Quantitative Finance

  1. Advanced and Specialized Topics
    1. Machine Learning in Finance
      1. Supervised Learning
        1. Price Prediction Models
          1. Regression Techniques
            1. Classification Methods
              1. Feature Engineering
                1. Model Selection
                2. Unsupervised Learning
                  1. Pattern Recognition
                    1. Clustering Algorithms
                      1. Dimensionality Reduction
                        1. Anomaly Detection
                        2. Reinforcement Learning
                          1. Trading Applications
                            1. Hedging Applications
                              1. Markov Decision Processes
                                1. Q-Learning
                                  1. Policy Gradient Methods
                                2. Computational Finance
                                  1. High-Performance Computing
                                    1. Parallel Computing Concepts
                                      1. Distributed Computing Frameworks
                                        1. Cloud Computing Applications
                                        2. GPU Computing
                                          1. GPU Architecture
                                            1. CUDA Programming
                                              1. Monte Carlo Acceleration
                                                1. Matrix Operations
                                              2. Volatility and Correlation Products
                                                1. VIX Products
                                                  1. VIX Calculation
                                                    1. VIX Futures
                                                      1. VIX Options
                                                        1. Trading Strategies
                                                          1. Hedging Applications
                                                          2. Variance Swaps
                                                            1. Structure and Payoff
                                                              1. Pricing Methods
                                                                1. Hedging Strategies
                                                                  1. Market Applications
                                                                2. Quantitative Asset Allocation
                                                                  1. Black-Litterman Model
                                                                    1. Model Structure
                                                                      1. Prior Assumptions
                                                                        1. View Incorporation
                                                                          1. Portfolio Optimization
                                                                            1. Implementation
                                                                            2. Risk Parity Portfolios
                                                                              1. Risk Budgeting
                                                                                1. Equal Risk Contribution
                                                                                  1. Construction Methods
                                                                                    1. Rebalancing Strategies

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                                                                                7. Algorithmic and High-Frequency Trading

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                                                                                1. Foundations of Quantitative Finance