Finite Differences and Approximating Option Prices
1-D Heat Partial Differential Equation for Quant Finance
Optimal Trade Sizing with the Kelly Criterion
Finite Differences for Quant Finance
Statistics and Trading System P/L
Trading with the Black-Scholes Model - No Ph.D. Required
What is a Black-Scholes Model Framework?
How a Quant Trades Volatility
Trading with the Black-Scholes Model Assumptions
Market-Making and Trading with an Edge
Why Black-Scholes Can't Price Exotic Options
Why Pricing is Important in Quant Finance
Heston Model Implied Volatility Surface
Finding Edge in Mispricings
Trading and Surviving the Short-Run
The Hidden Levers of Trading Edge
An Option Contract is just a Game
Option Contracts are a Zero-Sum Game
Why Wall Street Hires PhDs
Black-Scholes Trading Edge
Trading is a Game of Incomplete Information
The Only Certainty in Trading
Trading Option Implied Volatility
Why Exotics Can't be Priced in a Black-Scholes Framework
Why The House Always Wins: Roulette Explained
Why Trading Desks Need to Quote Consistent Prices
There is No Mean Return of a Stock #trading #investing #stocks #finance
Two Facts About Volatility #trading #investing #stocks #finance
My Worst Algo Trading Loss #trading #investing #stocks #finance
Beating the Market is Absurd #trading #investing #stocks #finance
Options Market-Making Interview #trading #investing #finance #stocks
How Machines Learn in 60 Seconds #ai #artificialintelligence
What is Probability Anyway? #maths
What is Implied Volatility?
Quantitative Trading Signal Research
Excess Kurtosis and Portfolio Value at Risk (VaR)
What is Excess Kurtosis?
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About
🚀 Master Quantitative Skills with Quant Guild
I'm Roman, a Quantitative Researcher and Trader here to bridge the gap between theoretical concepts in quantitative finance and their practical applications. On this channel, you'll find everything from detailed technical breakdowns, game theory and trading discussions, project builds from scratch, market outlooks, podcast conversations with other quants and finance professionals, and my personal insights based on academic and professional experience.
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roman [dot] paolucci [at] columbia [dot] edu
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