Quant Notes

Concise reference pages on quantitative finance — covering markets, probability, derivatives, portfolio theory, and more.

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Title	Category	Tags
Return Distributions	Markets	Empirical Histogram BuildingMoments (Mean / Variance / Skewness / Kurtosis)Normality Diagnostics (QQ-Plot)+7
Ridge Regression	Regression	L2 Penalty IntuitionBias-Variance TradeoffShrinkage Effect+7
Moment Generating Functions	Probability	Definition and ExistenceRelation to MomentsUniqueness Properties+7
Crypto & Digital Assets Quant	ML	Market Structure DifferencesOn-Chain Data BasicsExchange Fragmentation+7
Option Greeks	Derivatives	Delta MeaningGamma ConvexityVega Sensitivity+7
Signal Combination Methods	Strategies	Equal Weight vs OptimizedBayesian Model Averaging IdeaEnsemble Methods+7
Nonlinear Time Series	Time Series	Nonlinear AR ModelsThreshold Autoregression (TAR)Smooth Transition Models (STAR)+7
Efficient Frontier	Portfolio	Frontier DefinitionMinimum Variance PortfolioTangency Portfolio Concept+7
Reinforcement Learning in Finance	ML	MDP FormulationReward DesignExploration vs Exploitation+7
Bootstrapping Methods	Probability	Resampling IntuitionIID BootstrapBlock Bootstrap for Time Series+7
OLS Properties	Regression	Unbiasedness ConditionsConsistencyEfficiency (BLUE)+7
Equity Risk Premium	Markets	Definitions (Ex-Ante/Ex-Post)Historical Estimation MethodsDividend Discount Intuition+7
Overfitting & Data Snooping	Strategies	Multiple Testing ProblemIn-Sample vs Out-of-SampleBacktest Over-Optimization+7
Beta Estimation	Portfolio	Regression SetupReturn Frequency ChoicesChoice of Market Proxy+7
Stochastic Volatility Models	Derivatives	Why Stochastic VolatilityHeston Model OverviewMean Reversion in Variance+7
Cointegration	Time Series	Spurious Regression ProblemCointegration DefinitionEngle–Granger Method+7
ESG in Quant Models	ML	ESG Data SourcesScoring DisagreementsFactor vs Constraint Framing+7
Filtering Methods	Time Series	Moving AveragesExponential SmoothingHP Filter Overview+7
Market Microstructure	Markets	Trading Venues & Market TypesOrder-Driven vs Quote-DrivenLimit Order Book Basics+7
Event-Driven Strategies	Strategies	Corporate Event TypesDeal Risk Arbitrage BasicsEarnings Surprises+7
Maximum Drawdown	Portfolio	Definition and ComputationPeak-to-Trough ConceptDrawdown Duration+7
Multivariate Statistics	Probability	Multivariate Mean/CovarianceCovariance Matrix PropertiesEigenvalues/Eigenvectors+7
Nonparametric Regression	Regression	Kernel Regression BasicsBandwidth SelectionLocal Polynomial Regression+7
Swaps Fundamentals	Derivatives	Interest Rate Swap LegsFixed vs Floating RatesPayment Frequency+7
Random Variable Theory	Probability	Discrete vs Continuous RVsCDF/PDF/PMF RelationshipsTransformations of RVs+7