HangukQuant Research

HangukQuant Research

Share this post

HangukQuant Research
HangukQuant Research
Quantitative and Qualitative Treatments to Capital Markets (Notes, 191 Pages)
Copy link
Facebook
Email
Notes
More

Quantitative and Qualitative Treatments to Capital Markets (Notes, 191 Pages)

HangukQuant's avatar
HangukQuant
Jan 30, 2023
∙ Paid
1

Share this post

HangukQuant Research
HangukQuant Research
Quantitative and Qualitative Treatments to Capital Markets (Notes, 191 Pages)
Copy link
Facebook
Email
Notes
More
Share

An update to our expanding set of lecture set on quantitative subjects relevant to markets.

The key changes are the inclusion of Brownian motion as precursor to discussions on stochastic calculus. Previous week was an important update to our statistical hypothesis tests on trading strategies:

HangukQuant’s Newsletter
Adjustment of Hypothesis Tests for Dynamic Universe, First and Second Order Approximations with Applications to Statistical Signifiance of Quantitative Trading Strategies.
Read more
2 years ago · 3 likes · HangukQuant

Next post is an alpha research report using non-market data. In particular - we explore a method of using trader `attention intensity’ with Google data to construct a factor portfolio. Paid readers get access to research paper detailing the methodology.

Happy Trading.

Table of Contents Preview: (only up to 11.1 is available)

Toc
169KB ∙ PDF file
Download
Download

Notes:

This post is for paid subscribers

Already a paid subscriber? Sign in
© 2025 QUANTA GLOBAL PTE. LTD. 202328387H.
Privacy ∙ Terms ∙ Collection notice
Start writingGet the app
Substack is the home for great culture

Share

Copy link
Facebook
Email
Notes
More