Event Recap · Technical Workshops
Technical Workshops
Hands-on sessions on the concepts, tools, and problem patterns that show up in quant interviews and on the job. Each workshop is built around one idea you can leave with and reuse.
The core sessions
What each workshop covers
Workshops run at a pace where you can follow along with a laptop, not a lecture, not a firehose.
Python for Quant Finance
Use a provided notebook to clean price data, compute rolling stats, build a simple strategy, and plot results. No prior finance background required.
Options Pricing from Scratch
Build intuition for payoffs, implied vol, and Greeks, then implement Black-Scholes in Python and visualize P&L surfaces.
Order Book & Market Microstructure
Order books, spreads, adverse selection, and inventory risk, then a manual market-making simulation where you feel the tradeoffs in real time.
ML for Finance, Doing It Right
Avoid look-ahead bias, handle time-series splits, build a momentum pattern, and evaluate it honestly. The point is what not to do as much as what to do.
Low-Latency Systems Primer
Latency, caches, branch prediction, benchmarking, and a live C++ optimization demo. Enough to understand why HFT engineers care about nanoseconds.
Probability & Brainteasers · Mental Math Drills
Solve 3-5 real-style problems, explain your reasoning, and drill arithmetic, fractions, and Fermi estimates under time pressure.
Before
- Skim the relevant glossary terms so vocabulary doesn't slow you down
- Bring a laptop with Python ready to go for coding sessions
- Write down one question you want answered before leaving
After
- Re-run the notebook on your own, off the session
- Extend the example with one feature you actually care about
- Come back to the next session with what broke. That's the real lesson.
Deeper dives