What are index options? What are currency options?
In todays video we will learn about options on foreign exchange and index options. 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
From playlist Class 5 - Options Wrap Up
Monique Jeanblanc: Arbitrages in a progressive enlargement of filtration
Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b
From playlist Probability and Statistics
Volatility Arbitrage - How does it work? - Options Trading Lessons
What is Volatility Arbitrage? Volatility arbitrage is a trading strategy that attempts to profit from the difference between the forecasted price-volatility of an asset, like a stock, and the implied volatility of options on that asset. These classes are all based on the book Trading and
From playlist Class 4 The Greeks & Dynamic Hedging
Make Money Betting on Politics - Arbitrage with Predictit
Step-by-step tutorial to find and profit from arbitrage opportunities on Predictit. Predictit is market with unique attributes that makes it the perfect place for arbitrage: it is closed to big players like banks and hedge funds, and it lets you bet on political outcomes. - PredictIt arb
From playlist Finance, Probability, and Other Stuff
An easy to understand and easy to use method that I use to pick stocks! Link to the code : https://github.com/ritvikmath/Time-Series-Analysis/blob/master/Investing.ipynb Link to file containing ticker data : https://github.com/ritvikmath/Time-Series-Analysis/blob/master/series_tickers.p
From playlist Stock Trading Principles
Merger Arbitrage Hedge Fund Strategy ― How Does it Work?
#mergerarbitrage #hedgefunds #trading #riskarbitrage Merger Arbitrage is an absolute return hedge fund trading strategy that aims to profit from predictable moves in stock prices that occur once a merger deal has been announced. 2020 has not been a great period for this strategy as a numbe
From playlist Corporate Finance
Do Companies Pay For Index Membership?
Do Companies Buy S&P500 Membership? A new working paper attempts to figure out why some companies make it into the blue-chip stock market index. In recent years there has been a huge shift away from active asset management and towards passive, index-tracking funds. The indices that these
From playlist What is Happening In The Market?
Bitcoin Trading - Relative Strength Index (RSI)
This video shows you how to add the RSI to python, so we can use RSI for backtesting. I cover a bunch of trading indicators in my channel, if you want to try something else check out: http://www.youtube.com/playlist?list=PLQVvvaa0QuDdOmhRb_AHkhHv7aBfHalhX As Bitcoin, and other cryptocurre
From playlist Bitcoin
Applied Portfolio Management | Hedge Funds (Part 2) How Hedge Funds Invest | Trading Strategies
All slides are available on my Patreon page: https://www.patreon.com/PatrickBoyleOnFinance Applied Portfolio Management - How Hedge Funds Invest. Part Two In yesterdays class we learned what a hedge fund is, why people invest in them, and how hedge funds and other alternative investments
From playlist Applied Portfolio Management
Erratum: this solution doesn't properly deal with the rule that edges can be modified by up 0.001. The problem actually turns out to be much harder than we realized at the time, and we're not sure if it has a good solution! This solution solves all the test cases, however, which were not s
From playlist CS50x Coding Contest 2016 Postmortems
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
Daniel Balint: Discounting invariant FTAP for large financial markets
Abstract: For large financial markets as introduced in Kramkov and Kabanov 94, there are several existing absence-of-arbitrage conditions in the literature. They all have in common that they depend in a crucial way on the discounting factor. We introduce a new concept, generalizing NAA1 (K
From playlist Probability and Statistics
Stanford Seminar - Evolution of a Web3 Company
This talk was given the week of October 3, 2022. Guest speaker: Sam Green, Co-Founder & Head of Research at Semiotic Labs. #web3
Third SIAM Activity Group on FME Virtual Talk
Speaker: Bruno Dupire, Head of Quantitative Research, Bloomberg LP Title: The Geometry of Money and the Perils of Parameterization Abstract: Market participants use parametric forms to make sure prices are orderly aligned. It may prevent static arbitrages but could it lead to dynamic arb
From playlist SIAM Activity Group on FME Virtual Talk Series
3 1 Model independent relations forwards, futures and swaps Part 1
BEM1105x Course Playlist - https://www.youtube.com/playlist?list=PL8_xPU5epJdfCxbRzxuchTfgOH1I2Ibht Produced in association with Caltech Academic Media Technologies. ©2020 California Institute of Technology
From playlist BEM1105x Course - Prof. Jakša Cvitanić
Risk Management of Option Books with Arbitrage-Free Neural-SDE Market Models (SIAM FME)
SIAM Activity Group on FME Virtual Talk Series Join us for a series of online talks on topics related to mathematical finance and engineering and running every two weeks until further notice. The series is organized by the SIAM Activity Group on Financial Mathematics and Engineering. Spe
From playlist SIAM Activity Group on FME Virtual Talk Series
How To Use Amazon & eBay APIs To Perform Automated Retail Arbitrage | Introduction | #programming
Don’t forget to subscribe! In this project series, you will learn how to use amazon and eBay APIs to perform automated retail arbitrage. Would it be perfect to take an apple from downtown and sell it for 2x or 3x uptown? Replace apple with a given myriad options products on Amazon/eBay, a
From playlist Use Amazon & eBay APIs To Perform Automated Retail Arbitrage
Reduced form Setting undr Model Uncertainty w/ Nonlinear Affine Intensities - Prof Francesca Biagini
Abstract In this talk we present a market model including financial assets and life insurance liabilities within a reduced-form framework under model uncertainty by following [1]. In particular we extend this framework to include mortality intensities following an affine process unde
From playlist Uncertainty and Risk
Time Series Talk : Autoregressive Model
Gentle intro to the AR model in Time Series Forecasting My Patreon : https://www.patreon.com/user?u=49277905
From playlist Time Series Analysis