As this is my first post, I thought I should write a few introductory words. This blog is where I hope to share some of my personal quant trading projects. This page is not aimed at professional investors, but rather amateur quants i.e. anyone with an interest in financial markets and a bit of programming and/or mathematical finance skills. It's a platform for me to share the stuff that I work on, primarily to get feedback, but with the hope that others will find this useful. I encourage you to post your thoughts on the forum!... read more