Quant

Courses

• Certificate in Quantitative Finance – http://www.cqf.com/
• Executive Programme in Algorithmic Trading – http://www.quantinsti.com/algotrading.html
• Propex HFT Training – http://propextraining.com/?page_id=846
• Technical Analysis – http://www.investopedia.com/university/technical/default.asp#axzz1t1jiX5VK
• DailyFX PLUS – http://www.dailyfx.com/
• CPLUS – http://cplusplus.com/doc/tutorial/
• C++ Finaincial Engineer – http://www.quantnet.com/OnlineCourse.doc / http://mfe.baruch.cuny.edu/pre-mfe-program/
• Investools – http://www.investools.com/programs.swim
• Technical Analysis – http://www.technicalanalyst.co.uk/training/index.htm
• Code – http://www.code.org/learn/codecademy
• Maths Bridging Course – http://sydney.edu.au/stuserv/maths_learning_centre/2unit.shtml
• Coursera – https://www.coursera.org/course/scicomp
• Khanacedmy – https://www.khanacademy.org/science/core-finance
• Institute of Trading and Portfolio managment – http://www.instutrade.com/
• Kaplan – http://www.kaplanprofessional.edu.au/Financial_Services/Financial_Planning/ADFP
• Trading Technologies
• Market Technicians Association –  http://www.mtaef.org/education/mtaef-in-academia/
• QuantNet – https://www.quantnet.com/cpp/
• Advanced Matlab – http://sydney.universitytutor.com/tutors/380116
• Udacity – https://www.udacity.com/courses#!/All

Quant Lectures

• CQM Sample Lectures – http://www.cqf.com/sample-lecture-recording-details?sid=5161
• MIT Maths – http://ocw.mit.edu/courses/#mathematics
• Compute Science – http://www.saylor.org/majors/computer-science/
• Mathematics – http://www.saylor.org/majors/mathematics/
• Maths – http://mathworld.wolfram.com/
• Maths – https://www.coursera.org/courses?orderby=upcoming&cats=math
• C++ Financial Engineer – http://www.benvanvliet.net/
• Financial Econometrics and Statistical Arbitrage – https://files.nyu.edu/fma1/public/StatArb.html
• http://www.quantatrisk.com/

[youtube=http://www.youtube.com/watch?v=cXy9HoWX0es]

Research

• MIT Black Jack Manual – http://www.worldgameprotection.com/archive/2009-05/procedure_manual.pdf
• Calculs Unlimited – http://rinconmatematico.com/documentos/marsden/CU.pdf
• Nanex Algo Research – http://www.nanex.net/flashcrash/ongoingresearch.html

Skills

• Risk Management
• Thinking outside of the Box
•  Market Efficient Theory
• Calculus, linear algebra
• Stochastic Calculus
• Information Theory”, “Game Theory
• pattern recognition or signal processing
• bond mathematics and basic financial mathematics
• statistics, probability, econometrics, time-series, calculus
• Inference
• MatLab, R , C++. pydata
• foreign exchange modelling
• market microstructure
• Monte Carlo simulation –  random walk was (for time series MC) or what a Gaussian Copula was (for a VaR or credit risk MC)
• Gumbel Distribution theory on Extreme events
• Hull White, Cheyette, Markovian HJM or LMM for one, two or more factors in addition experience with SABR or Heston models Lattices, Finite Differencing and Monte Carlo to model stochastic processes
• linear algebra, statistics and probability. Especially, knowledge on basic time series analysis including the Brownian motion
  trend (aka momentum) vs. regression (aka mean-reverting)
• Platonic ideal of statistical analysis into the gritty issues (selection bias, data quality issues, trade impact, slippage, liquidity)

• Liar’s Poker
• Way of the Turtle
• A Practical Guide To Quantitative Finance Interviews
• Quant Job Interview Questions And Answers
• Algorithms For Interviews
• Heard on The Street: Quantitative Questions from Wall Street Job Interviews
• Dark Pools
• Algorithmic Trading: Winning Strategies and Their Rationale
• Introduction to C++ for Financial Engineers: An Object-Oriented Approach – http://au.wiley.com/WileyCDA/WileyTitle/productCd-0470015381.html
• Blair Hull The big player – http://www.amazon.com/Big-Player-Blackjack-Players-Million/dp/0030169216/ref=ntt_at_ep_dpt_1
• Building Financial Derivatives Applications with C++ – http://books.google.com.au/books?id=P7629UsjsHkC&pg=PA153&lpg=PA153&dq=C%2B%2B+Arbitrage&source=bl&ots=SudZ_abQPv&sig=oKCZtsNO7UtMmX3LIHawuaxYfaI&hl=en&sa=X&ei=laWzUpGNBIewkgWB_YEo&ved=0CGUQ6AEwBQ#v=onepage&q=C%2B%2B%20Arbitrage&f=false

MatLab

• MatLab AlgoTrading – http://www.mathworks.com.au/matlabcentral/fileexchange/29489
• matlabexecution

Brain Teasers

• http://www.lumosity.com/

Tick Data

• Sirca – http://www.sirca.org.au/products/

Paper Trading Account

• TradeStation Academic Account – http://www.tradestation.com/education/academic-program/overview
• FXCM
• Interactive Brokers