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Final project of Introduction to Algorithmic Trading – Financial Data and Modeling :
Volatility Trading with Multi-Regime, Latent Factor Models and Signal Processing
(Collab with George Daccache, Matthew Dale, Rick Presman, Shrikant Chand (in alphabetic order))
Speech in NTHU on June 3rd, 2024
Topics: From a PhD in Mathematics to Quantitative Finance – My Journey and Future Career Path
Presentation PPT and other material Link
Video Link
Self typed solution manual for Stochastic Calculus for Finance II: Continuous-Time Models (WIP)
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