Quantitative Trading Handbook / 997p
To those new to our portal, we have recently released our lectures on algorithmic cryptocurrency trading. New lectures are coming, likely in June.
The free-access link to the lectures are linked at bottom of post.
Adding on to our last post:
We have added our notes on probability theory I. The rewrite is about 100pages long. There are some overlaps between our old notes and new ones, but the new ones are much clearer and illuminating. We will deprecate old notes.
Next notes will be on statistical inferencing. We will follow up with our notes on applied probability and statistics for trading after the release of the stat-inferencing notes.
With the trio of linear algebra, probability theory I and stat inferencing, some serious mathematics can already be achieved.
Linear algebra and inferencing yields the basis of linear regression and model significance.
Probability theory I (combinatorics) yield the basis for analysing the sampling distributions of model-free data, suited for financial artefacts.
Statistical inferencing gives us hypothesis testing for making statistically sound decisions.
Statistical inferencing equips us with analytical tools, such as the variance of (sharpe, information) ratios.
Our lecture notes pdf are appended: