Quant at Risk http://www.quantatrisk.com Quantitative Analysis, Risk Management, Modelling, Algo-Trading, Blockchain for Finance Thu, 31 Aug 2017 08:42:24 +0000 en-US hourly 1 https://wordpress.org/?v=4.7.5 36711433 Upcoming Books from QuantAtRisk http://www.quantatrisk.com/2017/08/31/upcoming-books-from-quantatrisk/ http://www.quantatrisk.com/2017/08/31/upcoming-books-from-quantatrisk/#respond Thu, 31 Aug 2017 08:38:23 +0000 http://www.quantatrisk.com/?p=6430 http://www.quantatrisk.com/2017/08/31/upcoming-books-from-quantatrisk/feed/ 0 6430 N-CryptoAsset Portfolios: Identifying Highly Correlated Cryptocurrencies using PCA http://www.quantatrisk.com/2017/03/31/cryptocurrency-portfolio-correlation-pca-python/ Fri, 31 Mar 2017 19:28:00 +0000 http://www.quantatrisk.com/?p=6283 6283 Cryptocurrency Time-Series for N-CryptoAsset Portfolio Analysis in Python http://www.quantatrisk.com/2017/03/20/download-crypto-currency-time-series-portfolio-python/ Mon, 20 Mar 2017 21:14:51 +0000 http://www.quantatrisk.com/?p=6240 6240 Python for Algo and Crypto-Currency Trading: 2-Day Workshop in London (July 8-9) http://www.quantatrisk.com/2017/03/09/python-for-algo-and-crypto-currencies-trading-2-day-workshop-in-london-july-8-9/ Thu, 09 Mar 2017 22:42:13 +0000 http://www.quantatrisk.com/?p=6233 6233 Machine Learning in Python for Finance: 2-Day Workshop in Warsaw, Poland (May 2017) http://www.quantatrisk.com/2017/03/06/machine-learning-in-python-for-finance-2-day-workshop-in-warsaw-poland-may-2017/ Mon, 06 Mar 2017 22:14:56 +0000 http://www.quantatrisk.com/?p=6209 6209 Seminar: Computational Aspects of Blockchain Technology in Finance http://www.quantatrisk.com/2017/02/24/seminar-computational-aspects-of-blockchain-technology-in-finance/ Fri, 24 Feb 2017 19:54:04 +0000 http://www.quantatrisk.com/?p=6171 6171 Hacking True Random Numbers in Python: Blockchain Miners http://www.quantatrisk.com/2016/12/13/hacking-blockchain-miners-python-true-random-numbers/ Mon, 12 Dec 2016 18:20:54 +0000 http://www.quantatrisk.com/?p=6040 6040 Conditional Value-at-Risk in the Normal and Student t Linear VaR Model http://www.quantatrisk.com/2016/12/08/conditional-value-at-risk-normal-student-t-var-model-python/ Thu, 08 Dec 2016 04:34:45 +0000 http://www.quantatrisk.com/?p=5979 5979 Non-Linear Cross-Bicorrelations between the Oil Prices and Stock Fundamentals http://www.quantatrisk.com/2016/12/01/non-linear-cross-bi-correlations-oil-prices-stock-fundamentals-python/ http://www.quantatrisk.com/2016/12/01/non-linear-cross-bi-correlations-oil-prices-stock-fundamentals-python/#comments Thu, 01 Dec 2016 11:32:46 +0000 http://www.quantatrisk.com/?p=5774 http://www.quantatrisk.com/2016/12/01/non-linear-cross-bi-correlations-oil-prices-stock-fundamentals-python/feed/ 1 5774 Financial Time-Series Segmentation Based On Turning Points in Python http://www.quantatrisk.com/2016/11/03/financial-time-series-segmentation-turning-points-python/ 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http://www.quantatrisk.com/2015/12/02/student-t-distributed-linear-value-at-risk/#comments Wed, 02 Dec 2015 12:51:25 +0000 http://www.quantatrisk.com/?p=4713 http://www.quantatrisk.com/2015/12/02/student-t-distributed-linear-value-at-risk/feed/ 2 4713 Recovery of Financial Price-Series based on Daily Returns Matrix in Python http://www.quantatrisk.com/2015/12/01/financial-price-series-daily-returns-python/ http://www.quantatrisk.com/2015/12/01/financial-price-series-daily-returns-python/#comments Tue, 01 Dec 2015 01:08:20 +0000 http://www.quantatrisk.com/?p=4678 As a financial analyst or algo trader, you are so often faced with information on, inter alia, daily asset trading in a form of a daily returns matrix. In many cases, it is easier to operate with the return-series rather than with price-series. And there are excellent reasons standing behind such decision, e.g. the […]]]> http://www.quantatrisk.com/2015/12/01/financial-price-series-daily-returns-python/feed/ 2 4678 5 Words on How To Write A Quant Blog http://www.quantatrisk.com/2015/10/25/5-words-on-how-to-write-a-quant-blog/ Sun, 25 Oct 2015 10:50:16 +0000 http://www.quantatrisk.com/?p=4552 4552 How to Get a List of all NASDAQ Securities as a CSV file using Python? http://www.quantatrisk.com/2015/06/22/get-list-nasdaq-securities-python-csv/ http://www.quantatrisk.com/2015/06/22/get-list-nasdaq-securities-python-csv/#comments Sun, 21 Jun 2015 16:58:47 +0000 http://www.quantatrisk.com/?p=4398 http://www.quantatrisk.com/2015/06/22/get-list-nasdaq-securities-python-csv/feed/ 1 4398 Predicting Heavy and Extreme Losses in Real-Time for Portfolio Holders (1) http://www.quantatrisk.com/2015/06/14/predicting-heavy-extreme-losses-portfolio-1/ Sun, 14 Jun 2015 10:33:46 +0000 http://www.quantatrisk.com/?p=4063 4063 Hacking Google Finance in Real-Time for Algorithmic Traders. 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