As with the other sections this Math page contains various resources for my reference. Some of these topics are strictly about Math, some are about Finance and some are a combination including their application in Python.
Math Topics
- PDF of distributions
- Plotting rolling correlation
- Notes on Hypothesis Testing
- Topics in Regression and Statistics
- Note on likelihood probabilities
- When computing sample variance why divide by n-1?
- How to generate correlated random variables
- ACF And APF functions
- P-P and Q-Q Plots
- Principal Component Analysis for dimensionality redux
Finance Topics
- Investment Factor Analysis
- Time Series Analysis - includes regression, ARIMA and ARCH/GARCH
- GARCH 1,1
- Notes on Macroeconomics
- Risk Measures
- Options