Dear all! Shall we meet the two upcoming Fridays for new John C. Hull chapters or arrange a meeting later? Could you please tell me what is the best option?
If you use linked in feel free to connect https://www.linkedin.com/in/lidia-bulushova-093aa463/
Good day dear subscriber! Here is Argentex case briefly introduced by the Bloomberg. I suggest we can discuss it today (if we are having ou Jon C.Hull meeting as I proposed) 😅 If the majority of you is busy with your master thesis and projects let’s meet the next week
Are we meeting today at 17:30? Jon C Hull reading
Anonymous Poll
59%
Next week please 🙏
41%
Yes, sure!
Options and other stuff
Are we meeting today at 17:30? Jon C Hull reading
Dear all, let’s meet next week! In respect for our peers votes, those of us who might be away or working hard on their thesis/projects 🙏
👍5
#course_trial@hunt4quant
Dear all!
One of my clients, a reputed financial institution, purchased an introductory course on ML models application to financial markets “All basic models used by banks and investment firms in 100 slides with no maths”
⚠️This is a brand new course ⚠️
I was given a permission to test the course with my students and I welcome you and any of your peers to join the webinar on May 13th at 18:00 Moscow time (in Russian).
🇬🇧
In fact my lecture is a translation from English to Russian (my client doesn’t speak English 😅) so I would be happy to give you the original lecture if we have enough listeners. If you prefer English version say it in comments, please. We will arrange a webinar.
⚠️ please bear in mind that this is 0% math lecture, feel free to bring those of your friends who are not familiar with formulas.
*Models I plan to consider today (in Russian!)*
1. Classification models:
1.1 Logit model
1.2.SVM
1.3 Decision trees: Random Forest, XGBoost
1.4 Neural Networks(MLP)
2. Regression
2.1 Linear Regression
2.2 Ridge
2.3 Lasso
2.4 kNN-regression
2.5 Decision trees
2.6 MLP
3. Time series analysis
3.1. ARIMA/SARIMA
3.2. ETS (Holt–Winters)
3.3 RNN (LSTM/GRU)
3.4 TCN
3.5 Seq2Seq + Attention
4. Anomalies détection
4.1 Isolation Forest
4.2 Autoencoder
4.3 Local Outlier Factor (LOF)
4.4 K-means / MiniBatch K-means
4.5 DBSCAN
4.6 Hierarchical Clustering
Hedging strategies:
1. Futures and options contracts - Buying put options for a long position
2. Futures and options contracts - Selling call options for coverage (covered call)
3. Correlation instruments - Covering risks through correlated assets (stocks ↔ ETF, currency)
4. Pair trading strategies - Long-Short by spread deviation
Diversification strategies:
1. Selecting assets with low/negative correlation
2. Balancing different classes (stocks, bonds, commodity futures)
3. Mathematical models
3.1 Markowitz: optimization through the covariance matrix
3.2 Risk Parity: equal risk for each position
4. Selection algorithms
4.1 Genetic algorithms for weight selection
4.2 CVaR optimization for "tail" risk
Dear all!
One of my clients, a reputed financial institution, purchased an introductory course on ML models application to financial markets “All basic models used by banks and investment firms in 100 slides with no maths”
⚠️This is a brand new course ⚠️
I was given a permission to test the course with my students and I welcome you and any of your peers to join the webinar on May 13th at 18:00 Moscow time (in Russian).
🇬🇧
In fact my lecture is a translation from English to Russian (my client doesn’t speak English 😅) so I would be happy to give you the original lecture if we have enough listeners. If you prefer English version say it in comments, please. We will arrange a webinar.
⚠️ please bear in mind that this is 0% math lecture, feel free to bring those of your friends who are not familiar with formulas.
*Models I plan to consider today (in Russian!)*
1. Classification models:
1.1 Logit model
1.2.SVM
1.3 Decision trees: Random Forest, XGBoost
1.4 Neural Networks(MLP)
2. Regression
2.1 Linear Regression
2.2 Ridge
2.3 Lasso
2.4 kNN-regression
2.5 Decision trees
2.6 MLP
3. Time series analysis
3.1. ARIMA/SARIMA
3.2. ETS (Holt–Winters)
3.3 RNN (LSTM/GRU)
3.4 TCN
3.5 Seq2Seq + Attention
4. Anomalies détection
4.1 Isolation Forest
4.2 Autoencoder
4.3 Local Outlier Factor (LOF)
4.4 K-means / MiniBatch K-means
4.5 DBSCAN
4.6 Hierarchical Clustering
Hedging strategies:
1. Futures and options contracts - Buying put options for a long position
2. Futures and options contracts - Selling call options for coverage (covered call)
3. Correlation instruments - Covering risks through correlated assets (stocks ↔ ETF, currency)
4. Pair trading strategies - Long-Short by spread deviation
Diversification strategies:
1. Selecting assets with low/negative correlation
2. Balancing different classes (stocks, bonds, commodity futures)
3. Mathematical models
3.1 Markowitz: optimization through the covariance matrix
3.2 Risk Parity: equal risk for each position
4. Selection algorithms
4.1 Genetic algorithms for weight selection
4.2 CVaR optimization for "tail" risk
❤19👀3
ML no formulas
Options and other stuff
The first part (intro + classification). See you next Tuesday, 20th of May at around 18:00)
👍7❤3
Dear alll!
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
This time I try using “schedule live stream” as a notification option. We will be still meeting in zoom!
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
This time I try using “schedule live stream” as a notification option. We will be still meeting in zoom!
Dear alll!
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
This time I try using “schedule live stream” as a notification option. We will be still meeting in zoom!
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
This time I try using “schedule live stream” as a notification option. We will be still meeting in zoom!
Options and other stuff
Dear alll! #JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today. The zoom is the same. See you ! https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09 This time I try using “schedule live stream” as a…
My apologies for the late message. If you are not available (most of you are not available) please tell me 🙏
❤2
Dear subscribers!
Today at least two of our group members will be busy at their Master Thesis’s defense! Dear graduates, I which you good luck! I think we will skip our today’s meeting because of the defense. I’m afraid we might be late for our regular time and guys must b really tired 🙃
Today at least two of our group members will be busy at their Master Thesis’s defense! Dear graduates, I which you good luck! I think we will skip our today’s meeting because of the defense. I’m afraid we might be late for our regular time and guys must b really tired 🙃
❤11
Dear alll!
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for ⚠️18:00 today — time changed ⚠️
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
This time I try using “schedule live stream” as a notification option. We will be still meeting in zoom!
#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for ⚠️18:00 today — time changed ⚠️
The zoom is the same. See you !
https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
This time I try using “schedule live stream” as a notification option. We will be still meeting in zoom!
❤2
Dear all! I’m on vacation till June 26th. I will be happy to see you on Friday June 26th so we can continue our Hull readings ☺️
👍12