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

01:03:48

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

21:15

Building a Contemporaneous Social Sentiment Trading Strategy using Financial Modeling Prep's API

09:07

Correcting the Interpretation of a Confidence Interval

15:46

Intuition for Law of Large Numbers and Central Limit Theorem

02:45

C/C++ Pass by Value and Pass by Reference in 3 Minutes

02:49

C/C++ Pointers in 3 Minutes

16:19

Stock Price Process Intuition for Equity Derivatives

26:38

Building a Profitable Algorithmic Trading System in Java (Crypto & Equities) | Chapter 1: Connection

13:58

How to Build Fast Neural Networks with GPU using PyTorch

12:52

People Publish Trading Strategies? | Tetlock 2007 Paper Review

15:37

Deep Learning (Rough) Volatility Paper Review

02:31

Workshop Wednesday Check-In

07:38

Time Value of Money and Computing Compound Interest

11:07

Linear Regressions in Python

16:34

What are European Options?

13:22

The Normal Distribution in Python

13:12

The Normal Distribution

23:31

Linear Algebra: Linear Independence | Math Mondays?

16:01

Introduction to Python | Chapter IV: Multithreading

01:58

Introduction to Python

09:21

Correlated Brownian Motions in Python

05:58

Top 5 Python Tricks in 5 Minutes

15:04

What is Market Implied Volatility?

08:57

Monte Carlo Integration in Python

17:34

How to Find the Black-Scholes-Merton Partial Differential Equation

25:48

Linear Regression Clearly Explained with Matrices

07:34

Forecasting my Subscribers for 2023

17:54

Why is Portfolio Rebalancing Important?

15:34

Understanding and Calculating Option Greeks in Python

12:49

Time Series Analysis: Why are Unit Roots Important?

05:43

How to Build Interactive Python Web Apps in Seconds

01:12

Welcome to Quant Guild

02:53

Python Bachelier Model Simulation in 3 Minutes

17:49

Bachelier Model Call Option Price Derivation

20:09

Intuitive Introduction to Brownian Motion

10:47

Quant Paper Review: P (buy-side) versus Q (sell-side) Quants

13:14

Geometric Brownian Motion in Python

13:18

Solving Geometric Brownian Motion

09:11

Quantitative Finance Episode 003 | Equity Options II

13:10

Quantitative Finance Episode 002 | Equity Options I

19:13

Backtesting Quant Strats in Python | Quantitative Research

06:05

Quantitative Finance in Python | Q-Fin Python Library

09:51

Quantitative Finance Episode 001 | Time Value of Money

16:49

Algorithmic Multi-Greek Hedging using Python