Evgeny Aleksandrov, CFA

If you’ve been here — manual model monitoring for quant trading systems that doesn’t detect issues early enough Or here — deafening noise from alerts that makes it difficult to actually identify root causes and resolve issues efficiently, this one's for you. In our upcoming webinar 𝐌𝐨𝐝𝐞𝐥 𝐏𝐞𝐫𝐟𝐨𝐫𝐦𝐚𝐧𝐜𝐞 𝐌𝐨𝐧𝐢𝐭𝐨𝐫𝐢𝐧𝐠 𝐟𝐨𝐫 𝐐𝐮𝐚𝐧𝐭 𝐓𝐫𝐚𝐝𝐢𝐧𝐠 𝐒𝐲𝐬𝐭𝐞𝐦𝐬 you’ll hear: + How to get granular insights and systematically reduce noise to minimize false positives and alert fatigue. + Best practices for tailoring monitoring approaches to your specific needs, ensuring that critical issues are detected without overwhelming your team. + Real-world examples of how data science teams have successfully navigated this conundrum to improve model performance and operational efficiency. 🗓️ Date: October 10th, 2024 🕒 Time: 11am ET | 8am PT 👉 Learn more and register: https://lnkd.in/eUNiD8Mh #QuantTrading #DataScience #ModelMonitoring #QuantModels #MLOps #Webinar #AlgorithmicTrading #AlgoTrading #Mona

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In the world of quantitative finance, the Vasicek model is a landmark for modeling the dynamics of short-term interest rates. Created based on a mean-reversion process, it is widely used to predict rate behavior over time, assuming they tend to revert to a long-term average value, even when experiencing sharp short-term fluctuations. Despite its limitations, the Vasicek model remains an essential tool, especially for fixed-income instruments and derivative pricing, where a structured projection of short-term rates is crucial. #financialmodeling #investments #quant #financialmarkets

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Mathematical breakdown of different types of PCA with their implementation in Quant Finance h ttps://https://lnkd.in/em-JxRwh 

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When an EW, non-rebalanced index of the major U.S.-listed copper producers is compared to the iShares U.S. Basic Materials ETF (IYM), Fundametrix shows us that after some choppiness over the past 2 years, these copper equities began showing definite strength against IYM at the start of 2024's second quarter. #copper #gold

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Attention extreme-quantization enthusiasts! 🚀 The recent 1.58-bit quantization paper (https://lnkd.in/gaUquHEk) leveraged ternary values for LLM model weights {-1, 0, 1}, minimizing the need for expensive matrix multiplication operations in inference. Building on this, the authors of 'Scalable MatMul-free Language Modeling' (https://lnkd.in/eMt4p2PB) have developed optimized kernels using OpenAI's Triton and then built a custom hardware solution on an FPGA for running inference. Hugging Face Transformers compatible code available on GitHub: https://lnkd.in/erVwfaye #llm #quantization

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Are you ready to refine your options trading strategies? In our latest episode, we explore how to analyze $NVDA options data using ORATS' powerful tools like the stock scanner and trade builder. Discover how to make data-driven decisions by understanding implied earnings moves, order flow, and volatility. What we cover: ▪ How to leverage the stock scanner for real-time analysis ▪ Insights into Nvidia’s options flow and trading patterns ▪ Building smarter trade strategies like iron condors and put calendars This episode is full of actionable insights to help you stay ahead of the market. Watch the full video here: https://lnkd.in/gbTTPGqg How do you currently analyze earnings moves? Let’s discuss in the comments. #OptionsTrading #DataDrivenTrading #NVDA #MarketAnalysis #Fintech #TradingStrategies

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🚀 Protect your portfolio with put backspreads! 📈 Learn how to hedge using S&P 500 Futures Options in our latest Options Blueprint Series article. https://lnkd.in/gQaC3P8J #Trading #Options #Hedging #BackSpreads #SP500Futures

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The last episode of the "Theory to Practice" series with Benjamin George, "Historical vs. Implied Volatility" is available now on YouTube. Tune in to learn the differences between historical volatility and implied volatility, and see a practical example in QuantConnect: https://lnkd.in/eSYBV6Nc #finance #trading #quantconnect #volatility

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Our options pricing model avoids any and all distributional assumptions regarding asset returns commonly required in other methods. Further distinguishing this model is the use of partial moments to isolate upside and downside variance for calls and puts respectively. How accurate is our model? We post our results daily for several securities here: https://lnkd.in/eKM7AGcu See how ovvolabs.com can augment your existing trading toolkit! We have more truly state-of-the-art tools at our disposal than anyone else (save for those using #NNS https://lnkd.in/eUAYqChx) #derivatives #quantitativefinance #portfolioconstruction #OVVOLabs

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Well, we know a rate cut is coming... at some point. But do you know what happens to the market during rate cut cycles? Are you sure? How about one year later? Fortunately for you, I've dug through more than a half of century of data and identified the trends. So, be sure to check them out! https://lnkd.in/eyCh9Fj6

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