Quant Handbook update p1346

This update adds notes on measure theory - making the previous notes on stochastic calc more self-contained. In the next post, we will take a look at cache-conscious design of the ringbuffer. We will then wrap up our performant logging series with cpp code adapting the ringbuffer, and move on to writing an in-memory orderbook for the quantcplib library.

Here are the rough chapters and length breakdown of the notes;

• Calculus (42)

• Linear Algebra (196)

• Probability Theory (86)

• Statistics (62)

• Real Analysis (59)

• Measure Theory (118)

• Differential Equations (18)

• Convex Optimization (149)

• Statistical Learning (38)

• Statistical Finance (41)

• Portfolio Management (39)

• Stochastic Calculus (237)

• Risk Premiums (23)

• Quant Dev – Python (83)

• Low Latency / HFT Dev – C++ (51)

• Market Making (7)

• Trading Strategies (30)

• ++other minor chapters

Attached notes: