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Lecture materials for quant analysts (Fall 2023)

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qa-f23

(Fall 2023) Codes and notebooks for quant analyst lectures. Presentations will be sent out via Slack after lecture.

How to get started:

VSCode or Jupyter Notebooks

  1. If you are not familiar with Git, please refer to this repository and/or other online resources to set up Git.
  2. Fork this repository, so you can have a copy on your own GitHub (remote).
  3. In your terminal app, go into your desired storage location by using cd <your/desired/directory/>, i.e. where would you like to store or download this repo?
  4. Now, to get this qa-f23 repository onto your local machine, type git clone <your_repository_github_url> into your terminal. You may use the URL on your browser or the URL under <> Code > HTTPS (prefered).
  5. Use cd qa-f23 to go into the qa-f23 repo on your local machine and edit as desired.
  6. To log your changes use git add "<file.py>" to stage your edits, and git commit -m "<your commit message>" to commit your edits to your local repository.
  7. To push your changes from your local machine to your remote repository (your GitHub account), use git push.

Note: Commands for Powershell (CMD) on Windows might be different from MacOS and Linux.

GitHub Codespaces

  1. If you are not familiar with Git, please refer to this repository and/or other online resources to set up Git.
  2. Fork this repository, so you can have a copy on your own GitHub (remote).
  3. In your forked repository, you can open up codespaces under <> Code > Codespaces.
  4. Edit and commit and push as needed. It works just like VSCode.

Repository covers:

  • Intro to numpy, pandas, matplotlib and other Python data science libraries
  • Random walks/geometric brownian motions
  • Basic probability and computational statistics
  • Monte Carlo methods for simulations
  • Various interested topics in ML, stats, math and finance

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Lecture materials for quant analysts (Fall 2023)

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