Random Walk Processes
A random walk is defined as a process where the current value of the variable is composed of the past value plus white noise. A white noise process is a […]
Category Archives: Quantitative Finance
Laws of Forecasting
In my study of time series analysis I have summed up three important laws for forecasting. We assume that the future will behave like the past. Even if we know […]
Simple Algo Trading
An algorithm is a specific set of clearly defined instructions aimed to carry out a task or process. Algorithmic trading, also known as automated trading, black-box trading, or simply algo-trading, is the […]
Matlab and Stock Data
For algorithmic trading strategies and backtesting them, it is important to obtain historical data of the stocks you want to trade. In this post I describe how you can download […]
Mad Mind of a PhD Student 