Exploratory Data Analysis – EDA
EDA is a statistical method used to explore and understand data. It is a critical step in the data science process, as it helps to identify patterns and trends in…
CRISP-DM
Data analytics is a versatile and encompassing field that encompasses various types of data analysis techniques. Virtually any kind of information can undergo data analytics processes to extract valuable insights…
Data Science for Financial Markets
Data science is the field of study and practice that involves collecting, processing, analyzing, and deriving valuable insights from data to inform decision-making and solve complex problems. In the realm…
Algorithm Trading
Algorithmic trading, also known as automated or algo trading, transforms the trading landscape by employing computer programs or algorithms to execute trades in financial markets. These algorithms are intricately designed…
Conditional Value at Risk (CVaR)
Conditional Value at Risk (CVaR) is a risk metric frequently employed in quantitative finance and risk management to assess and quantify potential losses in a portfolio or investment under adverse…
Historical and Implied Volatility
Historical Volatility Historical volatility is a statistical measure that quantifies the extent to which the price of a financial instrument has varied throughout a specified time interval. It is determined…
Var Approaches
This article provides a detailed exploration of three different approaches for calculating Value at Risk (VaR) – Historical, Variance-Covariance, and Monte Carlo Simulation. The analysis is based on Nifty data…
Systematic risk, Unsystematic risk, and Systemic risk
Systematic risk, unsystematic risk, and systemic risk are essential concepts in quantitative finance and risk management. Here's a detailed explanation of each term in quantitative terminology: Systematic Risk: It is…
Trading Cost
Trading costs encompass the various expenses associated with buying and selling securities in financial markets. These costs can be categorized into two main types: explicit and implicit trading costs. Explicit…
Pair Trading
Pair trading is the strategy that involves buying and selling two related securities, such as stocks, simultaneously to profit from their relative price movements. The strategy capitalizes on temporary divergences…