QuantApr 7, 2026What Is a Kalman Filter?Learn what a Kalman filter is, how its predict-update mechanism works, and why traders use it for latent state estimation and time-series forecasting.23 min read
QuantApr 7, 2026What Are GARCH Models?Learn what GARCH models are, how they forecast time-varying market volatility, why GARCH(1,1) matters, and where these risk models work or fail.22 min read
QuantApr 7, 2026What Is Exponential Smoothing?Learn what exponential smoothing is, how it works, how ETS and EMA relate, and why traders use it for trend, forecasting, and volatility updates.26 min read
QuantApr 7, 2026What is the Autocorrelation Function?Learn what the autocorrelation function (ACF) is in trading, how it measures serial dependence across lags, and how to interpret market memory.23 min read
ExecutionApr 6, 2026What Is Smart Order Routing (SOR)?Learn what smart order routing (SOR) is, why fragmented markets require it, how it works across venues, and where routing logic can fail.25 min read
ExecutionApr 6, 2026What is Fill Probability?Learn what fill probability is in trading, how limit orders get filled, which order-book factors matter, and why execution estimates can fail.24 min read
DerivativesApr 7, 2026What Is the Variance Gamma Model?Learn what the Variance Gamma model is, how its gamma time change creates skew and fat tails, and why traders use it to price options beyond Black–Scholes.24 min read
DerivativesApr 7, 2026What Is Risk Reversal?Learn what a risk reversal is in options trading, how it works, why traders use it to trade skew, and the risks behind long call/short put structures.22 min read
DerivativesApr 7, 2026What Is Monte Carlo Derivatives Pricing?Learn what Monte Carlo derivatives pricing is, how risk-neutral simulation values complex payoffs, and why variance reduction and validation matter.25 min read
DerivativesApr 7, 2026What is a Jump-Diffusion Model?Learn what jump-diffusion models are, how Merton’s model works, why Black-Scholes misses jumps, and what this means for option pricing and hedging.22 min read
DerivativesApr 7, 2026What Is Implied Volatility Term Structure?Learn what implied volatility term structure is, how it is built from option prices, what its shape means, and why traders use it across maturities.23 min read
DerivativesApr 7, 2026What Is Finite Difference Option Pricing?Learn how finite difference option pricing solves option PDEs on grids to value American, barrier, Asian, and stochastic-volatility derivatives.25 min read
