Time Series Analysis for Quant Finance 🚀

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*🪐 Jupyter Notebook*
https://github.com/romanmichaelpaolucci/Quant-Guild-Library/blob/main/2025%20Video%20Lectures/44.%20Time%20Series%20Analysis%20for%20Quant%20Finance/time_series_analysis_for_quant_finance.ipynb

TL;DW Executive Summary
- Time series analysis and model limitations are generally misunderstood
- There tends to be a disconnect between the classroom and the office
- Analysis and decomposition is only useful if status quo persists
- There is no such thing as a "prediction" just an expectation if status quo
- Incorrect models can still be used to make optimal choices in uncertainty
- Composite models of exogenous factors can improve forecasts

I hope you enjoyed!

- Roman
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*📖 Chapters:*
00:00 - Introduction
03:19 - Basic Time Series
06:41 - Time Series Decomposition
11:48 - Time Series Tasks
14:58 - Time Series Forecasting
18:36 - Modeling Assumptions
21:19 - Intuitive Examples
28:46 - Market-Making Example
33:25 - The Big Short Example
36:09 - Illiquid Pricing Example
39:22 - Closing Thoughts and Future Topics
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*🗣️ Shout Outs*

A special thank you to my members on YouTube for supporting my channel and enabling me to continue to create videos just like this one!

*⭐ Quant Guild Directors*
Dr. Jason Pirozzolo
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