Case studies

Case studies use real data, large simulations, or large-scale analytical results. The user can replicate the case studies with the code, also provided. All the Case studies are grouped together on this page for immediate access. Alternatively, the Case studies can be accessed from within the Theory, wrapped in bordered blue boxes, and signaled by the image of a cog Icon Case Study .

Equities

Currencies

Fixed-income

Derivatives

Credit

High frequency

Strategies

Efficiency: random walk

Mean-reversion (continuous state): ARMA

Mean-reversion (discrete state)

Long memory: fractional integration

Volatility clustering

Multivariate quest

Setting the flexible probabilities

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