PinnedHimanshu AgrawalinAnalytics VidhyaBetter Way to model Geometric Brownian MotionIn my last article, I introduced Geometric Brownian Motion and modeled the stochastic differential equation using the famous Monte Carlo…Feb 3, 2021Feb 3, 2021
Himanshu AgrawalinWright ResearchPairs Trading StrategyPairs trading is a market neutral strategy. It seeks to identify 2 companies or funds with similar characteristics whose equity securities…Mar 18, 20212Mar 18, 20212
Himanshu AgrawalinAnalytics VidhyaModelling Geometric Brownian Motion in pythonThe purpose of science is not to analyze or describe but to make useful models of the world. — Edward de BonoJan 10, 2021Jan 10, 2021
Himanshu AgrawalLet’s observe the Variance in Financial markets 2020We already know that the markets have been highly volatile. Not only that they have been unpredictably volatile. According to Financial…Nov 17, 20201Nov 17, 20201