--- title: "The Quant Prep" description: "A free, self-tracking preparation system for quant trader, researcher, developer, and risk interviews. 292 syllabus topics, all written; 6,264 spaced-repetition question cards; 1,100+ hours of planned study" url: "https://www.shreejitverma.com/open-source/the-quant-prep" author: "Shreejit Verma" --- 1. [Home](https://www.shreejitverma.com/) 2. [Open Source](https://www.shreejitverma.com/open-source) 3. The Quant Prep Open source · MIT · since 2022 117 stars · 25 forks Last updated November 6, 2026 # 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. [Open on GitHub](https://github.com/shreejitverma/The-Quant-Prep) · [Star the repository](https://github.com/shreejitverma/The-Quant-Prep/stargazers) · [Quick start ](https://www.shreejitverma.com/open-source/the-quant-prep#quick-start) ## 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 November 9, 2026; stars and forks are live. ## What is inside ### [Probability, statistics, and stochastic calculus](https://github.com/shreejitverma/The-Quant-Prep/tree/main/01-Probability/README.md) 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 GitHub ](https://github.com/shreejitverma/The-Quant-Prep/tree/main/01-Probability/README.md) ### [Derivatives, volatility, and fixed income](https://github.com/shreejitverma/The-Quant-Prep/tree/main/05-Derivatives-and-Volatility/README.md) 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 GitHub ](https://github.com/shreejitverma/The-Quant-Prep/tree/main/05-Derivatives-and-Volatility/README.md) ### [Market microstructure and market making](https://github.com/shreejitverma/The-Quant-Prep/tree/main/08-Market-Making/README.md) 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 GitHub ](https://github.com/shreejitverma/The-Quant-Prep/tree/main/08-Market-Making/README.md) ### [Alpha research and machine learning for finance](https://github.com/shreejitverma/The-Quant-Prep/tree/main/09-Alpha-Research-and-Portfolio/README.md) 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 GitHub ](https://github.com/shreejitverma/The-Quant-Prep/tree/main/09-Alpha-Research-and-Portfolio/README.md) ### [Risk, Basel, and FRTB](https://github.com/shreejitverma/The-Quant-Prep/tree/main/17-Regulatory-Capital-Basel-and-FRTB/README.md) 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 GitHub ](https://github.com/shreejitverma/The-Quant-Prep/tree/main/17-Regulatory-Capital-Basel-and-FRTB/README.md) ### [Quant development in C++20](https://github.com/shreejitverma/The-Quant-Prep/tree/main/12-Quant-Development/README.md) 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 GitHub ](https://github.com/shreejitverma/The-Quant-Prep/tree/main/12-Quant-Development/README.md) ### [Pricing and risk systems](https://github.com/shreejitverma/The-Quant-Prep/tree/main/18-Pricing-and-Risk-Systems/README.md) 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 GitHub ](https://github.com/shreejitverma/The-Quant-Prep/tree/main/18-Pricing-and-Risk-Systems/README.md) ### [Interview playbook and the qp platform](https://github.com/shreejitverma/The-Quant-Prep/tree/main/13-Interview-Playbook/README.md) 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 GitHub ](https://github.com/shreejitverma/The-Quant-Prep/tree/main/13-Interview-Playbook/README.md) ## Firm 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. - [Akuna Capital](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/Akuna-Capital.md) - [AQR Capital Management](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/AQR.md) - [Balyasny Asset Management](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/Balyasny.md) - [Citadel and Citadel Securities](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/Citadel-and-Citadel-Securities.md) - [D. E. Shaw](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/DE-Shaw.md) - [DRW](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/DRW.md) - [Five Rings](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/Five-Rings.md) - [Hudson River Trading](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/Hudson-River-Trading.md) - [IMC Trading](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/IMC-Trading.md) - [Jane Street](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/Jane-Street.md) - [Jump Trading](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/Jump-Trading.md) - [Millennium](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/Millennium.md) - [Optiver](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/Optiver.md) - [Radix Trading](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/Radix-Trading.md) - [Squarepoint Capital](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/Squarepoint-Capital.md) - [Susquehanna (SIG)](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/Susquehanna-SIG.md) - [Tower Research Capital](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/Tower-Research-Capital.md) - [Two Sigma](https://github.com/shreejitverma/The-Quant-Prep/tree/main/14-Firms/Two-Sigma.md) ## 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 --open ``` ## Companion repository Open source · MIT · since 2021 26 stars · 20 forks ### [The Distinguished Engineer](https://www.shreejitverma.com/open-source/the-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 [Explore The Distinguished Engineer ](https://www.shreejitverma.com/open-source/the-distinguished-engineer) · [Star on GitHub](https://github.com/shreejitverma/The-Distinguished-Engineer) ![](https://www.shreejitverma.com/images/profile-square.jpg) Written and maintained by Shreejit Verma Senior Quantitative Developer at Barclays in New York, NY. I build low-latency C++ trading and market risk systems: FRTB engines at Barclays, automated market making at BNP Paribas, and an FPGA market maker for my MS thesis. These repositories are the notes behind that work, shared so others can go further, faster. [Resume ](https://www.shreejitverma.com/resume) · [Experience](https://www.shreejitverma.com/#experience) · [LinkedIn](https://www.linkedin.com/in/shreejitverma/) · [Email](https://www.shreejitverma.com/cdn-cgi/l/email-protection#3142594354545b58454754435c5071565c50585d1f525e5c)