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