Quantitative Methods, Financial Data & Programming

  1. F2

    Statistics and Inference

    • Framework

      How to Summarise a Financial Dataset With Descriptive Statistics

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  2. F3

    Correlation and Regression

    The first relationship. Fitting a line, and everything that makes the fit a lie.

    • Framework

      How to Build a Baseline Regression Model, Step by Step

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  3. F4

    Time Series

    What changes when data has an order. Stationarity, lags and errors that only appear in sequence.

  4. F5

    Simulation and Numerical Methods

    Generating what cannot be observed, and the numerical machinery beneath it.

    • Framework

      How to Run a Monte Carlo Simulation Responsibly

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  5. F8

    Backtesting and Research Integrity

    Testing a rule on history without fooling yourself. The integrity layer.

    • Framework

      How to Document a Backtest So Somebody Can Rerun It

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    • Framework

      How to Prevent Backtest Overfitting Before You Start

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