As it’s approaching the end of 2019, I want to review what I have learned this year, and again share my reading list. Around June, I asked myself what are the foundations a good junior level strat/quant should have, to be at least able to understand and critic existing academic papers or algorithms and come up with something on his/her own. I decided on the follow, and please leave a comment if you think I missed anything!

The beauty of mathematics, to me, lies the most in the ability of substantiating abstract ideas. One of my favorite to name is the orbit-stabilizer theorem (imaginable as a cube with orbit and you can flip it by rules).

I want to start this first post of the series of Bayesian stats with this meme.

2018 is coming to an end, and by the end of this year I picked up a new hobby - answering quesitons on stack exchange (more specifically on quant fiance). It appears that a lot of times I see questions iterating over the same idea, and it made me wonder what if we can have a list of paper recommendations for anyone interested in quant finance, to start from the essentials and build a good foundation.