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Fridays | 9:20 - 9:40A CT

The Skinny on Quantitative Finance

Quantitative finance is an interdisciplinary field where markets are analyzed with mathematics, statistics, and computer science. This relatively new, rapidly evolving discipline has revolutionized trading and the industry as a whole. From classic pricing models to machine learning, this series explores the tools and concepts in quantitative finance in search of applications on a retail level.

What's a Bitcoin Part 2
Mar 26, 2021

tastytrade discusses the specific mechanisms that facilitate Bitcoin transactions.

What's a Bitcoin Part 1
Mar 12, 2021

How exactly do you construct a secure, digital currency that is not issued or regulated by a centralized authority? In part 1 we will give a conceptual overview, and in part 2 we will discuss the technology in more detail.

More on LPPL Models
Feb 26, 2021
Tom, Tony and Julia are going to discuss the LPPL model in more detail and the types of indicators that can be created from it.
Power Laws
Feb 12, 2021

tastytrade define and discuss power laws and how they can be applied to financial markets.

Structuring a Pairs Trade
Jan 29, 2021

tastytrade discusses one way we can structure a pairs trade using techniques from quantitative finance.

Stationary Processes
Jan 15, 2021

tastytrade discusses stationarity and some examples of stationary processes in finance.

Risk Parity Portfolio Allocation
Dec 11, 2020
Join Tom, Tony and Julia as they discuss risk parity portfolio allocation and the pros/cons of implementing this type of optimization strategy.
Risk Parity Portfolio Allocation
Dec 11, 2020

Join Tom, Tony and Julia as they discuss risk parity portfolio allocation and the pros/cons of implementing this type of optimization strategy.

Conditional Value at Risk
Nov 20, 2020
Join Tom, Tony and Julia as they discuss VaR/CVaR, and show some examples of how these metrics can be used in practice.
Conditional Value at Risk
Nov 20, 2020
Join Tom, Tony and Julia as they discuss VaR/CVaR, and show some examples of how these metrics can be used in practice.
Kalman Filters
Nov 6, 2020
Join Tom, Tony and Julia as they discuss how Kalman Filters can be used to better estimate time-dependent financial parameters.
Testing GARCH Models
Oct 23, 2020
Join Tom, Tony and Julia as they discuss trading more selectively according to GARCH volatility forecasts.
GARCH Models
Oct 9, 2020
Join Tom, Tony and Julia as they discuss GARCH models and how they can be used to account for autocorrelation in equity returns.
GARCH Models
Oct 9, 2020
Join Tom, Tony and Julia as they discuss GARCH models and how they can be used to account for autocorrelation in equity returns.
Testing Hidden Markov Models
Sep 25, 2020
Join Tom, Tony and Julia as they discuss an example of how HMMs can be integrated into short options strategies.
Hidden Markov Models
Sep 11, 2020
tastytrade discusses Hidden Markov Models and how they can be used to detect volatility regime changes.
Dynamic PCA
Aug 28, 2020
Today Tom, Tony and Julia use PCA to gain a qualitative understanding of the 2020 Selloff and the current market environment.
Principal Component Analysis
Aug 14, 2020
Today Tom, Tony and Julia discuss Principal Component Analysis.
The Efficient Market Hypothesis
Jul 31, 2020
Today Tom, Tony, and Julia discuss the Efficient Market Hypothesis and how it is integrated into the tastytrade mechanics.

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