This blog is a collection of quant skills, finance knowledge, programming tips, and personal experiences. Aimed at quant enthusiasts, finance professionals, and anyone interested in the world of finance, BagelQuant offers a unique perspective on the industry. Here is a map of the quant world:
Topic lists:
| Math Basics | Math Advanced | Quant Models | Finance |
|---|---|---|---|
| Linear Algebra | Optimization | Utility Theory | Basic Finance |
| Calculus | Stochastic Calculus | Mean-Variance Optimization (Modern Portfolio Theory) | Stocks |
| Probability | Econometrics | Consumption-based Asset Pricing | Fixed Income |
| Statistics | Financial Time Series | Factor Models | Derivatives |
| Machine Learning | Black-Scholes Model | Regulation | |
| Binomial Tree | |||
| Interest Rate Models | |||
| Monte Carlo Simulation | |||
| Algorithmic Trading | |||
| Risk Management |