution

How to generate random variables following multivariate normal distribution

Same Pairwise Correlation Coefficient for Multiple Variables

Same Pairwise Correlation Coefficient for Multiple Variables

What is Short Selling? -- Why does It Exist? -- What is Short Squeeze?

What is Short Selling? -- Why does It Exist? -- What is Short Squeeze?

Geometric Series

Geometric Series

Integral of WdW -- Stochastic Calculus -- Ito's Lemma

Integral of WdW -- Stochastic Calculus -- Ito's Lemma

An Informal Derivation of Ito's Lemma in Stochastic Calculus

An Informal Derivation of Ito's Lemma in Stochastic Calculus

Straddle and Strangle Option Trading Strategies

Straddle and Strangle Option Trading Strategies

Some [General] Quotes from Peter Lynch's Beating the Street (and Warren Buffett)

Some [General] Quotes from Peter Lynch's Beating the Street (and Warren Buffett)

Why Losing Money is Easier than Making Money (In Investing/Trading) ? -- The Asymmetry of Returns

Why Losing Money is Easier than Making Money (In Investing/Trading) ? -- The Asymmetry of Returns

Why Option Trading is Dangerous? -- Time Decay of Option Value

Why Option Trading is Dangerous? -- Time Decay of Option Value

What is 60/40 Portfolio? -- Diversification -- Long-term Investing

What is 60/40 Portfolio? -- Diversification -- Long-term Investing

Power of Dividend [Investing]

Power of Dividend [Investing]