Mathematics

The statistical and probabilistic toolkit every quantitative trader uses.

Difficulty beginner

Reading order

1. Statistics Basics — mean, variance, distributions, hypothesis testing
2. Probability Theory — conditional, Bayes, random variables
3. Regression Models — OLS, multivariate, regularization
4. Time Series Analysis — stationarity, ARIMA, GARCH
5. Monte Carlo Methods — simulation, variance reduction
6. Fourier Transforms — frequency-domain analysis
7. Stochastic Calculus — Brownian motion, Itô's lemma
8. Formulas Reference — cheat sheet across the guide

What you should walk away with

• Comfort reading and writing the formulas that appear everywhere later.
• The ability to test whether a strategy's edge is statistically real.
• A working vocabulary for talking to quants.

Next section

Technical Analysis →