Quantitative Finance Fundamentals

Overview

This list is compiled by TheQuantHackers. This section covers 192 fundamental concepts required for quantitative finance. Contributions are welcome. The document is divided into the following main sections:

Finance

AAA Credit Rating
[CAPE Ratio](finance/CAPE比率_CAPE Ratio.md)
CBOE Volatility Index (VIX)
T+1 Settlement
[VIX Option](finance/VIX期权_VIX Option.md)
[Primary Market](finance/一级市场_Primary Market.md)
Mid-Cap
[Binary Option](finance/二元期权_Binary Option.md)
[80-20 Rule](finance/二八法则_80-20 Rule.md)
[Secondary Market](finance/二级市场_Secondary Market.md)
Dealer
[Value Investing](finance/价值投资_Value Investing.md)
Margin
[Buying on Margin](finance/保证金交易_Buying on Margin.md)
Bond
[Bond Market](finance/债券市场_Bond Market.md)
[Debt Restructuring](finance/债务重组_Debt Restructuring.md)
[Open Market Operations](finance/公开市场操作_Open Market Operations.md)
Tariff
[Keynesian Economics](finance/凯恩斯经济学_Keynesian Economics.md)
[Interest Rate](finance/利率_Interest Rate.md)
[Put Option](finance/卖出期权_Put Option.md)
[Short Selling](finance/卖空_Short Selling.md)
[Rate of Change](finance/变化率_Rate of Change.md)
[Convertible Bond](finance/可转换债券_Convertible Bond.md)
[Mergers and Acquisitions](finance/合并与收购_Mergers and Acquisitions.md)
[Business Cycle](finance/商业周期_Business Cycle.md)
[Fixed Income](finance/固定收益_Fixed Income.md)
[Treasury Bond](finance/国债_Treasury Bond.md)
[Gross Domestic Product (GDP)](finance/国内生产总值_Gross Domestic Product (GDP).md)
[Treasury Notes](finance/国库券_Treasury Notes.md)
[Gross National Product (GNP)](finance/国民生产总值_Gross National Product (GNP).md)
[What Is a Base Year](finance/基准年_What Is a Base Year.md)
[Gini Index](finance/基尼系数_Gini Index.md)
[Growth Curve](finance/增长曲线_Growth Curve.md)
[Growth Rates](finance/增长率_Growth Rates.md)
Compounding
[Compound Annual Growth Rate](finance/复合年增长率_Compound Annual Growth Rate.md)
Forex
[Foreign Exchange](finance/外汇市场_Foreign Exchange.md)
[Multi-Factor Model](finance/多因子模型_Multi-Factor Model.md)
[Great Depression](finance/大萧条_Great Depression.md)
Unemployment
Macroeconomics
Oligopoly
Hedge
[Price-to-Earnings Ratio (P/E Ratio)](finance/市盈率_Price-to-Earnings Ratio (PdivE Ratio).md)
[Annual Return](finance/年回报率_Annual Return.md)
[Future Value of an Annuity](finance/年金未来价值_Future Value of an Annuity.md)
[Annuity Table](finance/年金表_Annuity Table.md)
Hyperinflation
[Housing Bubble](finance/房地产泡沫_Housing Bubble.md)
Quotation
[Inverted Yield Curve](finance/收益率倒挂_Inverted Yield Curve.md)
Neoliberalism
[Unlevered Beta](finance/无杠杆Beta_Unlevered Beta.md)
[Efficient Market Hypothesis](finance/有效市场假说_Efficient Market Hypothesis.md)
[Limited Partnership (LP)](finance/有限合伙_Limited Partnership (LP).md)
Futures
Leverage
[Leveraged Buyout](finance/杠杆收购_Leveraged Buyout.md)
[Leverage Ratio](finance/杠杆率_Leverage Ratio.md)
[Underlying Asset](finance/标的资产_Underlying Asset.md)
[Comparative Advantage](finance/比较优势_Comparative Advantage.md)
[Gross Profit Margin](finance/毛利率_Gross Profit Margin.md)
[Exchange Rate](finance/汇率_Exchange Rate.md)
Volatility
Liquidity
[Bear Market](finance/熊市_Bear Market.md)
[Bull Market](finance/牛市_Bull Market.md)
[Present Value](finance/现值_Present Value.md)
[Producer Price Index (PPI)](finance/生产者价格指数_Producer Price Index (PPI).md)
[Knowledge Economy](finance/知识经济_Knowledge Economy.md)
Nasdaq
[Economic Growth](finance/经济增长_Economic Growth.md)
[Economic Order Quantity](finance/经济订货量_Economic Order Quantity.md)
[Absolute Advantage](finance/绝对优势_Absolute Advantage.md)
[Federal Funds Rate](finance/联邦基金利率_Federal Funds Rate.md)
[Joint-Stock Company](finance/股份公司_Joint-Stock Company.md)
[Stock Market](finance/股市_Stock Market.md)
Dividend
Equity
Dilution
[Free Market](finance/自由市场_Free Market.md)
[Free Trade](finance/自由贸易_Free Trade.md)
[Phillips Curve](finance/菲利普斯曲线_Phillips Curve.md)
Derivative
[Passive Investing](finance/被动投资_Passive Investing.md)
[Economies of Scale](finance/规模经济_Economies of Scale.md)
Security
[Monetary Policy](finance/货币政策_Monetary Policy.md)
[Velocity of Money](finance/货币流通速度_Velocity of Money.md)
[Discount Rate](finance/贴现率_Discount Rate.md)
[Trade Deficit](finance/贸易逆差_Trade Deficit.md)
[Balance Sheet](finance/资产负债表_Balance Sheet.md)
Capitalism
Capitalization
[Marginal Benefits](finance/边际收益_Marginal Benefits.md)
[Forward Price](finance/远期价格_Forward Price.md)
[Forward Contract](finance/远期合同_Forward Contract.md)
Inflation
[Quantitative Easing](finance/量化宽松_Quantitative Easing.md)
[Face Value](finance/面值_Face Value.md)
[Venture Capital](finance/风险投资_Venture Capital.md)
[Prime Brokerage](finance/首席经纪业务_Prime Brokerage.md)
[Initial Public Offerings (IPOs)](finance/首次公开募股_Initial Public Offerings (IPOs).md)

