TheQuantPy's profile picture. 👨‍💻Interested in quantitative finance with python 💡 http://youtube.com/c/quantpy 🔋 https://github.com/TheQuantPy

QuantPy

@TheQuantPy

👨‍💻Interested in quantitative finance with python 💡 http://youtube.com/c/quantpy 🔋 https://github.com/TheQuantPy

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Here is a broad picture of Mathematical & Computational #Finance . Shock!!! Not all #options can be priced using black-scholes. Although we live in a generalised black-scholes world, non-vanilla contracts require numerical methods to accurately measure and control risk.

TheQuantPy's tweet image. Here is a broad picture of Mathematical & Computational #Finance .

Shock!!! Not all #options can be priced using black-scholes.

Although we live in a generalised black-scholes world, non-vanilla contracts require numerical methods to accurately measure and control risk.

Some of my takeaways/notes on feature importance from Marcos Lopez de Prados book advances in financial machine learning.

23-Apr 2024 EDUCATION 45 min Feature importance. Marcos first law of backtesting - ignore at your own peril. “Backtesting is not a research tool. Feature importance is.” Marcos Lopez de Prado (2018). @lopezdeprado



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