One of the reasons to start this blog was to share my journey from being a recently graduate in Mathematics –with little knowledge about the financial industry– to becoming a front office Quant. In particular, I wanted to share about the kind of knowledge that you need to study to prepare for the interviews to get your first Quant job. I wrote about this in The Quant Project, which became my most popular post over time.
Since then, I have receive tons of messages from students, and professionals around the world telling me about their own journeys and experiences entering the financial industry. Meeting so many people either thinking of starting a career as a Quant or who were already in the industry has been a wonderful and enriching experience! Many of them have asked me for online resources where they could find topics in financial mathematics covered not just from a theoretical point of view but also from a practitioners perspective.
So, I decided to start a new project with the aim of sharing what I know!
The aim is to explore interesting and important concepts in Quantitative Finance through a collection of notes using Python, keeping a good balance between the theoretical and applied point of views.
I hope you find it useful!