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Modifying the Ornstein-Uhlenbeck process | A practical application of stochastic calculus for Quants 

QuantPy
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15 окт 2024

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Комментарии : 22   
@miebakso293
@miebakso293 2 года назад
Hi, I'm always fascinated by pattern since high school. I have a background in computer science and currently doing a master in data science. I would love to find patterns in the stock market and creating ML models. I have little knowledge on quant, but based on my quick researched online, I assume that quant is similar to data science (finding pattern, process data, create model), but specialized in finance, correct me if I'm wrong. So I wanted to become a quant, but I'm lost on where to start. What maths and finance do I need to learn, since I have basic maths and poor finance knowledge ?
@Capitalust
@Capitalust 2 года назад
Sorry for my French, but this is fucking great. Thank you my man.
@stephenthompson3418
@stephenthompson3418 2 года назад
I see a lot of interesting applications for this type of setup. Thank you for sharing. That’s a great idea on how to calculate Kappa. I liked that.
@silentstorm718
@silentstorm718 2 года назад
Great content, can this material be found in Shreve's 2-volume text? Are there other books you may recommend instead? Thank you for providing your time with all your videos 😎
@QuantPy
@QuantPy 2 года назад
Unfortunately not, but Shreves 2nd book can help you learn foundations of stochastic calculus
@silentstorm718
@silentstorm718 2 года назад
@@QuantPy Thanks for the reply. Are there any books you would recommend?
@QuantPy
@QuantPy 2 года назад
I did a video on books I would recommend here ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-ZSavDAaKy50.html But have since found some other good resources, so I will make an update video in the future
@cftsang8350
@cftsang8350 2 года назад
You make great videos!! Could you Rcmd some RU-vid channels which are also related to quant trading?
@rytospar1731
@rytospar1731 2 года назад
Thanks a lot ! Just a quick note for the pronunciation of the names : Riemann sounds more like “Reeman” Ito like (EE-t-o) and Wiener like “Wee-ner”. In case that would help :). Believe me when I discovered that the philosopher Dilthey was pronounced Deel-Tie I fell off my seat :D
@rytospar1731
@rytospar1731 2 года назад
ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-cdu16JAzgw8.html ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-sD0NjbwqlYw.html
@FullRewardMinistries
@FullRewardMinistries 2 года назад
What would you say are the prereqs to being able to learn and absorb ito calculus? I am getting a math minor alongside my finance/data analytics degree at uni. Ill take the calculus 1,2,3 sequence, linear algebra, and math stats 1 and 2. Should this be sufficient for learning ito calculus?
@pranav_chalotra
@pranav_chalotra 2 года назад
Measure Theoretic Probability Theory is essential
@elijahcherweznik3505
@elijahcherweznik3505 2 года назад
you probably want some sort of real analysis and then analysis driven probability theory, and maybe a second course in linear algebra.
@bryan-9742
@bryan-9742 2 года назад
great video!
@yagzhandag3803
@yagzhandag3803 Год назад
cool
@recca12
@recca12 Год назад
I got honey trapped, totally expected to be taught by an hot babe. Can AI be used on video to change teachers into hot babes for increased attention retention. Great content though 👏
@jefftarpinian4430
@jefftarpinian4430 2 года назад
Real Quants are not on RU-vid.
@jefftarpinian4430
@jefftarpinian4430 Год назад
@@charizard609 Do you !?!?
@recca12
@recca12 Год назад
Where are they then, twitter, discord, stripclubs
@recca12
@recca12 Год назад
Don’t throw epstine joke here
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