Kshitij Anand (@kshitijandquant) 's Twitter Profile
Kshitij Anand

@kshitijandquant

Quant Risk Analyst | Someone who loves Quantitative Finance

ID: 1861067234581291008

calendar_today25-11-2024 15:20:08

97 Tweet

200 Followers

13 Following

Kshitij Anand (@kshitijandquant) 's Twitter Profile Photo

Key Volatility Models in Quant Finance:- 1. Local Volatility Model 2. Stochastic Volatility:- Heston and SABR 3. Stochastic Local Volatility Model 4. Rough Volatility Model 5. Parametric models Do repost for your networks :-) Let’s learn Quant in public. #Quant #QF

Kshitij Anand (@kshitijandquant) 's Twitter Profile Photo

Where to practice probability questions from? Xinfeng Zhou 50 problems in Probability Mark Joshi Heard on the street My youtube channel where I am sharing quant questions asked previously in the quant interviews.

Kshitij Anand (@kshitijandquant) 's Twitter Profile Photo

OpenAI is coming to Delhi, Bharat 🇮🇳 Put tariffs, build walls, raise barriers, doesn’t matter! India is the largest marketplace in the world and I see the same trend in Quantitative Finance too!!

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This equation is called Black Scholes Partial Differential Equation. For me, it is the best equation of Quantitative Finance. Although this was primarily to price Vanilla options, we can adjust this equation and the boundary conditions to price exotics options too. #Quant

This equation is called Black Scholes Partial Differential Equation. 

For me, it is the best equation of Quantitative Finance. Although this was primarily to price Vanilla options, we can adjust this equation and the boundary conditions to price exotics options too. 

#Quant
Kshitij Anand (@kshitijandquant) 's Twitter Profile Photo

I don’t think we are far away from adoption of AI agents in Quantitative Finance. This paper by BlackRock is on role-based multi-agent systems to support stock selection in equity research and portfolio management. Went viral Let us all adopt before we are late 😅. #Quant

I don’t think we are far away from adoption of AI agents in Quantitative Finance. 

This paper by <a href="/BlackRock/">BlackRock</a> is on role-based multi-agent systems to support
stock selection in equity research and portfolio management. Went viral

Let us all adopt before we are late 😅.

#Quant
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The Story of Two Competitors: The Future of Quant Finance? Well, I’m talking about Generators and Discriminators: the two competing models in GANs (Generative Adversarial Networks). While the Generator tries to synthesize new data by capturing the underlying distribution of

The Story of Two Competitors: The Future of Quant Finance?

Well, I’m talking about Generators and Discriminators: the two competing models in GANs (Generative Adversarial Networks).

While the Generator tries to synthesize new data by capturing the underlying distribution of
Kshitij Anand (@kshitijandquant) 's Twitter Profile Photo

Must read post on Why Volatility Surface Exists! In the early days of option pricing, models like Black–Scholes (1973) assumed that asset returns were normally distributed and volatility was constant. Under these assumptions, the implied volatility (IV) of all options on the

Must read post on Why Volatility Surface Exists! 

In the early days of option pricing, models like Black–Scholes (1973) assumed that asset returns were normally distributed and volatility was constant. Under these assumptions, the implied volatility (IV) of all options on the
Kshitij Anand (@kshitijandquant) 's Twitter Profile Photo

Time for a really cool guided project related to Generative Models for Quantitative Finance! Let me know if interested. Topic:- Using Gaussian Mixture Model for fitting high dimensional distribution for backtesting etc. Pre-requisite:- Motivation to complete the project #Quant

Time for a really cool guided project related to Generative Models for Quantitative Finance! Let me know if interested.

Topic:- Using Gaussian Mixture Model for fitting high dimensional distribution for backtesting etc.

Pre-requisite:- Motivation to complete the project

#Quant
Kshitij Anand (@kshitijandquant) 's Twitter Profile Photo

A mod of a random quant finance community removed me for posting about Gaussian mixture models for Quantitative Finance. And this is what the mod posts in the community in the name of Quant Finance😂 I didn’t find a single post worth for Quants. Seems everyone is riding the

A mod of a random quant finance community removed me for posting about Gaussian mixture models for Quantitative Finance. 

And this is what the mod posts in the community in the name of Quant Finance😂

I didn’t find a single post worth for Quants. Seems everyone is riding the
Kshitij Anand (@kshitijandquant) 's Twitter Profile Photo

Podcast for aspiring Quant Developers: Trust me, we had done around 8-10 hours of research so that the podcast covers A-Z of what QDs do, you need to know, resources and tips for aspiring QDs. Do watch the podcast and thank me later:- youtu.be/lYFcehxwwhI?si… #QuantDev

Podcast for aspiring Quant Developers:

Trust me, we had done around 8-10 hours of research so that the podcast covers A-Z of what QDs do,  you need to know, resources and tips for aspiring QDs. 

Do watch the podcast and thank me later:- youtu.be/lYFcehxwwhI?si…

#QuantDev