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A theoretical framework for analyzing investment portfolios based on their expected return and risk.
|pricing× 63||garch× 61||
[Think of it as insurance. When people decide to hedge, they are insuring themselves against a negative event. This doesn't prevent a negative event from happening, but if it does happen and you're pr…
|derivatives× 60||bond× 58||portfolio× 56||historical-data× 55|
generally speaking the way markets are organized at the impact of there structure on the price formation process.
Value at Risk, a widely used risk measure of the risk of loss on a specific portfolio of financial assets.
|risk-models× 49||mathematics× 48||simulations× 47||swaps× 47|
|forecasting× 47||econometrics× 47||brownian-motion× 45||
often used in statistical abitrage as a way to identify how to combine some tradable instrument to obtain a *mean reverting* one.
a market-neutral trading strategy enabling traders to profit from virtually any market conditions: uptrend, downtrend, or sideways movement. This strategy is categorized as a statisti…
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Market makers provide liquidity to the market by quoting bid and ask prices for most of the time. The pricing in absolute terms is not as important as finding relative mispricing. The market microstru…
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The prioritized list of resting orders held by the exchange. Each limit order represents an obligation to buy or sell. The most common type of order book is prioritized first by price and them by time…
A measure of the degree of linear association between a pair of random variables.
the process of taking in inputs such as market data, current news, and producing orders without human intervention.
Excess return per unit of deviation in return.
The calculated approximation of a result which is usable even if input data may be incomplete or uncertain.