Quant Marathon - Courses
Course 1: Linear Mean-Covariance Statistics
Linear Mean-Covariance Statistics covers multivariate statistics, linear factor models, and estimation of high-dimensional location and dispersion.
Course 2: Probabilistic Machine Learning
Probabilistic Machine Learning provides an in-depth discussion of machine learning/artificial intelligence models and their applications to quantitative finance.
Course 3: Time Series and Sequential Decisions
Time Series & Sequential Decisions covers multivariate econometrics and advanced inference for stress-testing and portfolio construction.
Course 4: Financial Engineering
Financial Engineering covers the computation of the fair valuation and joint return distribution for the main asset classes of financial instruments.
Course 5: Quantitative Risk Management
Quantitative Risk Management covers portfolio risk/liquidity adjusted valuation, return distribution and risk statistics; and their decomposition into contributions from key risk factors.
Course 6: Quantitative Portfolio Management
Quantitative Portfolio Management covers static and dynamic portfolio construction, and optimal execution.
Primer 1: Mathematics
Mathematics covers the foundations which underpin the data science and quantitative finance courses.
Primer 2: Finance
Finance covers the fundamental concepts on financial products (value, P&L, fixed income, derivatives) which underpin the quantitative finance courses