Jörg Kienitz’s Post

Looking forward to present generative methods based on Gaussian Mixture Models in Quant Finance at the WBS Quant Conference in Cannes in two weeks. This extends past work for pricing, calibration and hedging. If you like to see how Gaussian Mixture Models can be applied for moving volatility surfaces to generate new ones with certain properties using optimal transport on the GMM manifold, join my talk on Friday 27th. Thanks to the organizers Neil Clive Fowler and Chris Uduezue. #wbstraining #generativeai

Looking forward to present generative methods based on Gaussian Mixture Models in Quant Finance at the WBS Quant Conference in Cannes in two weeks. This extends past work for pricing, calibration and hedging. If you like to see how Gaussian Mixture Models can be applied for the timely evolution of yield curves using conditional distributions or volatility surfaces, join my talk on Friday 27th. Thanks to the organizers Neil Clive Fowler and Chris Uduezue. #wbstraining #generativeai

Chirag Mehta, our CIO discusses the overarching trends with #Cafemutual poised to influence the trajectory of equity markets. Additionally, he sheds light on how global events can potentially sway our market dynamics. #QuantumAMC #Quantummutualfund #Quantuminnews #Quantumcoverage 

The Role of Massive Development of Energy & Material Resources in Increasing Arbitrage Opportunities Developing Energy and Material Resources creates new markets and price differentials leading to arbitrage opportunities. Arbitrage opportunities can be identified using various stochastic financial analysis techniques, including Arbitrage Pricing Theory (APT), statistical arbitrage, pairs trading, cointegration analysis, Kalman filtering, Principal Component Analysis (PCA), regime-switching models, stochastic volatility models, jump-diffusion models, Monte Carlo simulation, copula models, machine learning techniques, high-frequency trading models, term structure models, and stochastic control methods. As energy and material resources become more abundant on a massive scale, there will be more price volatility in related markets, leading to arbitrage opportunities. Aside from the supply chain and pricing mechanism adjustments, the development of new energy sources and materials can lead to the creation of new financial products and markets, potentially opening up new arbitrage opportunities. The increased transactions stemming from arbitrage opportunities and the resulting market liquidity lead to more (ripple down) business transactions. #arbitrage #uniefiedpricingtheory #arbitragepricingtheory #transactionmultipliereffect #businesstransactions #marketliquidity #energyresources #materialresources #businessimprovements #arbitrageopportunities #financialanalysis #stochasticanalysis

The Role of Massive Development of Energy & Material Resources in Increasing Arbitrage Opportunities Developing Energy and Material Resources creates new markets and price differentials leading to arbitrage opportunities. Arbitrage opportunities can be identified using various stochastic financial analysis techniques, including Arbitrage Pricing Theory (APT), statistical arbitrage, pairs trading, cointegration analysis, Kalman filtering, Principal Component Analysis (PCA), regime-switching models, stochastic volatility models, jump-diffusion models, Monte Carlo simulation, copula models, machine learning techniques, high-frequency trading models, term structure models, and stochastic control methods. As energy and material resources become more abundant on a massive scale, there will be more price volatility in related markets, leading to arbitrage opportunities. Aside from the supply chain and pricing mechanism adjustments, the development of new energy sources and materials can lead to the creation of new financial products and markets, potentially opening up new arbitrage opportunities. The increased transactions stemming from arbitrage opportunities and the resulting market liquidity lead to more (ripple down) business transactions. #arbitrage #uniefiedpricingtheory #arbitragepricingtheory #transactionmultipliereffect #businesstransactions #marketliquidity #energyresources #materialresources #businessimprovements #arbitrageopportunities #financialanalysis #stochasticanalysis

Want to learn more about tokenomic auditing and simulations? Join our free webinar! https://lnkd.in/et9QXyMj #TOKENOMICS #TokenEconomies #Auditingtokenomics

Want to learn more about tokenomic auditing and simulations? Join our free webinar! https://lnkd.in/et9QXyMj #TOKENOMICS #TokenEconomies #Auditingtokenomics

Want to learn more about tokenomic auditing and simulations? Join our free webinar! https://lnkd.in/et9QXyMj #TOKENOMICS #TokenEconomies #Auditingtokenomics

Want to learn more about tokenomic auditing and simulations? Join our free webinar! https://lnkd.in/et9QXyMj #TOKENOMICS #TokenEconomies #Auditingtokenomics

1/6. Equations-of-motion, energy and relativity in financial markets, WITHOUT stochasticity: https://lnkd.in/gM9egdKk. 2/6. Stochasticity can (approximately) be ignored because the two main players - price & signed volume - have very similar stochasticity. 3/6. The principle of least action may not work for wives but seems to work for financial markets (at least when markets are dominated). 4/6. Price is a function of size and LIQUIDITY similar to option price being a function of the underlying price and maturity (implied volatility is a weaker effect in the latter case). If Scholes and Merton had quantified that, the collapse of their hedge fund (LTCM) would have been more scientific. 5/6. Maupertuis claimed that "the principle (of least action) is a proof of the existence of God" (reference in footnote 8). If true, God clearly has been trading crypto with wild abandon. 6/6. Noam Chomsky has lamented the absence of principle of least action in humanities. Now that finance is finally a real science, off to humanities. https://lnkd.in/gVC9Ja9N