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.

Tentative recap, updates after each session. The sessions listed below run across the fall and spring. This page is a shared landing spot, after each workshop we attach its notebook, problem set, and common mistakes here.

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.

Workshop · Python

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.

Leave with: a working notebook you can extend into a side project.
Workshop · Derivatives

Options Pricing from Scratch

Build intuition for payoffs, implied vol, and Greeks, then implement Black-Scholes in Python and visualize P&L surfaces.

Leave with: a Black-Scholes notebook and a clearer mental model of what Greeks actually mean.
Workshop · Microstructure

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.

Leave with: vocabulary for every interview that asks "how does a market maker actually make money?"
Workshop · Research

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.

Leave with: a small backtest with a defensible evaluation workflow.
Workshop · Systems

Low-Latency Systems Primer

Latency, caches, branch prediction, benchmarking, and a live C++ optimization demo. Enough to understand why HFT engineers care about nanoseconds.

Leave with: a working mental model of where latency actually comes from in a modern system.
Recurring · Interview Prep

Probability & Brainteasers · Mental Math Drills

Solve 3-5 real-style problems, explain your reasoning, and drill arithmetic, fractions, and Fermi estimates under time pressure.

Leave with: concrete feedback on where your reasoning slips and a plan for the next week of reps.
  How to get the most out of a workshop

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

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