Recent Posts

Twint - Twitter Intelligence Tool

4 minute read

An advanced Twitter scraping & OSINT tool written in Python that doesn’t use Twitter’s API, allowing you to scrape a user’s followers, following, Tweets ...

Common Models for estimating Value at Risk

8 minute read

Parametic and historical method for calculation of VARs. For models dealing with volatility clustering and time-varing feature, please see the post ‘Time-var...

Return to RiskMetrics (notes)

43 minute read

An update and restatement of the mathematical models in the 1996 RiskMetrics Technical Document, now known as RiskMetrics Classic. RiskMetrics Classic was th...