Learn about the basics of portfolio theory, which are a key for designing portfolios for mutual funds.

Photo by janilson furtado on Unsplash


Learn about stock volatility, ARCH and GARCH model and how GARCH model analyzes volatility.

Photo by Jayden Staines on Unsplash

Volatility

  • Measuring risks
  • Defining position sizes
  • Designing alpha…


Learn about advanced methods for time series analysis including ARMA, ARIMA.

Photo by Isaac Smith on Unsplash
  1. Random Walk
  2. Moving Averages Model (MA Model)
  3. Autoregression Model (AR Model)
  4. Autoregressive Moving Averages Model (ARMA Model)
  5. Autoregressive Integrated Moving Averages (ARIMA Model)

Random Walk Model


Learn about ETFs and how they are used by investors.

Photo by William Iven on Unsplash

Drawbacks of Mutual Funds

Drawbacks of Open-ended Mutual Funds

  1. An…

Gain an overview of Stocks, Indices and Funds.

Photo by Jamie Street on Unsplash

Index/Indices

Overview

  • Indices refer to an aggregated value of a group of stocks as a single number. For example, we have S&P500 and DJIA (Dow Jones Industrial Average) for USA, NIKKEI and HANG SENG for Asia and FTSE, EURO STOXX for Europe. These are all example of indices.
  • Indices are created by…


Learn about Pairs Trading and study tools used to identify stock pairs and how to make trading decisions.

Photo by Mark Finn on Unsplash

Mean Reversion Trading


Learn about regression and how regression relates to trading and other advanced methods.

Photo by Markus Winkler on Unsplash
  • Checking and transforming data.
  • Regression.
  • Box-whisker plots helps us visually check if a distribution is symmetric or skewed.
  • A histogram lets us check if a distribution is symmetric/skewed…


Learn about the overall quant workflow, including alpha signal generation, alpha combination and trading.

Photo by Markus Spiske on Unsplash


Photo by M. B. M. on Unsplash

Terminologies

Basics

  1. Stock : An asset that represents ownership in a company. A claim on part of a corportation’s assets and earnings. There are two main types, common and preferred.
  2. Share : A single share represents partial ownership of a company relative to the…

Purva Singh

Hi! I am a tech enthusiast currently working on leveraging language technologies to solve financial use-cases! View my work here: https://purvasingh96.github.io

Get the Medium app

A button that says 'Download on the App Store', and if clicked it will lead you to the iOS App store
A button that says 'Get it on, Google Play', and if clicked it will lead you to the Google Play store