774 pages; Convex Problem Classes; Quantitative and Qualitative Treatments to Capital Markets
..preview
..
This week, we discuss the different kind of convex optimization problem classes, including linear programs, quadratic programs, semidefinite programs, geometric programs and more. Next week - we introduce the concept of duality, introducing Lagrange duals.
Our last market notes post was here:
In the next post, we will go back to the basics of quantitative development as promised. We will begin with retrieving data, and right from the start we will introduce the concepts in asyncio as a Python module.
We will learn how to use REST APIs, and explore the difference between multi-threading, multi-processes and single-threaded event loops in Python, and handling these functionalities using the Python libraries.
Table of Contents
:Full Market Notes: (paid)