Study path
Quantitative research
Statistics, econometrics and signal research: finding an edge in data and proving it is not noise.
11 topics · 71 lessons · about 14 hoursTwo Sigma, Citadel, DE Shaw, AQR
- 1
Mental maths and numerical fluencyFLUShared
Arithmetic fast enough to quote from: multiplication, fractions, percentages and estimation under a clock.
2 chapters · 2 lessons
- 2
Counting and combinatoricsCOMBShared
The counting machinery behind every probability question: four standard cases, two techniques, and the arguments that prove something cannot be done.
4 chapters · 4 lessons
- 3
ProbabilityPROBShared
Conditioning, distributions, expectation and the handful of techniques that turn most interview probability questions into one-liners.
6 chapters · 9 lessons
- 4
Statistics and inferenceSTAT
Estimation, intervals and tests — and the multiple-testing problem that quietly decides whether a backtest means anything.
8 chapters · 8 lessons
- 5
Regression and econometricsREG
OLS from three angles, what breaks it, and the regression brainteasers firms actually ask.
8 chapters · 8 lessons
- 6
Time seriesTS
Stationarity, ARMA, cointegration and volatility models — plus the out-of-sample discipline that stops a backtest lying to you.
7 chapters · 7 lessons
- 7
Linear algebraLA
Projection, eigenstructure and decompositions — the machinery behind OLS, PCA and risk models.
7 chapters · 7 lessons
- 8
Stochastic calculusSC
Brownian motion, Itô calculus and the measure change that makes risk-neutral pricing work.
5 chapters · 5 lessons
- 9
Machine learningML
The methods that work on tabular financial data, and why cross-validation is different here.
7 chapters · 7 lessons
- 10
Alpha and signal researchSIG
The pipeline from idea to live capital: constructing a signal, measuring it honestly, and sizing what it can carry.
8 chapters · 8 lessons
- 11
Research case studiesCASE
A repeatable method for open-ended cases, and the traps that sink strong candidates.
6 chapters · 6 lessons