Conditional Portfolio Optimization
Hudson & Thames
Conditional Portfolio Optimization
42:09
Deep Reinforcement Learning for Trading
Hudson & Thames
Deep Reinforcement Learning for Trading
32:33
Scientific Discovery in Quantitative Finance
Hudson & Thames
Scientific Discovery in Quantitative Finance
44:09
FinGPT: Open-Source Financial Large Language Models
Hudson & Thames
FinGPT: Open-Source Financial Large Language Models
26:10
Git, Branching, and Pull Requests
Hudson & Thames
Git, Branching, and Pull Requests
28:06
Meta-Labeling: Calibration and Position Sizing
Hudson & Thames
Meta-Labeling: Calibration and Position Sizing
1:12:22
PortfolioLab Demo Video
Hudson & Thames
PortfolioLab Demo Video
2:51
ArbitrageLab for Pairs Trading, Demo Video
Hudson & Thames
ArbitrageLab for Pairs Trading, Demo Video
3:44
MlFinLab Demo Video
Hudson & Thames
MlFinLab Demo Video
2:59
Ensemble Meta-Labeling
Hudson & Thames
Ensemble Meta-Labeling
53:02
Meta Labeling Architectures
Hudson & Thames
Meta Labeling Architectures
37:23
Meta-Labeling: Theory and Framework
Hudson & Thames
Meta-Labeling: Theory and Framework
52:38
Model Interpretability using the Model Fingerprint
Hudson & Thames
Model Interpretability using the Model Fingerprint
24:45
OU Model Tear Sheet Example
Hudson & Thames
OU Model Tear Sheet Example
2:09
Cointegration Tear Sheet Example
Hudson & Thames
Cointegration Tear Sheet Example
1:33
Feature Importance Workshop
Hudson & Thames
Feature Importance Workshop
50:34
Modelling: Label Concurrency and Cross Validation
Hudson & Thames
Modelling: Label Concurrency and Cross Validation
24:55
Modelling: Sample Weights
Hudson & Thames
Modelling: Sample Weights
4:57
Bagging and Boosting in Financial Machine Learning
Hudson & Thames
Bagging and Boosting in Financial Machine Learning
21:24
11 Stylized Facts of Financial Time Series
Hudson & Thames
11 Stylized Facts of Financial Time Series
10:20
Tails of Time Series
Hudson & Thames
Tails of Time Series
8:13
Labelling Techniques in Trading: Filters and Fixed Time
Hudson & Thames
Labelling Techniques in Trading: Filters and Fixed Time
11:25
Matrix Flag Labeling
Hudson & Thames
Matrix Flag Labeling
14:16
Trend-Scanning Labels
Hudson & Thames
Trend-Scanning Labels
9:51
Labelling Techniques in Trading: Triple-Barrier and Meta-Labelling
Hudson & Thames
Labelling Techniques in Trading: Triple-Barrier and Meta-Labelling
17:18
Tail-Set Labels
Hudson & Thames
Tail-Set Labels
6:17
Portfolio Optimization Workshop
Hudson & Thames
Portfolio Optimization Workshop
44:20
Trailer: Portfolio Optimization Workshop
Hudson & Thames
Trailer: Portfolio Optimization Workshop
0:31
Hierarchical Equal Risk Contribution (HERC)
Hudson & Thames
Hierarchical Equal Risk Contribution (HERC)
11:43
Hierarchical Risk Parity (HRP)
Hudson & Thames
Hierarchical Risk Parity (HRP)
19:04
Nested Clustered Optimization (NCO)
Hudson & Thames
Nested Clustered Optimization (NCO)
12:35
Theory-Implied Correlation Matrix (TIC)
Hudson & Thames
Theory-Implied Correlation Matrix (TIC)
23:41
Wrapping up MVO and learning about Denoising, Detoning, and Shrinkage methods.
Hudson & Thames
Wrapping up MVO and learning about Denoising, Detoning, and Shrinkage methods.
26:48
Portfolio Optimization: Mean-Variance Optimization and the Critical Line Algorithm.
Hudson & Thames
Portfolio Optimization: Mean-Variance Optimization and the Critical Line Algorithm.
