Quantitative Finance & Algorithmic Trading Masterclass from Holczer Balazs

Quantitative Finance & Algorithmic Trading Masterclass from Holczer Balazs

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This Quantitative Finance & Algorithmic Trading Masterclass is about stock market fundamentals: how to use higher mathematics and quantitative approaches in order to eliminate the risk. First of all you have to consider the basics models: Markowitz-model is useful to eliminate risk by including more stock in a portfolio. CAPM model can measure the so-called market risk. Black-Scholes model can eliminate all the risk by combining options with underlying stocks. So these are the fundamental theories behind quantitative finance.

The next step is to use time series analysis. There are lots of bad models but combining ARIMA model with GARCH model is working quite fine. You will implement a concrete trading strategy from scratch in R and test it on historical data. Sure you will like it!Your Instructor

Holczer Balazs
Holczer Balazs

My name is Balazs Holczer. I am from Budapest, Hungary. I am qualified as a physicist and later on I decided to get a master degree in applied mathematics. At the moment I am working as a simulation engineer at a multinational company. I have been interested in algorithms and data structures and its implementations especially in Java since university. Later on I got acquainted with machine learning techniques, artificial intelligence, numerical methods and recipes such as solving differential equations, linear algebra, interpolation and extrapolation. These things may prove to be very very important in several fields: software engineering, research and development or investment banking. I have a special addiction to quantitative models such as the Black-Scholes model, or the Merton-model. Quantitative analysts use these algorithms and numerical techniques on daily basis so in my opinion these topics are definitely worth learning.

Courses Included with Purchase

Quantitative Finance & Algorithmic Trading in Python
Markowitz-portfolio theory, CAPM, Black-Scholes formula and Monte-Carlo simulations
Holczer Balazs
$15
Quantitative Finance & Algorithmic Trading II – Time Series
Random walk, autoregressive model, moving average model, arima model, arch and garch model
Holczer Balazs
$29
Original Price: $44

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