Updated Lecture Notes 900+pages
To celebrate our 10K milestone - we are doing special pricing on the access to paywalled posts for a week here.
Our market notes feature a variety of topics from
calculus, linear algebra and optimisation
statistical methods in finance
portfolio management
programming
trading strategies
It has become a central resource that our readers refer to for both academia and practice. Given its importance; I have re-written the linear algebra section to give a better treatment of both euclidean and abstract algebra, with focus on computational ideas. These ideas will continue to pop up everywhere in our lecture notes, current and future sections.
The rewrite is about 160pages long, and our market notes sits at roughly 900~ pages. We are going to the same for the previous treatment of probability theory and statistics into 4 sections > probability theory I, II, inferencing and learning.
On a side note, I have been getting my feet wet in cpp and even though I am far from an expert in cpp, I intend to start sharing some of my learning experiences and documenting it on the quantpylib github. Look forward :)
For those looking into implementing trading strategies, they will be added here:
https://lectures.hangukquant.com/collections/strategies
We will open up the Prediction Market Arb lectures again in due time, due to reader requests.
Here are the updated lecture notes;