Probability

P-Value
T-Test
Z-Score
Z-Test
[Coefficient of Variation (CV)](prob/变异系数_Coefficient of Variation (CV).md)
[Law of Large Numbers](prob/大数法则_Law of Large Numbers.md)
[Conditional Probability](prob/条件概率_Conditional Probability.md)
[Probability Distribution](prob/概率分布_Probability Distribution.md)
[Normal Distribution](prob/正态分布_Normal Distribution.md)
Correlation
[Correlation Coefficient](prob/相关系数_Correlation Coefficient.md)
[Systematic Sampling](prob/系统抽样_Systematic Sampling.md)
[Joint Probability](prob/联合概率_Joint Probability.md)
[Monte Carlo Simulation](prob/蒙特卡罗模拟_Monte Carlo Simulation.md)
Derivative
[Bayes' Theorem](prob/贝叶斯定理_Baye's Theorem.md)

Quantitative Trading

[Fama-French Three Factor Model](quant/Fama-French三因子模型_Fama and French Three Factor Model.md)
[Gamma Neutral](quant/伽玛中性_Gamma Neutral.md)
Gamma
[Gamma Hedging](quant/伽马对冲_Gamma Hedging.md)
[Momentum Investing](quant/动量投资_Momentum Investing.md)
[Double Top](quant/双顶_Double Top.md)
Backtesting
[Factor Investing](quant/因子投资_Factor Investing.md)
[Mean Reversion](quant/均值回归_Mean Reversion.md)
[Long/Short Fund](quant/多空基金_LongdivShort Fund.md)
[Long/Short Equity](quant/多空股权_LongdivShort Equity.md)
Arbitrageur
[Market Order](quant/市价单_Market Order.md)
[Market Neutral](quant/市场中性_Market Neutral.md)
[Delta Neutral](quant/德尔塔中性_Delta Neutral.md)
[Delta Hedging](quant/德尔塔对冲_Delta Hedging.md)
[Exponential Moving Average](quant/指数移动平均线_Exponential Moving Average.md)
[News Trader](quant/新闻交易者_News Trader.md)
[Who Was Benjamin Graham](quant/本杰明·格雷厄姆_Who Was Benjamin Graham.md)
[Jesse L. Livermore](quant/杰西·L·利弗莫尔_Jesse L. Livermore.md)
[Volatility Arbitrage](quant/波动率套利_Volatility Arbitrage.md)
[Volatility Smile](quant/波动率微笑_Volatility Smile.md)
[Relative Strength Index](quant/相对强弱指数_Relative Strength Index.md)
[Long Put](quant/看跌期权_Long Put.md)
[Moving Average](quant/移动平均线_Moving Average.md)
Short
[Bear Call Spread](quant/空头看涨价差_Bear Call Spread.md)
[Immediate Or Cancel Order](quant/立即执行或取消订单_Immediate Or Cancel Order.md)
[Simple Moving Average](quant/简单移动平均线_Simple Moving Average.md)
Beta
[Currency Carry Trade](quant/货币套利交易_Currency Carry Trade.md)
[Fisher Transform Indicator](quant/费舍尔变换指标_Fisher Transform Indicator.md)
[Capital Asset Pricing Model](quant/资本资产定价模型_Capital Asset Pricing Model.md)
[Trend Trading](quant/趋势交易_Trend Trading.md)
Straddle
[Short Squeeze](quant/逼空_Short Squeeze.md)
[Long-Term Capital Management](quant/长期资本管理公司_Long-Term Capital Management.md)
Alpha
[Limit Order](quant/限价单_Limit Order.md)
[Limit Order Book](quant/限价单簿_Limit Order Book.md)
[Held Order](quant/限时订单_Held Order.md)
[High-Frequency Trading](quant/高频交易_High-Frequency Trading.md)
[Golden Cross](quant/黄金交叉_Golden Cross.md)

