Financial Seismology: Exploiting the Hurst Exponent, by Parallax Financial Research
31:57
Quantifying Fractal & Multifractal Scaling Exponents of Geophysics Data
40:47
"Kalman Filtering with Applications in Finance" by Shengjie Xiu
1:06:11
Financial Engineering Playground: Signal Processing, Robust Estimation, Kalman, Optimization
1:41:25
Chopin - Nocturnes
45:41
Parallax Financial Reserach - MTA Presentation
48:44
Must-Watch: Dr. Ernest Chan’s Ultimate Guide to Mean Reversion Trading!
1:13:08
The (Mis)Behavior of Markets: A Fractal View of Risk, Ruin and Return
1:13:36