Quantitative finance collector
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Quantitative Finance Collector is a blog on Quantitative finance analysis, financial engineering methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management. Random thoughts on financial markets and personal staff are posted at the sub personal blog.

Mar 9
Hidden Markov model applied to FX prediction: can we use Markov Switching model for trading strategy?

3 ways to the use the 200 day moving average: 3 ways to use 200 day moving average to identify trend, slope and crossover.

Modeling Interest Rates with One Factor and Maturity-Dependent Volatility: detailed example of using Heath Jarrow and Morton (HJM) interest rate model.

Interview: Patrick Burns Quantitative Finance in R: the founder of Burns Statistics, providing consulting and bespoke software specializing in quantitative finance, programming in the S language, and optimization via genetic algorithms and simulated annealing.

Multiple Factor Model – Building 130/30 Index: detailed R example how to build 130/30 Index based on the a multiple factor model.
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