Statistics

R-Squared
[Central Limit Theorem](stat/中心极限定理_Central Limit Theorem.md)
[Hypothesis Testing](stat/假设检验_Hypothesis Testing.md)
[Coefficient of Determination](stat/决定系数_Coefficient of Determination.md)
Covariance
[Chi Square Statistic](stat/卡方统计量_Chi Square Statistic.md)
[Variance Inflation Factor](stat/变量膨胀因子_Variance Inflation Factor.md)
Regression
[Uniform Distribution](stat/均匀分布_Uniform Distribution.md)
[Multiple Linear Regression](stat/多元线性回归_Multiple Linear Regression.md)
Multicollinearity
[Analysis of Variance](stat/方差分析_Analysis of Variance.md)
[Least Squares Method](stat/最小二乘法_Least Squares Method.md)
[Expected Value](stat/期望值_Expected Value.md)
[Correlation Coefficient](stat/相关系数_Correlation Coefficient.md)
[Linear Relationship](stat/线性关系_Linear Relationship.md)
[Empirical Rule](stat/经验法则_Empirical Rule.md)
[Statistical Significance](stat/统计显著性_Statistical Significance.md)
[Confidence Interval](stat/置信区间_Confidence Interval.md)
Autocorrelation
Nonlinearity
[Merton Model](stat/默顿模型_Merton Model.md)

Finance

AAA Credit Rating

[CAPE Ratio](finance/CAPE比率_CAPE Ratio.md)

CBOE Volatility Index (VIX)

T+1 Settlement

[VIX Option](finance/VIX期权_VIX Option.md)

[Primary Market](finance/一级市场_Primary Market.md)

Mid-Cap

[Binary Option](finance/二元期权_Binary Option.md)

[80-20 Rule](finance/二八法则_80-20 Rule.md)

[Secondary Market](finance/二级市场_Secondary Market.md)

Dealer

[Value Investing](finance/价值投资_Value Investing.md)

Margin

[Buying on Margin](finance/保证金交易_Buying on Margin.md)

Bond

[Bond Market](finance/债券市场_Bond Market.md)

[Debt Restructuring](finance/债务重组_Debt Restructuring.md)

[Open Market Operations](finance/公开市场操作_Open Market Operations.md)

Tariff

[Keynesian Economics](finance/凯恩斯经济学_Keynesian Economics.md)

[Interest Rate](finance/利率_Interest Rate.md)

[Put Option](finance/卖出期权_Put Option.md)

[Short Selling](finance/卖空_Short Selling.md)

[Rate of Change](finance/变化率_Rate of Change.md)

[Convertible Bond](finance/可转换债券_Convertible Bond.md)

[Mergers and Acquisitions](finance/合并与收购_Mergers and Acquisitions.md)

[Business Cycle](finance/商业周期_Business Cycle.md)

[Fixed Income](finance/固定收益_Fixed Income.md)

[Treasury Bond](finance/国债_Treasury Bond.md)

[Gross Domestic Product (GDP)](finance/国内生产总值_Gross Domestic Product (GDP).md)

[Treasury Notes](finance/国库券_Treasury Notes.md)

[Gross National Product (GNP)](finance/国民生产总值_Gross National Product (GNP).md)

[What Is a Base Year](finance/基准年_What Is a Base Year.md)

[Gini Index](finance/基尼系数_Gini Index.md)

[Growth Curve](finance/增长曲线_Growth Curve.md)

[Growth Rates](finance/增长率_Growth Rates.md)

Compounding

[Compound Annual Growth Rate](finance/复合年增长率_Compound Annual Growth Rate.md)

Forex

[Foreign Exchange](finance/外汇市场_Foreign Exchange.md)

[Multi-Factor Model](finance/多因子模型_Multi-Factor Model.md)

[Great Depression](finance/大萧条_Great Depression.md)

[Price-to-Earnings Ratio (P/E Ratio)](finance/市盈率_Price-to-Earnings Ratio (PdivE Ratio).md)

