Articles

Educational articles covering quantitative finance topics including risk metrics, portfolio optimization, derivatives pricing, and trading strategies. Latest articles sorted by date.

Order Flow Analysis

liquidity
trading
statistics

An introduction to order flow analysis, bid-ask spreads, and market impact modeling.

January 19, 2026

Yield Curve Construction

regression
investing
statistics

An introduction to yield curve construction, bootstrapping, and interpolation methods.

January 19, 2026

Reinforcement Learning

python
trading
simulation

Reinforcement learning enables agents to discover optimal strategies through trial-and-error interaction, mapping naturally to sequential trading decisions.

January 19, 2026

Volatility Control

systematic
volatility
trading

An introduction to volatility targeting, a strategy that scales portfolio exposure to maintain consistent risk levels.

January 14, 2026

Sharpe Ratio

statistics
investing
equities

The Sharpe ratio measures excess return per unit of risk, enabling comparison across investments with different risk profiles.

January 13, 2026

Drawdowns

statistics
investing
equities

Drawdown analysis measures the decline from peak value, a critical risk metric for understanding worst-case scenarios.

January 13, 2026

Correlation

statistics
investing
equities

Correlation measures how assets move together, fundamental to portfolio diversification and risk management.

January 13, 2026

Mean-Variance Optimization

optimization
investing
equities

Mean-variance optimization finds the portfolio weights that maximize return for a given risk level, forming the efficient frontier.

January 13, 2026

Value at Risk

simulation
statistics
investing

Value at Risk (VaR) estimates the maximum loss over a given time horizon at a specified confidence level.

January 13, 2026

Black-Scholes Model

probability
options
simulation

The Black-Scholes model provides closed-form solutions for European option prices, revolutionizing derivatives pricing.

January 13, 2026

Option Greeks

options
trading
volatility

The Greeks measure how option prices change with respect to underlying parameters, essential for risk management and hedging.

January 13, 2026

Stationarity

statistics
regression
equities

Stationarity is a fundamental assumption in time series analysis—understanding when it holds and how to achieve it.

January 13, 2026

GARCH Models

volatility
regression
statistics

GARCH models capture volatility clustering—the tendency for large price moves to follow large moves and small moves to follow small moves.

January 13, 2026

Momentum

trading
backtesting
equities

Momentum strategies profit from the tendency of assets that have performed well to continue performing well in the near term.

January 13, 2026

Returns

statistics
equities
investing

An introduction to simple and logarithmic returns, the fundamental metrics for measuring investment performance.

January 12, 2026

Random Sampling

statistics
probability
simulation

An introduction to random sampling for selecting representative subsets from large datasets.

January 12, 2026

Geometric Brownian Motion

probability
simulation
equities

An introduction to Geometric Brownian Motion (GBM), the foundation of modern option pricing and Monte Carlo simulation.

January 12, 2026

Risk Parity

volatility
investing
optimization

An introduction to risk parity, a strategy that allocates capital inversely proportional to asset volatility.

January 12, 2026

Returns & Volatility

statistics
volatility
equities

A foundational note on log returns, volatility measurement, and return distributions for liquid assets.

January 11, 2026
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