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Advanced Analytics and Algorithmic Trading

Advanced Analytics and Algorithmic Trading

Introduction

Financial Markets Fundamentals

Financial Modelling Fundamentals

Bayesian Modelling Causal inference Stochastic Calculus Stochastic optimal control Data-driven methods Generative Artificial Intelligence

Execution Algorithms

Market Making Algorithms

Investment Algorithms

Glossary and References

Notebooks

Causal inference

Introduction¶

The three ladders of causation¶

Interventions and the Do-calculus¶

Counterfactuals¶

Financial Modelling Fundamentals

Bayesian Modelling

Financial Modelling Fundamentals

Stochastic Calculus