Trading Curriculum 2023

Computer Science:

• ​Python

  • Week 1: Introduction to Basics/NumPy​

  • Week 2: Introduction to Pandas/MatPlotLib

  • Week 3: Feature Engineering

  • Week 4: Monte Carlo

• C++

  • Week 5: Introduction to Basics - Compiler - Data Structures​

  • Week 6: Commonly Used Algorithms/Introduction to Dynamic Programming

  • Week 7: Concurrency/Threading

  • Week 8: Memory Mapping/Caching

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Statistical Learning:

• Week 1: Basics/Sample Space/Permutations/Combinatorics/Addition Law

• Week 2: Conditional Probability/Independence/Random Variables

• Week 3: Distributions - Normal, Bernouli, Binomial, Poisson, Central Limit Theorem

• Week 4: Intro to Markov Chains

• Week 5: Statistical Tests

• Week 6: Regression/Classification

• Week 7: Model Assessment - Bias/Variance Trade Off - ROC Curve / Precision + Recall

• Week 8: Boosting Techniques

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Derivatives:

• Week 1: Introduction to Derivatives (Futures, Forwards, and Options)

• Week 2: Foundations of Options

• Week 3: Call and Put Option Basics

• Week 4: Pricing Options: Binomial/Monte Carlo/Black Scholes

• Week 5: Greeks

• Week 6: Complex Options Strategies (Spreads, Flies, Riskies)

• Week 7: Advanced Greeks

• Week 8: Advanced Misc. Volatility Topics (SABR, Stochastic Volatility)