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Northeastern Quant Club Learning Resources

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Library

Name and Link Description Type
Springer Free Northeastern access to a vast collection of scientific books and journals Library
Northeastern Library Northeastern University's comprehensive library resources. Library
Northeastern O'Reilly Free Northeastern access to O'Reilly's library Library

Options / Derivatives

Name and Link Description Type Level
Akuna Capital Options 101 Structured options introduction with quizzes Course Beginner/Intermediate
Options Pricing and Volatility A good intro to options book Book Intermediate
Options Futures and Other Derivatives (Part 1) Often considered the Bible of Quant Finance (reference) Book (PDF) Advanced
Options Futures and Other Derivatives (Part 2) Often considered the Bible of Quant Finance (reference) Book (PDF) Advanced

Fixed Income

Name and Link Description Type Level
Fabozzi Handbook Fixed Income Bible (reference) Book Advanced

Machine Learning / Statistics

Name and Link Description Type Level
Introduction to Statistical Learning with Python Good introduction to Statistical Learning with exercises and jupyter notebooks Book Beginner/Intermediate
Hands-On Machine Learning with Scikit-Learn, Keras, and TensorFlow Practical guide to machine learning with popular Python libraries Book Intermediate

Stochastic Calculus

Name and Link Description Type Level
Stochastic Calculus for Finance 1 Introduction to stochastic calculus applied to financial models, written for Carnegie Mellon MSCF Book Advanced
Stochastic Calculus for Finance 2 Second book in stochastic calculus Book (PDF) Advanced

Time Series

Name and Link Description Type Level
Analysis of Financial Time Series Datasets for Exercises In-depth analysis techniques for financial time series data Book (PDF) Intermediate/Advanced
Penn State Applied Time Series Graduate-level course on applied time series analysis Course Graduate

Risk Modeling

Name and Link Description Type Level
Barra Risk Model Handbook Barra's risk modeling techniques Handbook (PDF) Advanced

Courses

Name and Link Description Type Level
Akuna Capital Options 101 Introductory course on options trading and strategies. Course Beginner/Intermediate
QuantEcon Lectures QuantEcon Lectures Lectures All Levels
Quantopian Lectures Quantopian Lectures Lectures All levels
Penn State Online Graduate Programs Probability and Statistics Lectures Program Graduate
Penn State Online Undergraduate Studies Probability and Statistics Lectures Program Undergraduate
JPMC Forage Simulation-based program for quantitative research roles at JPMorgan Simulation Beginner/Intermediate
NYU Goodman Lectures Lecture series on advanced mathematical topics by NYU faculty Lectures Advanced
NYU Avellane Lectures Additional lecture resources on quantitative finance and mathematics Lectures Advanced
MIT Mathematics with Applications to Finance MIT Coursework on Financial Mathematics with slides, notes, and videos Lectures Undergraduate
MIT OpenCourseWare MIT Lectures on Various Topics Lectures All Levels

Other

Name and Link Description Type Level
AQR White Papers Research papers on quantitative investment strategies and insights White Papers Various
Max Dama on Automated Trading General info about Quant, automated trading systems and strategies PDF All levels
Other Springer Books Collection of various Springer books across multiple disciplines Books All levels

Interview Prep

Name and Link Description Type Level
A Practical Guide To Quantitative Finance Interviews Guide to preparing for quantitative finance job interviews Guide (PDF) all levels

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