would love to have a video detailing how you would become a quant if you were to do it over again: books, courses, any material, learning process, order of learning content for each subcategory (e.g., finance = learn what moves markets, then how derivatives work, then types of strategies | stats = linear regression, probability/bayesian thinking/game or gambling theory | coding = etc.). include resources you use such as quant.stackexchange, data sources, research, etc. cheers man, looking forward to your thoughts. great content btw!
Hey man! Thanks for sharing all this precious information Just a quick note: - when you are showing the results of the simulation without antithetics variables, the results printed are C0 and SE instead of C0w and SEw
Thanks for pointing that out, yes I’ve made a typo writing out the first two SDEs, but haven’t carried that forward. All the Monte Carlo equations are ok 👍
Can you make more videos about distribution and crypto? I mean, how to use value at risk with other distributions in bitcoin(besides the normal one and non parametric tests)? Thank you very much
would love to have a video detailing how you would become a quant if you were to do it over again: books, courses, any material, learning process, order of learning content for each subcategory (e.g., finance = learn what moves markets, then how derivatives work, then types of strategies | stats = linear regression, probability/bayesian thinking/game or gambling theory | coding = etc.). include resources you use such as quant.stackexchange, data sources, research, etc. cheers man, looking forward to your thoughts. great content btw!
+1
Hey man!
Thanks for sharing all this precious information
Just a quick note:
- when you are showing the results of the simulation without antithetics variables, the results printed are C0 and SE instead of C0w and SEw
Any plans for videos on Hamilton Jacobi Bellman optimization?
Always happy for video suggestions 👍
Thanks for your helpful video! For the variance calculation of Monte Carlo, why did you divide by (M-1) instead of M?
is the next video on delta and gamma based control variates?
Question is how to get this antithetic variates exactly in practice?
I believe both the drift and volatility terms are not dSt but just St
Thanks for pointing that out, yes I’ve made a typo writing out the first two SDEs, but haven’t carried that forward.
All the Monte Carlo equations are ok 👍
Can you make more videos about distribution and crypto? I mean, how to use value at risk with other distributions in bitcoin(besides the normal one and non parametric tests)? Thank you very much
I recommend watching my video on historical VaR, this will apply for an financial assets distribution