by abdelazizalgh | Jul 12, 2020 | Computer Science, Mathematics, Quantitative Finance
Contents Part 1: A Primer on Classical Logic Part 2: The Real World Part 3: An Introduction to Fuzzy Logic Part 4: Modeling Trading Decisions Conclusion 1- A Primer on Classical Logic Thanks to the Abbasid empires goal of translation and preservation of Aristotles...
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 20, 2020 | Mathematics
What is chaos? It is a seemingly random behavior exhibited in a system, with sensitive dependence on initial conditions. What we mean by ‘seemingly random’, is that this behavior is very unpredictable — so much so that it may appear random. This random appearance is...
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...
by abdelazizalgh | Jun 3, 2020 | Quantitative Finance
THE BEGINNING Quantitative finance is a relatively new subject which saw its birth at the hands of physicists and other quantitatively trained PHD’s in the early 70’s. Models, concepts, and mathematics have been translated from various disciplines, the major one being...
