Financial risk modeling | Linear programming | Financial models

Drawdown (economics)

The drawdown is the measure of the decline from a historical peak in some variable (typically the cumulative profit or total open equity of a financial trading strategy). Somewhat more formally, if is a stochastic process with , the drawdown at time , denoted ,is defined as: The average drawdown (AvDD) up to time is the time average of drawdowns that have occurred up to time :The maximum drawdown (MDD) up to time is the maximum of the drawdown over the history of the variable. More formally, the MDD is defined as: (Wikipedia).

Video thumbnail

MINI LESSON 11b: Drawdowns and Logs

Quick presentation of drawdowns and the necessity to use logarithms for returns.

From playlist MINI LECTURES IN PROBABILITY

Video thumbnail

Introduction to Fair Division

This video introduced fair division. Site: http://mathispower4u.com

From playlist Fair Division

Video thumbnail

Stocks and ratios

A problem comparing gains and losses in stocks

From playlist Middle School - Worked Examples

Video thumbnail

What is a Protective Put? Options Trading Strategies

These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patrick on twitter here: https://twitter.com/PatrickEBoyle What is a Protective Put? A pr

From playlist Class 2: An Introduction to Options

Video thumbnail

Want to understand climate change? Read these 5 books

Climate change can be overwhelming. It is the biggest challenge currently facing the world. So here are five books that you can read to understand it better. Links to the books: - Uninhabitable Earth https://geni.us/uninhabitableearth - Discovery of Global Warming https://geni.us/weartdi

From playlist Book videos!

Video thumbnail

Robert FREY - 180 years of Market Drawdowns

Friends of IHES held the Mathematical Finance colloquium “An Analysis of 180 Years of Market Drawdowns” on 30 June 2015 at 6.00 pm in New York, in presence of Emmanuel Ullmo, the IHÉS director. Presentation was made by Dr. Robert J. Frey, Director, Program in Quantitative Finance, Stony B

From playlist Évenements grand public

Video thumbnail

Solve the general solution for differentiable equation with trig

Learn how to solve the particular solution of differential equations. A differential equation is an equation that relates a function with its derivatives. The solution to a differential equation involves two parts: the general solution and the particular solution. The general solution give

From playlist Differential Equations

Video thumbnail

Merging Science & Contemplative Practice for Climate Action, w/ Drawdown’s Crystal Chissell

Project Drawdown has led years of research and analysis by scholars around the world to identify – based on review of scientific study and data collection by the world’s scientists – the proven technologies and practices that are most effective in reversing the buildup of greenhouse gases

From playlist Contemplation By Design

Video thumbnail

The rotten core of the new IPCC report

The IPCC have finally released the Working Group 3 report, detailing how we can combat climate change. Unfortunately there is a rotten core to it... - Read the IPCC WG3 report: https://report.ipcc.ch/ar6wg3/pdf/IPCC_AR6_WGIII_SummaryForPolicymakers.pdf - Miriam and Adam's video: https://w

From playlist Science videos

Video thumbnail

Discussant - Fabienne Brion

Comment les institutions traitent leur public International Conference supported by the European Research Council École des Hautes Études en Sciences Sociales (Paris) and Institute for Advanced Study (Princeton) Paris, 11 & 12 June 2012 More videos on http://video.ias.edu

From playlist Social Science

Video thumbnail

Analyzing Backtest with Pyfolio - Algorithmic Trading with Python and Quantopian p. 8

In this Algorithmic Trading with Python and Quantopian tutorial, we analyze our back test in the research environment using Pyfolio How to get an allocation webinar: https://www.youtube.com/watch?v=bvUdDFpsZ3o&feature=youtu.be https://pythonprogramming.net https://twitter.com/sentdex htt

From playlist Python Programming for Finance

Video thumbnail

Applied Portfolio Management - Class 7 - Hedge Fund Strategies - How Hedge Funds Invest

All slides are available on my Patreon page: https://www.patreon.com/PatrickBoyleOnFinance Applied Portfolio Management - How Hedge Funds Invest. In todays class we learn what a hedge fund is, we learn why people invest in them, and how hedge funds and other alternative investments might

From playlist Applied Portfolio Management

Video thumbnail

Why the language of fear won’t help us stop climate change | Cheryl Heller | Big Think

Why the language of fear won’t help us stop climate change Watch the newest video from Big Think: https://bigth.ink/NewVideo Join Big Think Edge for exclusive videos: https://bigth.ink/Edge ---------------------------------------------------------------------------------- Climate change i

From playlist Climate change: Challenges & solutions | Big Think

Video thumbnail

[See Description] Achieving Targets and Shorting - Python for Finance with Zipline and Quantopian 8

UPDATED series: https://pythonprogramming.net/quantopian-trading-strategies-introduction-python-programming-for-finance/ This series has become outdated with Quantopian 2.0. In this tutorial for Python and Finance using Quantopian and Zipline, we cover how to incorporate shorting logic

From playlist Python for Finance with Zipline and Quantopian

Video thumbnail

Causal Inference Introduction

Causal Inference is a set of tools used to scientifically prove cause and effect, very commonly used in economics and medicine. This series will go over the basics that any data scientist should understand about causal inference - and point them to the tools they would need to perform it.

From playlist Causal Inference - The Science of Cause and Effect

Related pages

Expected shortfall | Sterling ratio | Risk measure | Wiener process | Brownian motion | Pseudocode | Mathematical optimization | Stochastic process | Risk return ratio | Linear programming | Calmar ratio | Sharpe ratio