FrenchQuant

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108 videos

Une chaîne sur la Finance quantitative, le Trading et la DataScience Accéder à l’Écosystème FrenchQuant : https://frenchquant.com/ Instagram : https://www.in...

Latest Videos

Does a better VaR model become a P&L edge Backtest 33 years SPY

I gave 100 traders zero skill. Some produced a Sharpe greater than 1

The iceberg of quant models that shook Wall Street

I backtested the strategy that sells Sharpe volatility at 1.61

+3000% in 5 years, and the optimizer doesn't want it (Markowitz × Factor Investing)

I Received the Worst Review in Quantitative Finance

This strategy had a Sharpe ratio greater than 1 before 2012. Here is what it yielded AFTER.

I backtested 12 trading strategies over 20 years. Here is the ranking.

I simulated 10,000 traders. The carnage is mathematical.

The $28 Billion Equation That Destroyed Technical Analysis

LongShort Equity The Hedge Fund Strategy Explained (Factor Arbitrage)

What hedge funds know (and your Gurus don't)

Arrête le Trading Casino Investis Comme un Quant

Le hack statistique que (presque) personne n’utilise en trading

Devenir Millionnaire en Trading SANS Compétence (Le Plan)

L'Alpha ne se trouve pas dans la Moyenne Médiocristan vs Extrémistan

Pourquoi 99.9% des Traders Perdent (et c’est logique)

19 Mds$ liquidés en 30 minutes comment le VPIN aurait pu annoncer le crash crypto du 10 octobre

How Hedge Funds Exploit Irrationality

HFT L'Art de l'Order Book L1-Cache (Atteindre 0.8ns)

The hidden formula behind all lasting performance

US CPI + SARIMA Understanding Surprise and Its Immediate Impact

GARCH, Modéliser le risque pour de vrai en finance clusters, fat tails

ON VOUS MENT le “trading” vendu = CASINO [Preuve]

Bank Trading The Truth YouTube Doesn't Show

Trading gratuit Le piège du PFOF...

The Hidden Strategy That Makes Billions While 95% of Traders Die

Être trader rentable, c’est facile et c’est nul...

Le prochain krach est-il proche

JE BACKTEST UNE STRATÉGIE ICT, MAIS ÇA TOURNE MAL !