Most crypto exchanges run on Automated Market Making. As discussed in Aldridge (2021), Automated Market-Making is a fully-computerized style of market-making usually tied to a specific supply-demand curve, known as the AMM curve. Market-making helps reduce costs and risks of traditional market-making. With the AMM curve, the companies are able…

Blog Introduction: Long before AI, SVD and PCA entered Finance researchers’ realm of models, there was a quest for the Stochastic Discount Factor (SDF). An SDF is one (or, sometimes, a few) factors that can fully explain variation of returns among different financial instruments. …

If you’re an investor, you’re probably wondering why the markets are falling today. After all, the headlines are all saying that it’s because of FedEx’s poor performance and the company’s CEO comments that a recession is in store. …

Unsupervised learning is a new hottest thing on the block, and it definitely beats traditional statistical analysis to a pulp. In this article, we’ll take a look at what unsupervised learning is, how it works, and why it’s so effective. What is Unsupervised Learning? In machine learning, there are two main…

Social media has fascinated Finance for about a decade. Extracting sentiment from online posts have proven to be both innovative for gauging investor sentiment and profitable for estimating direction of the impending price move and volatility. Companies like AbleMarkets, a Big Data platform and a supplier of Internet sentiment index…

Big Data, Machine Learning and Artificial Intelligence are three du-jour buzzwords of today’s business. If your business does not do one of the three, you risk being considered tardy, inefficient, or, gasp, uncool, particularly with the dreaded taste-making millennial set. Worst of all, you may miss the next chance of…