Ruuj
@RuujSs • 4,174 subscribers
Every Decision Is Just Math Underneath.
Videos
This MIT lecture is the skeleton key to understanding markets. Andrew Lo, the man who built Adaptive Markets, breaks down why the "efficient markets" story you were taught is incomplete. Markets are not machines. They are ecosystems. And ecosystems do not care about your model. Once you see it, you cannot unsee it.
Ruuj35,284 Aufrufe • vor 2 Monaten
Met a quant making mid-seven figures running systematic allocation at a quant fund. I asked him how he learned to build allocations that don't fall apart the moment market correlation shifts. He sent me the exact video that got him in. MIT's 79-minute portfolio management lecture. You won't find anything better about the actual math of diversification, risk parity, and why your weights swing wildly when you feed new data into a raw covariance matrix than this video. I watched it last night. Halfway through, I realized I had been running optimizers on raw sample covariance matrices for years and wondering why my allocations destabilized every time the window changed. Bookmark this and watch today. Then read the article below. • 00:00 - portfolio construction roadmap: sizing, objectives, and constraints • 30:23 - two-asset variance and correlation math • 35:34 - risk parity and why textbook MPT breaks • 40:20 - rebalancing discipline and why weight drift destroys your allocation
Ruuj31,417 Aufrufe • vor 2 Monaten
MIT will teach you how Wall Street measures risk, for free. This lecture covers Value at Risk (VaR): the variance covariance method, Monte Carlo simulation, historical simulation, and how banks actually use these models in practice. No $200K tuition required. Just your curiosity. If you're in finance and haven't watched this, add it to your list.
Ruuj20,149 Aufrufe • vor 2 Monaten
this is the lecture I wish I found five years ago. MIT's Jake Xia breaks down financial markets from the ground up, not with buzzwords, with the actual structure practitioners think in. how markets are structured. how products are classified. how participants actually interact. why that foundation comes before any pricing model. and it's all open courseware. zero paywall. If you're serious about finance, this is where you start.
Ruuj17,064 Aufrufe • vor 1 Monat
Random Walks are not "just theory." They're one of the foundational models for decision-making under uncertainty. Robert Gallager's MIT lectures cover the full arc: Markov Processes → Random Walks → Hypothesis Testing → Thresholds. A pipeline that shows up everywhere: from stochastic modeling to signal detection to optimal stopping. This is the math your systems are built on. Know it.
Ruuj17,525 Aufrufe • vor 2 Monaten
Spent some time with this MIT lecture on game theory. The part that stuck: a VCG auction is designed so that lying about your valuation can never make you better off. Bookmark this before it's lost! Most market mechanisms aren't built that way. Most reward the best liar. Worth knowing which kind of game you're actually playing.
Ruuj10,236 Aufrufe • vor 3 Monaten
MIT published a full lecture on risk-neutral pricing and Black-Scholes equation. It covers forward contracts, options valuation, stochastic calculus, and why derivative prices depend on volatility. To all quants out there turn on Notifications, new article will be out tomorrow!
Ruuj10,361 Aufrufe • vor 3 Monaten
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