Probability from first principles
Count outcomes, condition on what you know and handle draws without replacement.
4 lessons
Learn / Courses
Courses
Short card lessons in the maths quant interviews and technical degrees share: an idea, an example, a common mistake, a quick check.
Combinatorics for interviews
Turn a counting question into a product, a choice or a correction.
4 lessonsBayes and updating
Turn new evidence into a new probability by counting cases, and keep base rates in view.
3 lessonsMarket-making theory
Why quotes sit where they sit: edge, inventory, adverse selection and arbitrage.
4 lessonsMultivariate statistics
Read variables together: joint tables, the multivariate normal, covariance matrices, and when a correlation means a cause.
4 lessonsAdvanced probability models
Hidden states, random arrivals, random paths and fair games: the models behind regime, flow and risk questions.
4 lessonsSimulation and approximation
Estimate what you cannot integrate, attach an honest error bar, and know when each shortcut leans the wrong way.
4 lessonsInference and estimation
Fit parameters by likelihood, know the limit on their precision, test them, and shrink them when the sample is small.
4 lessonsBayesian deep dive
Go past Bayes' rule: share strength between groups, update in closed form, choose actions by expected loss and predict what comes next.
4 lessonsTime series
Model what a series remembers, tell a level from its changes, and track a hidden state through noise.
3 lessonsInformation theory
Measure uncertainty in bits, price a wrong model, detect dependence that correlation misses, and use entropy to choose tests and laws.
4 lessonsTrading and risk
Measure tail losses, price options without a forecast, read what risk-neutral weights mean, and test a forecast honestly.
4 lessonsProblem-solving toolkit
Four reusable moves for hard questions: rank distributions, split into cases, count with indicators and bound the tails.
4 lessonsBrainteaser patterns
The few ideas behind most interview puzzles: invariants and symmetry, parity and pigeonhole, games solved backwards, and working back from the end.
4 lessonsCalculus and linear algebra refresher
Derivatives, integrals, series, determinants, eigenvalues and linear systems: the university maths that quant tests and technical exams still ask.
4 lessons