Archive - Triple Sun

Classic Econometric Models. Part 4: Options, Microstructure & Event Studies

How Transactional Data, Event Analysis, and Options Pricing Fit In

Apr 16 •

Jakub Michańków

December 2024

Classic Econometric Models. Part 3: Portfolio and Risk

In this series we explore Portfolio and Risk models where we focus on classic models for portfolio construction and risk management.

Dec 27, 2024 •

Jakub Michańków

October 2023

Classic Econometric Models. Part 2: Volatility and Probability

A closer look at modelling the market uncertainty.

Oct 30, 2023 •

Jakub Michańków

September 2023

Classic Econometric Models. Part 1: Prices and Returns

Let's take a look at the fundamental models used in empirical finance.

Sep 13, 2023 •

Jakub Michańków

July 2023

Methodology of Quantitative Research: A Brief Summary

The process behind quantitative research for algorithmic trading.

Jul 5, 2023 •

Jakub Michańków

June 2023

Introduction: Exploring Quantitative Finance

Hello and welcome to my newsletter.

Jun 23, 2023 •

Jakub Michańków

Hey, welcome to my substack!

Jun 5, 2023 •

Jakub Michańków

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