The Black-Scholes model (BSM) is a mathematical framework used to value options. Developed by Fischer Black, Myron Scholes, and Robert Merto...

Dollar-cost averaging (DCA) is an investment strategy where you invest a fixed amount of money at regular intervals, regardless of market co...

Markets are typically volatile, and price movements accelerate during macroeconomic announcements. We have discussed the macroeconomic annou...

Identifying market regimes is important for understanding shifts in risk, return, and volatility across financial assets. With the advanceme...

Gold is an important asset class, serving as both a store of value and a hedge against inflation and market uncertainty. Therefore, performi...

Analyzing volatilities, correlations, and lead–lag relationships across financial assets is important for portfolio and risk management. As ...

Concentration risk arises when too much exposure is tied to a single firm, sector, or asset. If one company, or a handful of large players, ...

As cryptocurrencies become mainstream, liquidity in crypto derivatives such as perpetual futures and options is improving. They also attract...

Traditional quantitative methods often rely on structured data, such as time series. With the emergence of Large Language Models (LLMs), it ...

A volatility index is a measure of expected future volatility derived from market data. For example, the VIX reflects expected volatility in...