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Introduction to quantitative finance part I: Stylised facts of asset returns | Towards Data Science

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As a data scientist with background in quantitative finance, I have always been interested in exploring the possibilities resulting from… As a data scientist with a background in quantitative finance, I have always been interested in exploring the possibilities resulting from the combination of two fields. I think this is a fascinating area to explore and that is why I would like to start a series of articles describing the basics of quantitative finance. By the end of the series, I intend to present a simple allocation strategy and hopefully show that by using data science/quantitative finance knowledge it is possible to outperform basic benchmark strategies. Of course, no one is talking about building a perfect model, accurately predicting future stock prices and enabling us – potential investors – earning millions. There is a theory explaining why this is not possible, namely the efficient market hypothesis (EMH). It states that asset prices fully reflect all available information.

Introduction to quantitative finance part I: Stylised facts of asset returns | Towards Data Science Skip to content Data Science Introduction to quantitative finance part I: Stylised facts of asset returns As a data scientist with background in quantitative finance, I have always been interested in exploring the possibilities resulting from… Eryk Lewinson Nov 5, 2018 8 min read Share As a data scientist with a background in quantitative finance, I have always been interested in exploring the possibilities resulting from the combination of two fields. I think this is a fascinating area to

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