Joint Default Probability -- Bernoulli Probability Distribution -- Joint, Marginal, Conditional
Finance DataLab
Joint Default Probability -- Bernoulli Probability Distribution -- Joint, Marginal, Conditional
8:34
What Will Happen to the Stock Market Next? — A Long-term View of SPX
Finance DataLab
What Will Happen to the Stock Market Next? — A Long-term View of SPX
18:06
Technical Analysis -- Support and Resistance of S&P 500 (SPX, Jan 2022) -- Fibonacci Retracement
Finance DataLab
Technical Analysis -- Support and Resistance of S&P 500 (SPX, Jan 2022) -- Fibonacci Retracement
6:53
Trading Psychology -- Fear/Hope -- (Reverse) Disposition Effect -- Loss Aversion
Finance DataLab
Trading Psychology -- Fear/Hope -- (Reverse) Disposition Effect -- Loss Aversion
16:07
Daily Returns of Stocks (FAANG) and Equity Indices (SPX, NASDAQ etc.) -- Basic Statistics -- Python
Finance DataLab
Daily Returns of Stocks (FAANG) and Equity Indices (SPX, NASDAQ etc.) -- Basic Statistics -- Python
49:50
Value vs. Growth: Is it worth the effort to rotate?
Finance DataLab
Value vs. Growth: Is it worth the effort to rotate?
23:53
Technical Analysis -- Understanding Average True Range (ATR)
Finance DataLab
Technical Analysis -- Understanding Average True Range (ATR)
8:17
Technical Analysis -- Understanding Exponential Moving Average vs. Simple Moving Average
Finance DataLab
Technical Analysis -- Understanding Exponential Moving Average vs. Simple Moving Average
10:40
Geometric Brownian Motion SDE -- Monte Carlo Simulation -- Python
Finance DataLab
Geometric Brownian Motion SDE -- Monte Carlo Simulation -- Python
26:15
Bond Basics I -- Cash Flows -- Parameters -- Price (PV) -- Yield to Maturity -- Duration -- Par Rate
Finance DataLab
Bond Basics I -- Cash Flows -- Parameters -- Price (PV) -- Yield to Maturity -- Duration -- Par Rate
6:35
Double your money! -- Rule of 72
Finance DataLab
Double your money! -- Rule of 72
4:58
The Monty Hall Problem -- Brain Teaser -- Probability Puzzle
Finance DataLab
The Monty Hall Problem -- Brain Teaser -- Probability Puzzle
6:49
Reminiscences of a Stock Operator by Edwin Lefevre -- Trading Tips and General Principles
Finance DataLab
Reminiscences of a Stock Operator by Edwin Lefevre -- Trading Tips and General Principles
8:40
Stochastic Integral Ws * ds -- Ito Integral -- Ito Isometry -- Brownian Motion
Finance DataLab
Stochastic Integral Ws * ds -- Ito Integral -- Ito Isometry -- Brownian Motion
4:26
Basic Statistics in Finance: 5 Useful Numbers -- Probabilities/Z-Score -- VaR (Value-at-Risk)
Finance DataLab
Basic Statistics in Finance: 5 Useful Numbers -- Probabilities/Z-Score -- VaR (Value-at-Risk)
5:05
European Options Put-Call Parity -- Arbitrage-Free Portfolio Construction -- Delta-hedged Portfolio
Finance DataLab
European Options Put-Call Parity -- Arbitrage-Free Portfolio Construction -- Delta-hedged Portfolio
8:05
Technical Analysis -- Bollinger Bands -- Mean Reversion -- Breakout
Finance DataLab
Technical Analysis -- Bollinger Bands -- Mean Reversion -- Breakout
9:59
European Call Option -- Value, Greeks (Delta, Gamma), Time Evolution -- Black Scholes model
Finance DataLab
European Call Option -- Value, Greeks (Delta, Gamma), Time Evolution -- Black Scholes model
1:58
Is China the largest economy already -- What is GDP (PPP)
Finance DataLab
Is China the largest economy already -- What is GDP (PPP)
9:40
Shiller P/E -- CAPE Ratio -- Economic Cycle -- Market Bubbles
Finance DataLab
Shiller P/E -- CAPE Ratio -- Economic Cycle -- Market Bubbles
4:55
VIX -- Volatility – Fear Gauge of the Market
Finance DataLab
VIX -- Volatility – Fear Gauge of the Market
7:16
Binomial Option Pricing Model
Finance DataLab
Binomial Option Pricing Model
10:46
Understanding Volatility Skew/Smile
Finance DataLab
Understanding Volatility Skew/Smile
4:32
Derivation Of the Black-Scholes Equation (SDE)
Finance DataLab
Derivation Of the Black-Scholes Equation (SDE)
3:24
Some Intuitive Understanding Of Black-Scholes Formula
Finance DataLab
Some Intuitive Understanding Of Black-Scholes Formula
3:29
Technical Analysis -- Fibonacci Retracement -- Support and Resistance -- Golden Ratio
Finance DataLab
Technical Analysis -- Fibonacci Retracement -- Support and Resistance -- Golden Ratio
4:44
Danger Of Leverage/Margin [Investing with Borrowed Money]
Finance DataLab
Danger Of Leverage/Margin [Investing with Borrowed Money]
4:23
Arbitrage-free Bond Yield Calibration
Finance DataLab
Arbitrage-free Bond Yield Calibration
2:00
Geometric Brownian Motion
Finance DataLab
Geometric Brownian Motion
4:04
Ornstein Uhlenbeck Process -- Ito Isometry -- Ito Integral -- Stochastic Process
Finance DataLab
Ornstein Uhlenbeck Process -- Ito Isometry -- Ito Integral -- Stochastic Process
6:48
How to generate random variables following multivariate normal distribution
Finance DataLab
How to generate random variables following multivariate normal distribution
2:33
Same Pairwise Correlation Coefficient for Multiple Variables
Finance DataLab
Same Pairwise Correlation Coefficient for Multiple Variables
2:22
What is Short Selling? -- Why does It Exist? -- What is Short Squeeze?
Finance DataLab
What is Short Selling? -- Why does It Exist? -- What is Short Squeeze?
11:24
Geometric Series
Finance DataLab
Geometric Series
2:06
Integral of WdW -- Stochastic Calculus -- Ito's Lemma
Finance DataLab
Integral of WdW -- Stochastic Calculus -- Ito's Lemma
1:58
An Informal Derivation of Ito's Lemma in Stochastic Calculus
Finance DataLab
An Informal Derivation of Ito's Lemma in Stochastic Calculus
3:07
Straddle and Strangle Option Trading Strategies
Finance DataLab
Straddle and Strangle Option Trading Strategies
3:04
Some [General] Quotes from Peter Lynch's Beating the Street (and Warren Buffett)
Finance DataLab
Some [General] Quotes from Peter Lynch's Beating the Street (and Warren Buffett)
3:36
Why Losing Money is Easier than Making Money (In Investing/Trading) ? -- The Asymmetry of Returns
Finance DataLab
Why Losing Money is Easier than Making Money (In Investing/Trading) ? -- The Asymmetry of Returns
2:27
Why Option Trading is Dangerous? -- Time Decay of Option Value
Finance DataLab
Why Option Trading is Dangerous? -- Time Decay of Option Value
3:19
What is 60/40 Portfolio? -- Diversification -- Long-term Investing
Finance DataLab
What is 60/40 Portfolio? -- Diversification -- Long-term Investing
3:56
Power of Dividend [Investing]
Finance DataLab
Power of Dividend [Investing]
3:38