Quantdare

All

Volatilities and Correlations of Cross Rates, a Geometrical Understanding

01/12/2021

In this post we will show how the properties of a triangle can be used to intuitively obtain insights about the volatilities and correlations of currency pairs.

Volatilities and Correlations of Cross Rates, a Geometrical Understanding

01/12/2021

Juan Martínez

Transformers: is attention all we need in finance? Part I

24/11/2021

Alejandro Pérez

P/E vs P/B vs P/S

11/11/2021

Rubén Briones

Origins of the normal distribution

04/11/2021

Javier Cárdenas

Will the Fed ruin my S&P500 investments?

27/10/2021

Pablo Leo

Markov chain as market predictor

20/10/2021

T. Fuertes

What moves the market?

13/10/2021

Konstantinos Pappas

Moving Abroad: Can We Optimize FX Conversions?

29/09/2021

Enrique Millán

Factor contribution

22/09/2021

J. González

subscribe to our newsletter

Hedged Share Class: from theory to practice

15/09/2021

aporras

Optimizing implicitly using genetic algorithms

09/09/2021

Alfredo Timermans

Purchasing Power Parity

01/09/2021

Pablo Aznar

Are FX Swaps Mispriced?

28/07/2021

Juan Martínez

Beyond linear: the Extended Kalman Filter

21/07/2021

Alejandro Pérez

The risk of investing: An exploration on SPDR Sector ETFs

15/07/2021

rcobo

What is a Short Squeeze?

07/07/2021

Rubén Briones

Implementing a RNN with numpy

30/06/2021

Javier Cárdenas

Improving crypto investing with Reinforcement Learning

23/06/2021

Pablo Leo

Automating cryptocurrencies investment

16/06/2021

T. Fuertes

Concepts of Entropy in Finance: Transfer entropy

10/06/2021

Konstantinos Pappas

Linking Attribution Factors

02/06/2021

Enrique Millán