Harbourfront Technologies
Trend-following Trading System, Quantitative Trading in Python
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Harbourfront Technologies
Mean Reverting Trading System, Quantitative Trading in Python
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Autocorrelation Properties of SP500-Quantitative Trading in Python
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How to Determine Implied Dividend Yield-Derivative Valuation in Excel
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Exponentially Weighted Historical Volatility in Excel-Volatility Analysis in Excel
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Modern Portfolio Theory-Effect of Diversification on the Optimal Portfolio
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Modern Portfolio Theory-Searching For the Optimal Portfolio-Portfolio Management in Python
2:23
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Modern Portfolio Theory-Portfolio Management in Python
2:40
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Statistical Analysis of an ETF Pair-Quantitative Trading In Python
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Derivative Valuation Services
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Forecasting Implied Volatility with ARIMA Model-Volatility Analysis in Python
2:08
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Forecasting Volatility with GARCH Model-Volatility Analysis in Python
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Implied Volatility Of Options-Volatility Analysis in Python
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How to Calculate Stock Beta in Excel-Replicating Yahoo Stock Beta
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Valuation of Callable Putable Bonds-Derivative Pricing in Python
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Valuation of Warrants-Derivative Pricing in Python
4:18
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Performance Share Units-Derivative Valuation in Python
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Employee Stock Options-Derivative Pricing in Python
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Valuing American Options Using Monte Carlo Simulation –Derivative Pricing in Python
2:11
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Garman-Klass-Yang-Zhang Historical Volatility Calculation – Volatility Analysis in Python
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Garman-Klass Volatility Calculation – Volatility Analysis in Python
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Parkinson Historical Volatility Calculation – Volatility Analysis in Python
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Close-to-Close Historical Volatility Calculation – Volatility Analysis in Python
2:21
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What is Stock Beta and How to Calculate Stock Beta in Python
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Correlation Between the VVIX and VIX indices
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Value At Risk Financial Risk Management in Python
2:18
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Valuing European Options Using Monte Carlo Simulation Derivative Pricing in Python
2:09
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Black Scholes Merton Option Pricing Model Derivative Pricing in Python
1:46
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Valuing a Convertible Bond-Derivative Pricing in Python
1:46
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How Will Negative Interest Rates Affect Derivative Pricing Models?
3:00
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A Simple Hedging System with Time Exit
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VIX Mean Reversion After a Volatility Spike
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A Simple System For Hedging Long Portfolios
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Is a 4% Down Day a Black Swan?
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Mean Reverting and Trending Properties of SPX and VIX
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Statistical Distributions of the Volatility Index
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Are Short Out-of-the-Money Put Options Risky? Part 2: Dynamic Case
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Are Short Out-of-the-Money Put Options Risky?
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Using a Market Timing Rule to Size an Option Position, A Static Case
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Volatility Trading Strategies, a Comparison of Volatility Risk Premium and Roll Yield Strategies
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Using a Market Timing Rule to Size an Option Position
3:12
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Stationarity and Autocorrelation Functions of VXX-Time Series Analysis in Python
2:19
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Differences Between the VIX Index and At-the-Money Implied Volatility
2:15
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Is Asset Dynamics Priced In Correctly by Black-Scholes-Merton Model?
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Merton Model for Credit Risk Management and a Case Study
2:18
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Valuation of European and American Options in Python
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Interest Rate Swap-Derivative Pricing in Python
2:33
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Weighted Average Cost of Capital (WACC)-Business Valuation Calculator in Excel
2:06
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Derivative Valuation-How to Price a Convertible Bond
3:19
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Valuing a Fixed Rate Bond-Derivative Pricing in Python
1:57
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Interest Rate Swap-Derivative Pricing in Excel
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Valuing an American Option Using Binomial Tree-Derivative Pricing in Excel
2:42
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Valuing an American Option Using Barone-Andesi-Whaley Approximation
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Valuing a European Option-Derivative Pricing in Excel
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A Volatility Trading System-Time Series Analysis in Python
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