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Introduction

Preliminaries

Getting data from WRDS
Asset returns
Math background
Quant interview problem
A model of prices

Econometrics

Probability
Regression
- Linear regression
- Implementing regressions

Equity returns

U.S. market returns
Shiller’s CAPE
Factor regressions
Principal Component Analysis

Portfolio optimization

Diversification
Efficient portfolios
Numerical optimization

Time series modeling

Time series models
Applications
Markov Switching model
Volatility modeling

Reference

Notation
Additional sources
Bibliography

Search

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© 2026 Noah Stoffman. Version 0.26.00.