Probability, statistics, and stochastic calculus
Combinatorics to martingales, estimation and time series, cointegration, Kalman filters, Ito, Girsanov, and Feynman-Kac: the most-tested subjects in trader and researcher interviews.
Read it on GitHubOpen source · MIT · since 2022
117 stars25 forksLast updated
The Quant Prep
A free, self-tracking preparation system for quant trader, researcher, developer, and risk interviews.
The syllabus, practice platform, and Obsidian vault I built to prepare for quantitative finance roles, open-sourced for anyone on the same path. It covers quant trader, quant researcher, and quant developer roles at proprietary trading firms, market makers, HFT firms, and multi-manager hedge funds, and quant risk and strats roles at banks: desk quants, market risk and FRTB, counterparty risk and XVA, and model validation.
The Quant Prep in numbers
292
syllabus topics, all written
6,264
spaced-repetition question cards
1,100+
hours of planned study
18
firm-specific interview guides
16
syllabus sections
11
interactive trading-lab engines
Counts from the repository README as of ; stars and forks are live.
What is inside
Derivatives, volatility, and fixed income
Greeks and hedging P&L, smiles and surfaces, Heston and SABR calibration, PDE and Fourier pricers, curves, swaps and OIS, short-rate models, credit and CDS.
Read it on GitHubMarket microstructure and market making
Order books, auctions, Kyle and Glosten-Milgrom, impact and Almgren-Chriss execution, Reg NMS routing, latency races, and Avellaneda-Stoikov and Gueant-Lehalle inventory models with simulators.
Read it on GitHubAlpha research and machine learning for finance
Point-in-time data, factors, stat arb, backtest overfitting, covariance shrinkage, HRP, leakage-safe validation, triple-barrier labels, meta-labeling, and drift monitoring.
Read it on GitHubRisk, Basel, and FRTB
VaR and ES, stress testing, P&L attribution, XVA, SA-CCR, CVA capital, and the FRTB sensitivities-based method and internal models, each parameter cited to its Basel Framework paragraph.
Read it on GitHubQuant development in C++20
Order book and matching engine, ITCH 5.0 feed handler, lock-free queues, memory pools, a pricing library, pre-trade risk and order management, and a latency lab, all with unit tests.
Read it on GitHubPricing and risk systems
Front-to-back architecture, curve and pricing services, AAD, risk and P&L engines, FRTB and XVA engines, and the end-of-day batch, each note backed by a sizing or simulation script.
Read it on GitHubInterview playbook and the qp platform
Mental math, brainteasers, estimation, trading games, take-homes, and offers, plus the qp CLI and local dashboard for readiness by firm, a weekly plan, card review, and timed drills.
Read it on GitHubFirm guides
One guide per firm: business model, roles, interview process, what each round tests, and the syllabus topics to prioritise. ./qp firms ranks your readiness for each one.
Pick your path
- Quant trader (prop, market making, HFT)
- Probability, mental math, and brainteasers, then derivatives, market making, microstructure, trading games, and Kelly sizing.
- Quant researcher (hedge funds, systematic)
- Probability, statistics, and linear algebra, then alpha research, machine learning, portfolio construction, and microstructure.
- Quant developer (trading systems)
- Quant development and DSA in The Distinguished Engineer, then order books, feed handlers, backtesters, pricing libraries, and systems design.
- Quant risk and strats (banks)
- Probability, stochastic calculus, and derivatives, then fixed income, VaR and ES, counterparty risk and XVA, Basel and FRTB, and pricing and risk systems.
Why you can rely on it
- Numbers in the syllabus are computed by scripts, not recalled, and CI runs the examples on every change so their assertions catch drift.
- C++ examples build warning-free on GCC and Clang and run under AddressSanitizer, UndefinedBehaviorSanitizer, and, for concurrent code, ThreadSanitizer.
- Basel and FRTB parameters cite the Basel Framework paragraph, market conventions cite the exchange or regulator, and papers cite authors, venue, and year.
- Every pull request passes an automated review and test gate before it merges.
Quick start
git clone https://github.com/shreejitverma/The-Quant-Prep.git && cd The-Quant-Prep
./qp profile --tracks quant-trader --hours 12
./qp serve --openCompanion repository
Open source · MIT · since 2021
26 stars20 forksThe Distinguished Engineer
A knowledge base and runnable curriculum from junior engineer to distinguished engineer.
6,800
solved DSA problems in C++ and Python
129
notes on low-latency trading systems
14
volumes on agentic AI
16
volumes on cloud AI engineering
159
technical papers with reading notes
80+
system design implementations
- Software engineers
- Quant and HFT C++ developers
- Staff and principal engineers
- AI and agent engineers