Quant Prep·Jan 12, 2025Day in the life of a Quant at a top investment bankStart the day around 9:15amA response icon1A response icon1
Quant Prep·Jan 5, 2025How to understand the SABR model parametersThe SABR model is a stochastic volatility model which, unlike Black-Scholes, models the implied volatility smile. It is the standard model…
Quant Prep·Nov 17, 2024Option pricing models: Black-Scholes, Black 76, SABRIn this article, we shall discuss the following option pricing models:
Quant Prep·Oct 27, 2024This article will discuss key benchmark interest rates in the financial markets:LIBORA response icon1A response icon1
Quant Prep·Oct 20, 2024Marcoeconomic indicators you should know aboutThis article discusses a few important macroeconomic indicators which are closely monitored by traders.A response icon1A response icon1
Quant Prep·Oct 6, 2024Interest rate yield curve dynamicsIn this article, I shall discuss the four standard yield curve dynamics:
Quant Prep·Sep 29, 2024A simple example of a high-frequency trading strategyHigh-frequency trading firms are important to the financial markets because they provide liquidity, allowing market participants easily buy…A response icon2A response icon2
Quant Prep·Sep 22, 2024A list of financial markets and derivatives: Linear vs non-linear.Financial markets can usually be grouped into: Equity, rates, credit, FX and commodities. Within these markets there are many different…A response icon1A response icon1
Quant Prep·Sep 15, 2024What does a quant actually doIn general, you can separate the different quant job titles as following:A response icon1A response icon1
Quant Prep·Sep 8, 2024A simple guide on how to find relative value trading opportunitiesIn this article we will discuss a simple example of a relative value trade.
