DEF BLOG :

In this article we will explore simulation of Brownian Motions, one of the most fundamental concepts in derivatives pricing. Brownian Motion is a mathematical model used to simulate the behaviour of a

In this article we will access the Polygon API and download a month of intraday minutely Forex data. We will show you how to access the API, creating a Python function that can be easily adapted to ex

In the previous article in this series we discussed the Asset class hierarchy that forms the basis of the assets to be traded within the QSTrader backtesting simulation system.

In the previous article we learnt how to setup a prototyping environment for algorithmic trading using Jupyter Notebooks. We used Yahoo data with Pandas DataReader. In this article we will be looking

For anyone looking to dive into the world of quantitative finance and systematic trading, Python is an indispensable tool. As the go-to programming language for many quant developers, Python offers a

Linear Regression is one of the most fundamental methods utilised within data science, with applications in both prediction and inference. Many practising data scientists have a strong grounding in st

C++ is not an easy language to learn, especially if you have no prior programming background. With its numerous features and its nature resembling a federation of languages, Quant analysts often need

Finite Difference Methods (FDM) are essential tools for solving the Black-Scholes equation and other quantitative models by approximating the derivatives of partial differential equations (PDEs) that

Applying for a job in Quantitative Finance is not easy. It takes several weeks to prepare, covering areas such as Stochastic Calculus, probability theory, and programming experience (especially in C++

If you are preparing to apply for a job in Quantitative Finance, one thing that is often necessary is reading foundational books on mathematical finance (such as Hull, Baxter & Rennie, or Joshi) or ha