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

The purpose of Bayan Analytics blog is to document and share my findings about using quantitative and statistical methods in financial markets for extracting information, particularly about volatility and risk. The financial markets I am mainly interested in are located in the Gulf Cooperation Council (GCC) countries; i.e. Bahrain, Kuwait, Omar, Qatar, Kingdom of Saudi Arabia (KSA), and United Arab Emirate (UAE).

I use R and Python for computations and graphics. I plan 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 about are basic statistics and probability, matrices and linear algebra, and calculus. Some exposure to finance is helpful.

Thank you for dropping by.



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