56:21
L&L Ep.3: High Performance Python - Iterators and Generators
Hudson & Thames
L&L Ep.3: High Performance Python - Iterators and Generators
20:26
Financial Data Structures Workshop
Hudson & Thames
Financial Data Structures Workshop
43:36
Summary of Financial Data Structures
Hudson & Thames
Summary of Financial Data Structures
1:17
Financial Data Structures: Information Driven Bars (Run and Imbalance)
Hudson & Thames
Financial Data Structures: Information Driven Bars (Run and Imbalance)
13:40
Financial Data Structures in Financial Machine Learning: Futures Roll
Hudson & Thames
Financial Data Structures in Financial Machine Learning: Futures Roll
12:36
Financial Data Structures: Tick, Volume, and Dollar Bars
Hudson & Thames
Financial Data Structures: Tick, Volume, and Dollar Bars
16:23
Hosting Your Quant Reading Group
Hudson & Thames
Hosting Your Quant Reading Group
9:18
Clustered Feature Importance Algorithms in Financial Machine Learning: Part 2
Hudson & Thames
Clustered Feature Importance Algorithms in Financial Machine Learning: Part 2
9:35
Recommended Quantitative Research Tools
Hudson & Thames
Recommended Quantitative Research Tools
12:11
Feature Importance Algorithms in Financial Machine Learning: Part 1
Hudson & Thames
Feature Importance Algorithms in Financial Machine Learning: Part 1
19:19
Quantitative Research: Writing and Publishing Tips
Hudson & Thames
Quantitative Research: Writing and Publishing Tips
10:20
Quantitative Research Process - Best Practices
Hudson & Thames
Quantitative Research Process - Best Practices
17:23
L&L Ep.2: High Performance Python - Lists and Tuples
Hudson & Thames
L&L Ep.2: High Performance Python - Lists and Tuples
14:57
L&L Ep.1: High Performance Python - Profiling to Find Bottlenecks
Hudson & Thames
L&L Ep.1: High Performance Python - Profiling to Find Bottlenecks
25:26
Cross-Validation in Finance and Backtesting
Hudson & Thames
Cross-Validation in Finance and Backtesting
22:49
Shapley Values: The Solution to Machine Learning Enigma
Hudson & Thames
Shapley Values: The Solution to Machine Learning Enigma
13:43
Introduction to Filters
Hudson & Thames
Introduction to Filters
14:44
Sequential Bootstrap: an Introduction
Hudson & Thames
Sequential Bootstrap: an Introduction
9:54
Advanced Pairs Trading: Pairs Trading Based on Renko and Kagi Models
Hudson & Thames
Advanced Pairs Trading: Pairs Trading Based on Renko and Kagi Models
14:44
An Overview of Labeling Techniques
Hudson & Thames
An Overview of Labeling Techniques
16:51
Advanced Pairs Trading: Pairs Trading with Markov Regime-Switching Model
Hudson & Thames
Advanced Pairs Trading: Pairs Trading with Markov Regime-Switching Model
5:42
An Overview of Financial Data Structures
Hudson & Thames
An Overview of Financial Data Structures
22:34
Advanced Pairs Trading: Optimal Trading Thresholds for the O-U Process
Hudson & Thames
Advanced Pairs Trading: Optimal Trading Thresholds for the O-U Process
11:46
Advanced Pairs Trading: Kalman Filters
Hudson & Thames
Advanced Pairs Trading: Kalman Filters
10:27
Advanced Pairs Trading: Extended Stochastic Control Strategies
Hudson & Thames
Advanced Pairs Trading: Extended Stochastic Control Strategies
20:26
Advanced Pairs Trading: Hedge Ratio Estimation Methods
Hudson & Thames
Advanced Pairs Trading: Hedge Ratio Estimation Methods
13:21
Advanced Pairs Trading: Stochastic Control with OU Processes
Hudson & Thames
Advanced Pairs Trading: Stochastic Control with OU Processes
25:00
Optimal Trading Rules Detection with Triple Barrier Labeling
Hudson & Thames
Optimal Trading Rules Detection with Triple Barrier Labeling
29:56
Advanced Pairs Trading: The Pearson Distance Approach
Hudson & Thames
Advanced Pairs Trading: The Pearson Distance Approach
12:59
Advanced Pairs Trading: Partner Selection With Copula
Hudson & Thames
Advanced Pairs Trading: Partner Selection With Copula
19:51
Advanced Pairs Trading: The Basic Distance Approach
Hudson & Thames
Advanced Pairs Trading: The Basic Distance Approach
15:03
An Overview of Pairs Trading Strategies
Hudson & Thames
An Overview of Pairs Trading Strategies
41:45
Meta-Labeling: Solving for Non Stationarity and Position Sizing
Hudson & Thames
Meta-Labeling: Solving for Non Stationarity and Position Sizing
32:00
Online Portfolio Selection: Pattern Matching
Hudson & Thames
Online Portfolio Selection: Pattern Matching
17:28
Complex Networks in Finance and Building Portfolios for Covid-19 Robustness
Hudson & Thames
Complex Networks in Finance and Building Portfolios for Covid-19 Robustness
21:36
Synthetic Financial Data Generation with MlFinLab
Hudson & Thames
Synthetic Financial Data Generation with MlFinLab
27:17
Measures of Codependence
Hudson & Thames
Measures of Codependence
40:06
Advanced Pairs Trading: A Literature Review on Machine Learning to Model Spreads
Hudson & Thames
Advanced Pairs Trading: A Literature Review on Machine Learning to Model Spreads
21:38
Advanced Pairs Trading: Sparse Mean Reversion Portfolio Selection
Hudson & Thames
Advanced Pairs Trading: Sparse Mean Reversion Portfolio Selection
46:11
Advanced Pairs Trading: Variations on the Copula Based Mispricing Index Strategy.
Hudson & Thames
Advanced Pairs Trading: Variations on the Copula Based Mispricing Index Strategy.
33:14
Advanced Pairs Trading: Vine Copula Trading Strategy
Hudson & Thames
Advanced Pairs Trading: Vine Copula Trading Strategy
27:04
Advanced Pairs Trading: The Principal Component Analysis (PCA) Approach
Hudson & Thames
Advanced Pairs Trading: The Principal Component Analysis (PCA) Approach
36:38
Advanced Pairs Trading: Machine Learning for Pairs Selection
Hudson & Thames
Advanced Pairs Trading: Machine Learning for Pairs Selection
14:56
Advanced Pairs Trading: Intro to the Copula Approach
Hudson & Thames
Advanced Pairs Trading: Intro to the Copula Approach
38:13
Pairs Trading: The Cointegration Approach and Minimum Profit Optimization
Hudson & Thames
Pairs Trading: The Cointegration Approach and Minimum Profit Optimization
26:05
Advanced Pairs Trading: Optimal Trading Rules
Hudson & Thames
Advanced Pairs Trading: Optimal Trading Rules
16:38
Pairs Trading: The Distance Approach
Hudson & Thames
Pairs Trading: The Distance Approach
31:45
Fellowship Program
Hudson & Thames
Fellowship Program
1:03