Level up your quant toolkit.

A curated starting point for learning quantitative finance, brushing up on probability, and preparing for interviews. As the club grows, you can replace these bullets with specific PDFs, notes, and internal write-ups.

Foundations

Math & probability

  • Measure-lite probability, conditional expectation, and martingales.
  • Linear algebra refresh — eigenvalues, projections, SVD.
  • Optimization basics: gradients, convexity, Lagrangians.
Programming

Practical coding stack

  • Python for data & backtesting (NumPy, pandas, matplotlib).
  • C++ for performance-critical components.
  • Git/GitHub for collaboration and version control.
Markets

Market structure & products

  • Limit order books, auctions, and microstructure basics.
  • Derivatives 101: options, futures, greeks, vol surfaces.
  • Risk, leverage, and portfolio construction concepts.
Recruiting

Interview prep roadmap

  • Brainteasers & estimation problems.
  • Probability & combinatorics drills.
  • Technical screens: coding under time pressure.

One way to use these resources.

A possible plan if you’re balancing classes with learning quant on the side. Adjust it as the club’s actual projects and notes emerge.

Weeks 1–2 · Orientation
Skim math & probability notes, set up your coding environment, and attend intro events to get a feel for the space.
Weeks 3–5 · Deepening
Pair one project idea with targeted reading — e.g. stat arb concepts + probability/linear algebra problems aligned with it.
Weeks 6–8 · Interview prep
Layer on brainteasers and coding problems. Run mock screens with peers or board members.
Beyond · Iterate
Push projects further, start new ones, contribute to internal tools, and help newer members ramp up once the club expands.