My name is Thamir K. AlHashemi. I am a Quant.

The purpose of this blog is to publish quantitative research on the GCC countries’ stock markets as well as the Forex market. I have access to enormous quantities of data and I will use power methods for extracting quantitative information, particularly about volatility and risk. I am using R for computations and graphics. I am planning to cover advanced topics such as multivariate distribution, copulas, Bayesian computations, VaR, expected shortfall and cointegration.

The prerequisites to understand the subject I am going to blog present are basic statistics and probability, matrices and linear algebra, and calculus. Some exposure to finance is helpful.

Thank you for dropping by.



Author: Thamir K. AlHashemi

Practitioner in the fields of quantitative finance and risk management. A lifetime learner. Reading is the only hobby that I haven't failed in ;)

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