{
  "slug": "quantitative-finance",
  "name": "Quantitative Finance",
  "description": "Stochastic processes, time-series methods, statistical arbitrage, machine learning in finance, and high-frequency modeling.",
  "key_concepts": [
    "stochastic process",
    "ARIMA",
    "GARCH",
    "Kalman filter",
    "regime switching"
  ],
  "term_count": 44,
  "key_terms": [
    "alpha-signal",
    "alternative-data",
    "arima-model",
    "autocorrelation",
    "autoregressive-model",
    "backtesting-framework",
    "breadth",
    "brownian-motion",
    "cointegration",
    "cross-sectional-momentum",
    "factor-signal",
    "fundamental-law-of-active-management",
    "garch-model",
    "geometric-brownian-motion",
    "gradient-boosting",
    "hurst-exponent",
    "information-coefficient",
    "itos-lemma",
    "latin-hypercube-sampling",
    "machine-learning-in-finance"
  ]
}