Categories Research My research articles ! Statistics Random Walk vs Martingale: What’s the Difference Estimating Pi (π) with Monte Carlo Simulation in Python Bitcoin Volatility Estimation with the Parkinson Estimator in Python Estimating Bitcoin's Volatility using a GARCH Model Bitcoin Volatility Estimation with EWMA in Python A theorical review of the Hurst Exponent estimators How to cluster time series within a bayesian framework Quantitative Finance Random Walk vs Martingale: What’s the Difference Bitcoin Volatility Estimation with the Parkinson Estimator in Python Estimating Bitcoin's Volatility using a GARCH Model Bitcoin Volatility Estimation with EWMA in Python How to Fetch and Store Binance Data Efficiently Using HDF5 in Python Leveraging Options Data for Stock Sentiment Analysis About Portfolio Optimization A theorical review of the Hurst Exponent estimators A closed-form filter for binary time series Personal Project Linking Cointegration and the Multi Factor Model Momentum Strategy enhanced with the Hurst Exponent Algo Trading Bitcoin Volatility Estimation with the Parkinson Estimator in Python Estimating Bitcoin's Volatility using a GARCH Model Bitcoin Volatility Estimation with EWMA in Python How to Fetch and Store Binance Data Efficiently Using HDF5 in Python Leveraging Options Data for Stock Sentiment Analysis Linking Cointegration and the Multi Factor Model An Introduction to Pair Trading and Market Neutral Strategies Momentum Strategy enhanced with the Hurst Exponent Python Estimating Pi (π) with Monte Carlo Simulation in Python Bitcoin Volatility Estimation with the Parkinson Estimator in Python Estimating Bitcoin's Volatility using a GARCH Model Bitcoin Volatility Estimation with EWMA in Python How to Fetch and Store Binance Data Efficiently Using HDF5 in Python Creating an application empowered by Streamlit Personal project An Introduction to Pair Trading and Market Neutral Strategies Data Engineering How to Fetch and Store Binance Data Efficiently Using HDF5 in Python
