37:11

Heston Stochastic Volatility Model and Fast Fourier Transforms

43:46

Finite Differences Option Pricing for Quant Finance

52:19

Stochastic Differential Equations for Quant Finance

16:24

How to Trade with the Kelly Criterion

29:00

What Does AI Actually Learn

30:20

How to Trade with an Edge

22:57

Why Monte Carlo Simulation Works

29:16

How to Price Exotic Options

31:59

Ito Integration Clearly and Visually Explained

31:06

Trading with the Black-Scholes Implied Volatility Surface

21:33

Ito's Lemma Clearly and Visually Explained

29:49

Gambler's Ruin Problem in Quant Trading

59:59

A Quant Derives the Karhunen–Loève Expansion of the Brownian Bridge in Continuous-Time

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Is Quant Trading Gambling? Roulette, Poker, and Trading

23:56

How to Simulate Fractional Brownian Motion (fBm) via Davies-Harte

27:02

Trading with Violated Model Assumptions

38:18

How to Trade Option Implied Volatility

17:41

How to Trade

24:30

Expected Stock Returns Don't Exist

21:15

Why Portfolio Optimization Doesn’t Work

24:26

Monte Carlo Simulation and Black-Scholes for Pricing Options

26:18

Why Quant Traders Care About Pricing

19:33

Normally Distributed Returns and Value of an Annuity Due

29:26

Analyzing Stock Returns with Principal Component Analysis in Python

17:20

Fundamental Theorem of Calculus and Area of Bounded Regions

18:55

Information and Stock Price Prediction

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How to Build an AI Trading Bot in Python

31:29

Uniform Probability and Binomial Random Variables

24:27

Quant Investing for Beginners

38:03

Can AI Learn Black-Scholes?

12:18

Equity Trading and Tariffs

30:47

Managing Option Portfolios with Black-Scholes Greeks

20:09

A Quant's Visual Guide to Progress

17:28

Delta Hedging and Black-Scholes Prices

11:53

Why is the Definition of a Derivative Useful?

14:56

Martingale Volatility Trading

05:49

Watch a Quant (Try To) Do 2 Digit Mental Multiplication

16:49

How to Trade with the Black-Scholes Model

05:16

I Made an Open-Source Market-Making Game to Practice Trading

20:55

Analyzing Trading Strategy Performance Over Time

22:54

How to Make & Lose Money Trading

20:48

Control Variates for Variance Reduction

48:37

Inverse Transform Method for Generating Random Variables

23:25

How Machines Learn: Gradient Descent, Stochastic Gradient Descent, Simulated Annealing

23:20

Quant Guild's Macroeconomic Outlook (03/03/2024)

29:44

Markovian Modeling using First Step Analysis

41:31

Mastering Markov Chains for Quant Interviews

37:23

Chapman-Kolmogorov Equations with Applications to Discrete Homogeneous Markov Chains

27:14

What Happens when the Expectation is Infinity?

36:07

Quant Interview Questions | Consecutive Coin Flip Payouts

15:39

Quant Interview Questions | Probabilities of Minimum and Maximum Functions

23:02

Executive Compensation and Firm Performance

36:46

Simulating Brownian Motion in Python

34:21

Graduate Level Research at an Ivy League University

55:12

Moment Generating Functions and Normal Random Variables

03:02

Critical Values in 3 Minutes

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Expectation, Variance, Independence, Covariance, and Correlation

41:46

Applied Statistics and Statistical Inference

34:53

The Method of Maximum Likelihood Estimation

20:58

StockTwits Social Sentiment and Analyst Recommendations to Optimize Trading Strategies