Jyotirm0y / Trade-Ideas-and-Research-Reference

Trade-Ideas-and-Research-Reference

Trade Idea

1. Seeking Alpha
2. Elite Trader
3. Nuclear Phynance
4. Quantivity
5. QuartStart
6. Quantitative Trading
7. Quantopian

Popular pre-print server and financial journal

1. arXiv Quantitative Finance
2. Social Science Research Network

Machine Learning Application in Finance

1. Hedged Monte Carlo: low variance derivative pricing with objective probabilities
2. Optimal Dynamic Hedging of Equity Options: Residual-Risks, Transaction-Costs, & Conditioning
3. Applications of Least-Square Regression to Pricing and Hedging of Financial Derivatives
4. QLBS: Q-Learner in the Black-Scholes(-Merton) Worlds
5. The QLBS Learner Goes NuQLear: Fitted Q Iteration, Inverse RL, and Option Portfolios
6. Multi-period trading via Convex Optimization
7. Taming the Noise in Reinforcement Learning via Soft Updates
8. Market Self-Learning of Signals, Impact and Optimal Trading: Invisible Hand Inference with Free Energy

Machine Learning Tutorial

1. Inverse Reinforcement Learning and Optimal Control tutorial
2. Outsider’s Tour of Reinforcement Learning
3. Linear Quadratic Regulator

About Volatility

1. VIX and More
2. Predicting Volatility

Conference

1. QuantConNYC
2. Matlab Computational Finance Conference 2017