simulation

OptionsQuant tradingRThink like a trader

Intuitive Options Pricing

In this article, we’ll use simulation and simple visualisations to build intuition around how different variables drive the price of
Quant tradingRTrading strategies

Building Intuition for Trading with Convex Optimisation with CVXR

This article continues our recent stat arb series. The previous articles are linked below: A short take on stat arb
R

How Much Damage Can I Do Turbo-Punting Shitcoins?

Here in Australia, we’re right in the depths of the silly season. We indulge in long lunches, take days off
OptionsQuant tradingR

Efficiently Simulating Geometric Brownian Motion in R

For simulating stock prices, Geometric Brownian Motion (GBM) is the de-facto go-to model. It has some nice properties which are
Quant tradingThink like a trader

The Law of Large Numbers – Part 2

This is Part 2 in our Practical Statistics for Algo Traders blog series—don’t forget to check out Part 1 if
Quant tradingRThink like a trader

Practical Statistics for Algo Traders

This is the first in a two-part series. Be sure to read part 2 – Practical Statistics for Algo Traders:

Intuitive Options Pricing