Single Variable Calculus (part 1)
A reminder that quantpylib discount expires in a couple of days: (50% off, $182)
https://hangukquant.thinkific.com/courses/quantpylib
as does the Funding Arbitrage lectures: ($300 off, $850)
https://hangukquant.thinkific.com/courses/qt410
Parallel to our development of the notes on Cython and other advanced Python - we will develop some mathematical theory on calculus. To follow up with this, we will add notes on multi variable calculus, ordinary differential equations and partial differential equations.
The objective being that we want to fill in the theoretical gaps in the market notes for the kind of technical depth we would require to give proper treatment of market dynamics, the kind that one would see in a paper discussing micro-structural dynamics and high frequency trading.
Stochastic calculus is already treated in the market notes.
The over-arching vision of market notes remains the same, which is to bridge the chasm between elementary science and high-finance. It would be considered a success when anyone with the voracity for technical depth can self-learn their way into being a respectable quant.
Slowly but surely, we are also in the process of improving and optimizing the quantpylib infra. I want the HangukQuant ecosystem to be the best place anywhere for quant trading education and implementation.
There are already people I know in the community who trades with the quantpylib infrastructure, and (cries inside) does so even more profitably than I do.
cheerios,
Market notes: