Introduction to Quantitative Finance
I came to quantitative finance the way a physicist might: through the mathematics. The connection became obvious once I understood what the subject actually is. …
Read →Quantitative-Finances
Math & Coding Prerequisites
This page is the practical companion to the introduction to quantitative finance. That page describes the landscape of the subject. This page answers the …
Read →My Trading Projects
I want to be direct about the structure of this page before anything else. Some of what I have built and am building in quantitative trading is proprietary — …
Read →Research in Market Microstructure
This page describes my active research in quantitative finance. It is more detailed than the trading projects page because this is research rather than deployed …
Read →Resources & Backtesting Tutorials
Backtesting is the scientific method of systematic trading. You have a hypothesis — that some feature of historical market data predicts future returns. …
Read →