Ideas, Research &
Market Insights

LSMC with Signatures: The Hectic Spectacle of Pricing American Options

Cracking the Problem: Why RL is the Ultimate Trader

what if you could teach a machine to trade? Not by just throwing in a dusty rulebook, but by allowing it to learn as it gathers experience, in a way an ordinary human would. Enter Reinforcement Learning (RL), the same tech that powers AI that can beat grandmasters at Go and master video games. Now, it’s putting on a pinstripe suit and heading to Wall Street.

Financial Fireflies: Bio-inspired volatility modelling

Can nature teach us how to model financial markets? In this blog, we dive into how bio inspired algorithms can help us to tune time series models. We will explore why they matter and how they might be very relevant in this context, how they work, what problems they solve and how we used one of them-the Firefly Algorithm by Xin-She Yang, to estimate a GARCH-type volatility model.

Heston LSV CALIBRATION

Options price Modeling is an exclusive skills of estimating the prices as well as volatility apart from just crunching numbers for giving the much accurate signals for the traded option under consideration.Modern day quant companies weights options as their knight among their instruments , where a good upper hand(better estimates) can 2x their profits.

Implicit Layers and Deep Equilibrium Models

What if a neural-network layer didn't follow a set of instructions you decide to give it, but found the answer on its own? Exploring implicit layers, DEQs, and their applications in quant finance.

Understanding Alpha & Beta in Portfolio Theory

A deep dive into how alpha and beta measure risk-adjusted returns and systematic risk in quantitative finance.