Modeling Volatility Trading Using Econometrics and Machine Learning in Python

Abstract: How can market volatility be predicted, and what are the differences between heuristic models, econometric models and data science/machine learning models? This workshop provides lessons learned from doing econometric modeling in finance distilled into a training course with example project that compares the performance of turbulence, GARCH and blender algorithms. Particular focus on framing the problem and use the right tools for volatility modeling. Aimed at entry level finance quants who want a refresher on Python techniques or non-finance quants looking to make the leap into financial modeling.

Bio: Coming soon!