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What do you want to learn?
I'd love to create a mini-course for you - what should it be on?
May 15
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Sebastian Gutierrez
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What do you want to learn?
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February 2024
Quant Finance Rationale Memo Template
Whether you are researching, trading, or developing software, it's important to keep track of what you've done and why.
Feb 14
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Sebastian Gutierrez
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Quant Finance Rationale Memo Template
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Quantitative Finance Stack Exchange
Did you know Quantitative Finance Stack Exchange exists?
Feb 13
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Sebastian Gutierrez
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Quantitative Finance Stack Exchange
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What do quantitative traders do?
What are they doing all day?
Feb 9
•
Sebastian Gutierrez
2
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What do quantitative traders do?
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Quant Finance Project Ideas
Whether you are a student, a mid-career switcher, or interested in kinds of projects to build your portfolio, here's some advice on what projects to…
Feb 8
•
Sebastian Gutierrez
2
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Quant Finance Project Ideas
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Professor William F. Sharpe's Thoughts on his own "Sharpe Ratio"
Dr. Sharpe's thoughts on his original paper, Sharpe 1966, and how it's evolved since then
Feb 6
•
Sebastian Gutierrez
2
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Professor William F. Sharpe's Thoughts on his own "Sharpe Ratio"
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Help me help you
Quick survey to figure out newsletter leveling and where you are in your life
Feb 2
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Sebastian Gutierrez
1
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Help me help you
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January 2024
Introductory Study of Ultra-High Frequency Forex Spot Rate Data
Quant Finance Wednesday Wisdom: You need high-frequency data for high-frequency trading. In 1991, the first academic study to look at high-frequency…
Jan 31
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Sebastian Gutierrez
1
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Introductory Study of Ultra-High Frequency Forex Spot Rate Data
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hftbacktest - High-Frequency Trading and Market-Making Backtesting Tool
Quant Finance Tool Monday - High-Frequency Trading and Market-Making Backtesting Tool
Jan 29
•
Sebastian Gutierrez
1
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hftbacktest - High-Frequency Trading and Market-Making Backtesting Tool
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Jane Street's Figgie Card Game
Quant Finance Friday Fun - Something fun for the weekend
Jan 26
•
Sebastian Gutierrez
1
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Jane Street's Figgie Card Game
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Asset Allocation for Individual (And Other?) Investors
Quant Finance Wednesday Wisdom - literature focused on asset allocation for individual portfolios based on risk preferences using a tool called the…
Jan 24
•
Sebastian Gutierrez
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Asset Allocation for Individual (And Other?) Investors
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Financial Markets Microstructure
Københavns Universitet - Financial Markets Microstructure Course, Spring 2020
Jan 22
•
Sebastian Gutierrez
1
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Financial Markets Microstructure
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