Quant Lectures



  • Risk Management
  • Thinking outside of the Box
  •  Market Efficient Theory
  • Calculus, linear algebra
  • Stochastic Calculus
  • Information Theory”, “Game Theory
  • pattern recognition or signal processing
  • bond mathematics and basic financial mathematics
  • statistics, probability, econometrics, time-series, calculus
  • Inference
  • MatLab, R , C++. pydata
  • foreign exchange modelling
  • market microstructure
  • Monte Carlo simulation –  random walk was (for time series MC) or what a Gaussian Copula was (for a VaR or credit risk MC)
  • Gumbel Distribution theory on Extreme events
  • Hull White, Cheyette, Markovian HJM or LMM for one, two or more factors in addition experience with SABR or Heston models Lattices, Finite Differencing and Monte Carlo to model stochastic processes
  • linear algebra, statistics and probability. Especially, knowledge on basic time series analysis including the Brownian motion
    trend (aka momentum) vs. regression (aka mean-reverting)
  • Platonic ideal of statistical analysis into the gritty issues (selection bias, data quality issues, trade impact, slippage, liquidity)


Brain Teasers

Tick Data

Paper Trading Account

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