Unit 5: Probability & Statistics for Quants

The math foundation every quant needs.

20 lessons, about 5.5 hours of reading.

Start with lesson 1
  1. 1.
    Why Statistics Matters in Finance
    Completed15 min
  2. 2.
    Data, Populations & Samples
    Completed15 min
  3. 3.
    Types of Variables
    Completed15 min
  4. 4.
    Random Variables & Probability Distributions
    Completed16 min
  5. 5.
    Mean, Median & Mode
    Completed16 min
  6. 6.
    Expected Value
    Completed16 min
  7. 7.
    Variance
    Completed17 min
  8. 8.
    Standard Deviation
    Completed16 min
  9. 9.
    Covariance
    Completed17 min
  10. 10.
    Correlation
    Completed17 min
  11. 11.
    Independence vs Zero Correlation
    Completed16 min
  12. 12.
    The Normal Distribution
    Completed17 min
  13. 13.
    Z-Scores & Percentiles
    Completed16 min
  14. 14.
    Sampling & Confidence Intervals
    Completed17 min
  15. 15.
    Hypothesis Testing & P-Values
    Completed18 min
  16. 16.
    Diversification & Portfolio Variance
    Completed18 min
  17. 17.
    Modern Portfolio Theory
    Completed18 min
  18. 18.
    Systematic vs Unsystematic Risk
    Completed17 min
  19. 19.
    Regression, Beta & Alpha
    Completed18 min
  20. 20.
    The Sharpe Ratio
    Completed18 min