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Contents
Part 1: Money and Time
Part 2: Chance
Part 3: Risk and Reward
Part 4: Mixing Investments
Part 5: Bets, Simulation and Bad Days
Every chapter looks like this
Full Course
Course structure
How every module runs
Level 1
Quant Beginner
Part 1: Money and Time
01 Returns
02 Interest and Present Value
Part 2: Chance
03 Expected Value
04 Conditional Probability and Bayes
05 The Random Walk
06 The Square Root Rule
07 The Bell Curve
Part 3: Risk and Reward
08 Volatility
09 The Sharpe Ratio
10 Volatility Drag
Part 4: Mixing Investments
11 Covariance and Correlation
12 Diversification
13 The Efficient Frontier
14 Beta and the CAPM
Part 5: Bets, Simulation and Bad Days
15 The Kelly Criterion
16 Monte Carlo Simulation
17 Fat Tails
18 Value at Risk
Level 2
Quant Intermediate
Part 6: Evidence from Data
19 Estimates and Error Bars
20 Luck or Skill
21 Fitting a Line to Returns
22 Maximum Likelihood
23 Memory in Prices
24 Honest Backtests
Part 7: Pricing
25 Bonds, Yields and the Curve
26 Forwards and the Law of One Price
27 Markov Chains and Martingales
28 The Binomial Tree
29 Brownian Motion
30 Ito’s Rule and the Stock Price Model
31 Black-Scholes
32 The Greeks and Hedging
33 Implied Volatility and the Smile
Level 3
Quant Advanced
Part 8: Models and Signals
34 Futures, Carry and Roll
35 Mean Reversion and Pairs
36 Volatility Clustering and GARCH
37 Factor Models and PCA
Part 9: Anomalies and Factor Investing
38 Size and Value: the Three Factor Model
39 Momentum and the Four Factor Model
40 Quality and Low Volatility
41 The Factor Zoo
Part 10: Regimes
42 Mixtures and Clustering
43 Hidden Markov Models and Regime Switching
44 The Kalman Filter
Part 11: Portfolio Construction and Asset Allocation
45 Capital Market Assumptions and Strategic Allocation
46 Better Portfolios
47 Risk Budgeting
48 Portfolio Scenarios over Time
49 Assets and Liabilities
Level 4
Quant Expert
Part 12: Advanced Pricing, Rates and Credit
50 Faster Monte Carlo
51 Finite Differences
52 Stochastic Volatility
53 Volatility Trading and Exotic Options
54 Short-Rate Models
55 Credit Risk
Part 13: Testing in Practice
56 Testing Risk Models and Stress
57 Machine Learning on Market Data
58 Is the Backtest Overfit?
Part 14: Trading in Practice
59 Market Making and Microstructure
60 Trading Costs and Market Impact
61 Execution Algorithms
62 Alpha Research and Statistical Arbitrage
Questions and answers
Projects for Your CV
Option Pricing Tool
Backtesting Environment
Market Regime Detection
Portfolio Optimizer and Risk Report
Interview Prep
Roles
Quant Researcher
Quant Trader
Quant Developer
Risk / Model Validation
How interviews run
Firm types
Categories
Brainteasers
Probability
Statistics
Finance Technicals
Stochastic Calculus
Mental Math
Coding (Python)
Market Making and Betting Games
Behavioral
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Quantitative Finance from Scratch
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