HOLIDAY WEEKEND

Need ideas of what to watch on this holiday weekend? Check out our latest newsletter!

Read Now

The Skinny on Quantitative Finance

Hidden Markov Models

The Skinny on Quantitative Finance

Options involve risk and are not suitable for all investors. Please read Characteristics and Risks of Standardized Options before deciding to invest in options.

Holistically classifying a volatility environment in real time is a relatively difficult task, and popular methods (e.g. inferring from the news, using technical/fundamental indicators) tend to be inconsistent and subjective.

Today we are going to talk about a quantitative approach to this problem: Hidden Markov Models.

Today Tom, Tony and Julia discuss Hidden Markov Models and how they can be used to classify volatility environments and detect volatility regime changes.

The Skinny on Quantitative Finance More installments

Latest tastytrade Videos As of November 25

Most Shared From the last 30 days