Computational Trading

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goodboy edited this page May 18, 2021 · 1 revision

Before reading any of this make sure you check out awesome-quant.

Fields of study:

FSP: the DSP of finance
Mathematical Finance: the applied math of finance (takes price as a given and doesn't care about economics)
- Ito Calculus: extends calculus to stochastic processes
- Stratonovich integral alternative non-causal stochastic calculus formulation used often in physics

Strange Derivatives:

variance swap

Derivative Strats:

delta neutral

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