Welcome to the Quant Guild Library — a curated collection of Jupyter Notebooks and lecture videos diving deep into quantitative finance. Topics range from stochastic calculus and options pricing to trading strategies and AI in finance.
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Each folder contains a Jupyter Notebook and a corresponding lecture video by Roman Paolucci.
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- 34. How to Trade with an Edge
- 33. Why Monte Carlo Simulation Works
- 32. How to Price Exotic Options
- 31. Ito Integration Clearly and Visually Explained
- 30. Trading with the Black-Scholes Implied Volatility Surface
- 29. Ito's Lemma Clearly and Visually Explained
- 28. Gambler's Ruin Problem in Quant Trading
- 27. A Quant Derives the Karhunen-Loève Expansion of the Brownian Bridge in Continuous-Time
- 26. Is Quant Trading Gambling - Roulette, Poker, and Trading
- 25. How to Simulate Fractional Brownian Motion (fbM) via Davies-Harte
- 24. Trading with Violated Model Assumptions
- 23. How to Trade Option Implied Volatility
- 22. How to Trade
- 21. Expected Stock Returns Don't Exist
- 20. Why Portfolio Optimization Doesn't Work
- 19. Monte Carlo Simulation and Black-Scholes for Pricing Options
- 18. Why Quant Traders Care About Pricing
- 17. Analyzing Stock Returns with Principal Component Analysis in Python
- 16. Information and Stock Price Prediction
- 15. How to Build an AI Trading Bot in Python
- 14. Quant Investing for Beginners
- 13. Can AI Learn Black-Scholes
- 12. Equity Trading and Tariffs
- 11. Managing Option Portfolios with Black-Scholes Greeks
- 10. A Quant's Visual Guide to Progress
- 9. Delta Hedging and Black-Scholes Prices
- 8. Why is the Definition of a Derivative Useful
- 7. Martingale Volatility Trading
- 6. How to Trade with the Black-Scholes Model
- 5. I Made an Open-Source Market-Making Game to Practice Trading
- 4. Analyzing Trading Strategy Performance Over Time
- 3. How to Make & Lose Money Trading
- 2. Control Variates for Variance Reduction
- 1. Inverse Transform Method for Generating Random Variables
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