Most Recent Posts
Estimating Bitcoin's Volatility Using the Parkinson Estimator - 27 September 2024
Estimating Bitcoin's Volatility using a GARCH Model - 23 September 2024
Estimating Bitcoin's Volatility Using EWMA - 20 September 2024
August 2024
Fetching and Storing Binance Data with HDF5 - 18 August 2024
July 2024
Leveraging Options Data for Stock Sentiment Analysis - 14 July 2024
June 2024
Linking Cointegration and the Multi Factor Model - 23 June 2024
An Introduction to Pair Trading and Market Neutral Strategies - 22 June 2024
2023
November 2023
About Portfolio Optimization - 13 November 2023
Creating an application empowered by Streamlit - 3 November 2023
July 2023
Momentum Strategy enhanced with the Hurst Exponent - 21 July 2023
A theorical review of the Hurst Exponent estimators - 20 July 2023
A closed-form filter for binary time series - 9 July 2023
How to cluster time series within a bayesian framework - 8 July 2023
My research articles ! - 7 July 2023