by abdelazizalgh | Feb 5, 2021 | Mathematical Finance, Mathematics, Quantitative Finance
It has been a while since I wrote an article. I therefore owe you, my readers, a sincere apology. With the ever looming lockdown coming for Kuwait in February 2021, I decided to take a deep breath from university studying — to pause, reflect, and continue writing once...
by abdelazizalgh | Aug 13, 2020 | Computer Science, Mathematical Finance, Mathematics, Quantitative Finance
In this particular article, I’ve decided to try out a slightly different style of relaying information. The basic philosophy is as follows: I’ll provide low resolution information on a particular topic, then as we go through the article it will gradually be...
by abdelazizalgh | Jul 21, 2020 | Mathematical Finance, Quantitative Finance
Contents Part 1: What is Pairs Trading? Part 2: An Overview of Pairs Trading Part 3: Conclusion 1- What is Pairs Trading As a primer to our current topic, I would strongly suggest reading another article I wrote on the concept of arbitrage. The Concept of Arbitrage...
by abdelazizalgh | Jul 4, 2020 | Mathematical Finance, Mathematics, Quantitative Finance
Primer In a previous article, we utilized a very important assumption before we began using the concept of a random walk (which is an example of a Markov chain) to predict stock price movements; The assumption here of course, is that the movement in a stocks price is...
by abdelazizalgh | Jun 27, 2020 | Mathematical Finance, Mathematics, Quantitative Finance
The Mathematics of a Coin Toss A coin is a very interesting item. This is because its intriguing aspect truly lies with its use in probability, rather than it’s function as a monetary item. Coins are widely used as a tool to aid in randomly selecting between two...
by abdelazizalgh | Jun 14, 2020 | Mathematical Finance, Quantitative Finance
A forward contract is a binding agreement between two parties to trade an asset with an agreed upon price at a set time. Its opposite is a spot contract which is a trade agreement that occurs almost instantaneously, there and then. No money is exchanged during...
