// Mathematics
What we calculate with.
The methods our systems stand on — and two detailed formula collections for reference. All of it is in the textbooks. What we build out of it is in none of them.
The methods our systems stand on: statistics, volatility, evaluation and risk, protection against self-deception, processes and microstructure — each with what it is for and where it misleads.
To the basics → Quant-FormelsammlungFrom statistical foundations to high-frequency trading: returns and volatility, risk measures, portfolio theory, stochastic processes, time series, market microstructure and execution. In German.
Open (German) → Die härtesten FormelnThe deepest equations of mathematics and physics — from the Riemann zeta function to the Standard Model —, each with a bridge to quant trading. In German.
Open (German) →Questions about the methodology?
We talk openly about methods — including the ones that failed here.
Get in touch The basic kinds