Markets

Kalman Filters From Scratch
Time Series analysis using stock market data and machine learning.
Stephanie Wu 吳珊妮
Oct 11, 2022 5 min read Finance, Programming
Kalman Filters From Scratch
Market Impact Models
Clarifying transaction cost and how they impact algorithm performace.
Stephanie Wu 吳珊妮
Sep 3, 2022 11 min read Finance, Programming
Market Impact Models
The Importance of Beta Hedging (Part 1)
Hedging means protection. Everyone knows that; however, not all forms of protection is created equal.
Stephanie Wu 吳珊妮
Mar 16, 2022 5 min read Finance, Programming
The Importance of Beta Hedging (Part 1)