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Kevin Mekulu
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Kevin Mekulu's Page

Latest Activity

Mirio De Rosa liked Kevin Mekulu's blog post Quantitative Trading 101
Aug 19
Kevin Mekulu posted a blog post

Fintech: Understanding Implied Volatilities

SummaryImplied volatility is a key component when determining the theoretical price of a European call optionUnlike price, implied volatility cannot be instantaneously measured. It’s an average and needs to be estimated overtimeThe Black-Scholes-Merton (1973) option pricing formula is used to determine implied volatility (implied volatility is not an input parameter for the formula, but the result of an optimization procedure given that formula)Let’s take a look at the famous option pricing…See More
Aug 16
Kevin Mekulu updated their profile
Aug 13
Anthony Fiedler liked Kevin Mekulu's blog post Quantitative Trading 101
Aug 13
William Vorhies liked Kevin Mekulu's blog post Quantitative Trading 101
Aug 13
Kevin Mekulu's blog post was featured

Quantitative Trading 101

SummaryAnyone can learn quantitative trading. You don’t need to have a PhD in Quantum Astrophysics to create quantitative trading systems or perform quantitative researchThe process of identifying a suitable trading strategy is identical to the scientific method: It requires creating hypotheses and making assumptions based on data to identify a statistical edge.Quantitative research (data mining, hypothesis testing…) always precedes backtesting trading strategiesAs a trading enthusiast, I have…See More
Aug 13
Tim Matteson liked Kevin Mekulu's blog post Pricing Options Using Monte Carlo Simulations
Aug 10
Douglas Souza Rodrigues Silva liked Kevin Mekulu's blog post Pricing Options Using Monte Carlo Simulations
Aug 10
Kevin Mekulu's blog post was featured

Pricing Options Using Monte Carlo Simulations

SummaryMonte Carlo simulation is one of the most important algorithms in quantitative financeMonte Carlo simulation can be utilized as an alternative tool to price options ( the most popular option pricing model is based on the Black-Scholes-Merton formula)How Does Monte Carlo Simulation Work?Before demonstrating the implementation of the Monte Carlo algorithm, it’s important to fully comprehend the science behind it. Simply put, Monte Carlo simulation generates a series of random variables…See More
Aug 8

Profile Information

Company:
Mekulu Kazerooni & Associates
Job Title:
Co-Founder
Seniority:
Consultant
Job Function:
CEO
Number of employees:
1 to 49
Industry:
Research and Consulting
Short Bio:
Analytics enthusiast.
LinkedIn Profile:
http://linkedin.com/in/kevinmekulu/
Interests:
Contributing, Networking, New venture

Kevin Mekulu's Blog

Fintech: Understanding Implied Volatilities

Posted on August 15, 2020 at 11:30pm 0 Comments

Summary

  • Implied volatility is a key component when determining the theoretical price of a European call option
  • Unlike…
Continue

Quantitative Trading 101

Posted on August 10, 2020 at 6:30pm 0 Comments

Summary

  • Anyone can learn quantitative trading. You don’t need to have a PhD in Quantum Astrophysics to create quantitative trading systems or perform quantitative research…
Continue

Pricing Options Using Monte Carlo Simulations

Posted on August 8, 2020 at 1:30am 0 Comments

Summary

  • Monte Carlo simulation is one of the most important algorithms in quantitative finance
  • Monte Carlo simulation can be utilized as an alternative tool to price…
Continue

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