Videos

Algorithmic Trading & Quant Research

Welcome to my video resources hub, a curated collection of links and demos from my YouTube channel, where I explore quantitative finance, algorithmic trading, AI and financial engineering. I share practical insights, coding walkthroughs, and research-driven strategies for professionals and enthusiasts alike.

Whether you’re interested in advanced pricing models, structured products, or the latest in machine learning for trading, this page is your gateway to actionable content and in-depth tutorials. Dive in to discover new ideas, sharpen your skills, and stay ahead in the fast-evolving world of quantitative finance.

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Sample Videos
Below I present the following training videos samples based on my finance industry and Quant academic research.

1. Understanding Bonds, Pricing and the Risks
2. Bond Futures Trading Strategies
3. High Yield Savings with Money Market ETFs & Total Return Swaps
4. Advanced Yield Curves for Electronic Markets

For more financial markets training please explore my Quant YouTube channel for a growing library of video content.

1. Understanding Bonds, Pricing and the Risks
Explore bond pricing fundamentals in this clear and practical guide. The video covers how bonds are priced and how to solve for the yield-to-maturity (YTM). It demonstrates step-by-step calculations using an Excel workbook where we show how to market prices exactly.

2. Bond Futures Trading Strategies
Discover the essentials of bond futures, here you’ll learn what bond futures are and how they work. You will be introduced to the cash-futures basis trading strategy, where hedge funds look to benefit from positive carry and cash bond and futures prices convergence.

3. High Yield Savings with Money Market ETFs & Total Return Swaps
Money market ETFs invest in short-term, low-risk, high-quality debt instruments to generate enhanced returns typically aligned to central bank overnight rates. Many Money Market ETFs use total return swaps (TRS) to synthetically replicate exposure to an interest rate benchmark, allowing them to improve returns while maintaining liquidity and capital preservation. These features make money market ETFs a popular choice for investors seeking both safety and efficient cash management.

4. Advanced Yield Curves for Electronic Markets
Advanced yield curves are essential for pricing interest rate swaps in electronic markets to support real-time pricing and risk management. Using the risk Jacobian approach, these curves enable instant calculation of sensitivities and risk metrics (e.g. DV01), making them ideal for high frequency trading.