This is a summary of links featured on Quantocracy on Sunday, 09/09/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Algo Trading Workshops with Dr. Ernie Chan (@ChanEP) in AustraliaA unique opportunity to attend one or all of Ernie Chan's signature workshops live in Sydney for the first time: Algorithmic Options Strategies A two day workshop on Wednesday 5 December and Thursday 6 December 2018 for $1,650 if bought separately. This workshop will focus on backtesting algorithmic trading strategies on options. Examples will be drawn from intraday events-driven trading,
-
Jonathan Kinlay on Volatility Modelling [Only VIX]Few weeks ago Dr Jonathan Kinlay from Quantitative Research and Trading blog published a series of excellent articles on volatility. I wanted to review and comment on the notes. Forecasting Volatility in the S&P500 Index Modeling Asset Volatility Long Memory and Regime Shifts in Asset Volatility Range-Based EGARCH Option Pricing Models There are four main articles that discuss practical