This post is about duration and convexit of bond. Duration and convexity of bond is essential information when you trade bonds. Data will be scaped from WSJ site and quantlib library will be used. ...

This post is about pricing treasury in bond market. Data will be scaped from WSJ site and quantlib library will be used. What is Treasury and how to price it? Treasury price can be calculated with...

This post is about rate curve of treasury market. Data will be scaped from wsj site and quantlib library will be used. What is Discount rate in finance? One of the most important role of quant is ...

This post is about Black Scholes Merton (BSM) model which is used for option pricing. Comming series will use QuantLib library for python. What is Black Scholes Merton model? Black Scholes Merton ...

This post is about definition and approximation method for money weighted return (python code included) What is Investment Return When you invest, people might ask you how much you made profit, or...

This post is about Regime Switching Model for financial market What is Regime Switching Model Financial market tend to show different behavior and pattern if market change their state. State is ca...

This post is about Regime Switching Model for financial market What is Regime Switching Model Financial market tend to show different behavior and pattern if market change their state. State is ca...

This post is about maximum diversification investment strategy. Unlike other post, this post includes visualization which helps you to understand theorm. What is Modern Portfolio Theory Overall pr...

This post is about application of Relative(Cross-Sectional) Momentum in Defensive Asset Allocation to financial investors. What is Momentum Momentum is defined as product of the mass of a particl...

This post is about application of Relative(Cross-Sectional) Momentum in Vigiliant Asset Allocation to financial investors. What is Momentum Momentum is defined as product of the mass of a particl...