Sitemap - 2023 - HangukQuant Research
Code on Volatility Estimators, and Volatility Trading with Constraints
Sketching the Option Backtester (with Code downloadable for ALL readers)
Rounding up Convex Opt (Market Notes, 891 pages)
The HangukQuant Directive (w Discount Links)
Primer on Volatility Estimators
867 pages; Run Through of Option Theory (this section is downloadable for all)
HangukQuant quantpylib Github Repo
HangukQuant's Community Discord Group
QT401: Applied Alpha Research and Quantitative Trading
QT301: Modern Techniques in Quantitative Trading
QT201: Statistical Methods in Quantitative Trading
Trading Technical Indicators the Right Way: Digital to Analog Signals
QT101: Introductory Lectures in Quantitative Trading
Lifetime Subscription Plan for HangukQuant Substack
Code Walkthrough for the Alpha Simulator: Simple Trend Rule with Volatility Targeting
Code Walkthrough for the Alpha Simulator (for Programming Beginners)
Notes on Asynchronous Python Programming
774 pages; Convex Problem Classes; Quantitative and Qualitative Treatments to Capital Markets
Generation of Syntactic Quantitative Signals and Alpha Factories (Spaghetti Method)
Integrating the No-Code Quant Backtester into the Russian Doll Engine
Building a No Code Quantitative Backtest Engine for Machine Trading (with Python)
702 pages; Quantitative and Qualitative Treatments to Capital Markets; Some Notes on Matrices
Traversal Algorithms for Alpha Tree/Graph and Recursion Exercises
Programmatic Quant Alpha Encoding with Python
Alpha-Encoding Data Structures
Notes on Portfolio Management (Market Notes, Page 578)
Poisson Processes and Jump Pricing Models (Market Notes, 556 Pages)
Quantitative Portfolio Management in Python - AQR EPO 2020 X Russian Doll
Term Structure Modelling (Market Notes, 521 pages)
Ledoit-Wolf Constant Correlation Shrinkage (Python)
Treatments for Vector Spaces, Spans, Bases and Projections - A First Course in Linear Algebra (II)
Change of Numeraire Methods; Market Notes 415 pages
Extension of the Quadratic Risk Optimizer on the N-Alpha Problem with CVXOPT
American and Exotic Options Pricing (Market Notes 365 pages + 26 pages)
Quadratic Risk Optimizer using Cost Linearization with Python CVXOPT
Macro/Micro Foundations of Risk Premiums
Relating SDE & PDE under the Risk-Neutral Pricing (Feynman-Kac theorems) 320+26 pages
Factor Modelling and Hedging Formulations (Market Notes, 300 + 25 pages)
Elegant Mathematics, Poor Economics
Market Notes ( 275 + 25 ) Pages. Treatments to Risk-Neutral Measures and Girsanov Theorems.
Quantitative and Qualitative Treatments to Capital Markets (Notes, 242 Pages)
Attention Intensity as Contrarian Factor Tilt
Quantitative and Qualitative Treatments to Capital Markets (Notes, 191 Pages)
Quantitative and Qualitative Treatments to Capital Markets (Notes, 175 Pages)