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.