Andrew HydeA Strategic Approach to Dynamically Hedging Directional Exposure on Market Neutral Volatility…Introduction8 min read·Nov 30, 2023----
Andrew HydeEngineering Features through Signal Processing: Mann-KendallDiscrete Fourier Transform (DFT)8 min read·Sep 29, 2023----
Andrew HydeThe Ensemble of Hidden Markov & Bayesian Models for Regime Switching in Equity MarketsAbstract16 min read·Jul 28, 2022----
Andrew HydeA Critical Review of Sofien Kaabar, CFAThe French are known for their first-rate quants. However, chartered financial advisor, Sofien Kaabar is not one of them. A piece of…5 min read·May 1, 2022----
Andrew HydeState-space Models — Kalman FilterIntroducing state-space models4 min read·Apr 17, 2022----