Quant Principle
IF YOU HAVE THE MEANS: Please consider donating $10 to the American Cancer Society's RELAY FOR LIFE! The 2010 Drive Ends April 10.
An introduction to Quantitative Finance is not a simple task. In order to introduce people to the concepts of quantitative finance, this section will attempt to discuss and categorize the broad topics that encompass quantitative finance. In order to understand the breadth of these topics, it would be good to start with a definition. Looking at several definitions of Quantitative finance:
- Quantitative Finance - Using quantitative techniques and mathematical models to understand and develop strategies used to engineer profits or reduce exposure to risks in the financial system of the world. -Q. Boiler
- Quantitative Analyst - is a person who works in the financial markets developing and implementing mathematical models to assist the activities of traders and risk managers within investment banks, hedge funds and other financial institutions. Throughout the industry, such professionals are known as quants. -Hedgefund-Index
- Quantitative Finance broadly is about the Mathematical aspects of Finance. It is a study of the mathematical theories that are used to price and structure the various sophisticated financial instruments used by banks and hedge funds. Basically it is about using the principles of Stochastic Calculus, Probability distributions, Linear Algebra and monte carlo methods to model derivative trades. -Sundar Rajan
General
Contact Information
Quant and Financial Engineering Roles
This document discusses some of the types of roles that quants and financial engineers do. Specifically it tries to outline the work that needs to be done at an investment bank or hedge fund, and correlate what the Quant's role is and how he can help achieve that.
Conditional Duplicate
This script will read each line of an input file, and conditionally duplicate that line, making a regex pattern substitution.
Home
Postgres Commands
PostGreSQL Commands
Request Info to Join
Request Info To Join An Investment Club
Investment Challenge
Request Info To Join An Investment Club
Quant Careers
Quant Careers
Export Selected Tables from a Postgres SQL Database
Export a select set of tables from a postgres database. This command shows you how to export a small subset of tables from a postgres schema using the pg_dump command.
Request Info to Join
Request Info To Join An Investment Club
Delta Neutral Hedging Strategies
This Document discusses Delta Neutral Hedging Strategies.
Technical Writer
Technical Writer
Find the Largest tables on disk for a postgres database
This command shows you how to find the largest tables and indexes on disk for a postgres databse. If you ever wanted to know which are your largest tables and indexes on disk, this command does the trick. It limits to the top 20 by default, but you can change it to a different limit.
General Guidelines
Investment club guidelines rules and meeting agenda
Risk Reversal or Synthetic Long
Risk Reversal
Unix Utils For Windows
A few Unix Utils which are 32 bit ports of Unix Utils to Windows.
Multi-Line Conditional Duplicate
This script will conditionally duplicate a multi line section of code. It will also perform substitutions within that multi line chunk. The script is written in Perl.
Delayed Quotes
Nasdaq nyse use 15 to 20 minute delayed quotes.
Intro Quant Principles
Introduction To Quantitative Principles
Unix Script to Suspend and Resume
Ever want to suspend execution and resume execution of a process from within a bash or other unix shell script? This bash shell script shows you how to sussped a process and resume the process within the script. It allows you to identify 1 or more pids programmatically, and then will cyclicly suspend the process for X seconds, then resume the process for Y seconds. X and Y are configurable parameters.
Postgres summarize database detail records into Summary Tables
This Article Shows a technique to use Database Queries to summarize detail records into summary tables without using Stored Procedures or using application Code. This technique shows how to use the INSERT with the SELECT effectively doing an insert with a select from.
SEC Rules
SEC Securities and Exchange Commision Rules and Guidelines
Dark Pools
Dark Pools in Equity Markets
Near Expiry Call Risk
This Article will discuss the risk of being called when you are near expiry. It will also present some strategies to avoid being called.
Buy-Write Stategie
The Buy Write or Covered Call Strategy is a financial derivative strategy where an investor will buy a stock and sell a call option on the stock. This article discusses the buy-write strategy.
Unix Tips
Unix Tips & Scripts
Page Not Found
Quant Strategies
Quantitative Fanance Investment Strategies
Unix Nohup, disown, and job control
Unix Job Control; Nohup, disown, and background and forground
Page Forbidden
Tips and Tricks (Non-Quant)
Tips and Tricks
Perl, Sed, Awk
Perl Sed and Awk Scripts. A collection of perl sed and awk scripts that I have developed and used over the years.
Quant - real world
The Real world of Quantitative Finance
Contacts
Investment Club
Investment Clubs
Docs
Some Tips and Documents
Quant Principle's Book Store
QuantPrinciple's book Store. Books for Quantitative and Financial Engineers. This includes books with customer reviews from Amazon, as well as recommendations from Quant Principle, and the Chicago Qaunt Meetup Group.