HOLIDAY WEEKEND

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

Read Now

The Skinny on Quantitative Finance

Kalman Filters

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.

It can be difficult to estimate time-evolving parameters in financial models due to noise in the financial signal and ambiguity in defining the model itself.

How can we address these challenges and make more descriptive/predictive parameter estimates?

Join Tom, Tony and Julia as they discuss how Kalman Filters can be used to estimate parameters that are less sensitive to noise and at lower risk of overfitting than those calculated with traditional statistical techniques.

The Skinny on Quantitative Finance More installments

Latest tastytrade Videos As of November 25

Most Shared From the last 30 days