Markets
WHAT DRIVES CREDIT? Understanding the Cross Section of Expected Corporate Bond Returns (Part II)
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Markets
Pairs Trading: Building a Backtesting Environment with Python
Download PDF Introduction Statistical arbitrage is a class of trading strategies that profit from exploiting what are believed to be market inefficiencies. These inefficiencies are determined through statistical and econometric techniques. Note that the arbitrage part should by no means suggest a riskless strategy, rather a strategy in which risk Read more…
Markets Old Articles
Value at Risk in Python – Shaping Tech in Risk Management
The aim of this article is to give a quick taste of how it is possible to build practical codes in Python for financial application using the case of Value at Risk (VaR) calculation. The following paragraph will present a brief introduction to Python, then the article will continue with Read more…