[Annual Return](finance/年回报率_Annual Return.md)

[Future Value of an Annuity](finance/年金未来价值_Future Value of an Annuity.md)

[Annuity Table](finance/年金表_Annuity Table.md)

Hyperinflation

[Housing Bubble](finance/房地产泡沫_Housing Bubble.md)

Quotation

[Inverted Yield Curve](finance/收益率倒挂_Inverted Yield Curve.md)

Neoliberalism

[Unlevered Beta](finance/无杠杆Beta_Unlevered Beta.md)

[Efficient Market Hypothesis](finance/有效市场假说_Efficient Market Hypothesis.md)

[Limited Partnership (LP)](finance/有限合伙_Limited Partnership (LP).md)

Futures

Leverage

[Leveraged Buyout](finance/杠杆收购_Leveraged Buyout.md)

[Leverage Ratio](finance/杠杆率_Leverage Ratio.md)

[Underlying Asset](finance/标的资产_Underlying Asset.md)

[Comparative Advantage](finance/比较优势_Comparative Advantage.md)

[Gross Profit Margin](finance/毛利率_Gross Profit Margin.md)

[Exchange Rate](finance/汇率_Exchange Rate.md)

Volatility

Liquidity

[Bear Market](finance/熊市_Bear Market.md)

[Bull Market](finance/牛市_Bull Market.md)

[Present Value](finance/现值_Present Value.md)

[Producer Price Index (PPI)](finance/生产者价格指数_Producer Price Index (PPI).md)

[Knowledge Economy](finance/知识经济_Knowledge Economy.md)

Nasdaq

[Economic Growth](finance/经济增长_Economic Growth.md)

[Economic Order Quantity](finance/经济订货量_Economic Order Quantity.md)

[Absolute Advantage](finance/绝对优势_Absolute Advantage.md)

[Federal Funds Rate](finance/联邦基金利率_Federal Funds Rate.md)

[Joint-Stock Company](finance/股份公司_Joint-Stock Company.md)

[Stock Market](finance/股市_Stock Market.md)

Dividend

Equity

Dilution

[Free Market](finance/自由市场_Free Market.md)

[Free Trade](finance/自由贸易_Free Trade.md)

[Phillips Curve](finance/菲利普斯曲线_Phillips Curve.md)

Derivative

[Passive Investing](finance/被动投资_Passive Investing.md)

[Economies of Scale](finance/规模经济_Economies of Scale.md)

Security

[Monetary Policy](finance/货币政策_Monetary Policy.md)

[Velocity of Money](finance/货币流通速度_Velocity of Money.md)

[Discount Rate](finance/贴现率_Discount Rate.md)

[Trade Deficit](finance/贸易逆差_Trade Deficit.md)

[Balance Sheet](finance/资产负债表_Balance Sheet.md)

Capitalism

Capitalization

[Marginal Benefits](finance/边际收益_Marginal Benefits.md)

[Forward Price](finance/远期价格_Forward Price.md)

[Forward Contract](finance/远期合同_Forward Contract.md)

Inflation

[Quantitative Easing](finance/量化宽松_Quantitative Easing.md)

[Face Value](finance/面值_Face Value.md)

[Venture Capital](finance/风险投资_Venture Capital.md)

[Prime Brokerage](finance/首席经纪业务_Prime Brokerage.md)

[Initial Public Offerings (IPOs)](finance/首次公开募股_Initial Public Offerings (IPOs).md)

Probability

[Coefficient of Variation (CV)](prob/变异系数_Coefficient of Variation (CV).md)

[Law of Large Numbers](prob/大数法则_Law of Large Numbers.md)

[Conditional Probability](prob/条件概率_Conditional Probability.md)

[Probability Distribution](prob/概率分布_Probability Distribution.md)

[Normal Distribution](prob/正态分布_Normal Distribution.md)

Correlation

[Correlation Coefficient](prob/相关系数_Correlation Coefficient.md)

[Systematic Sampling](prob/系统抽样_Systematic Sampling.md)

[Joint Probability](prob/联合概率_Joint Probability.md)

[Monte Carlo Simulation](prob/蒙特卡罗模拟_Monte Carlo Simulation.md)

Derivative

[Bayes' Theorem](prob/贝叶斯定理_Baye's Theorem.md)

Quantitative Trading

[Fama-French Three Factor Model](quant/Fama-French三因子模型_Fama and French Three Factor Model.md)

[Gamma Neutral](quant/伽玛中性_Gamma Neutral.md)

Gamma

[Gamma Hedging](quant/伽马对冲_Gamma Hedging.md)

[Momentum Investing](quant/动量投资_Momentum Investing.md)

[Double Top](quant/双顶_Double Top.md)

Backtesting

[Factor Investing](quant/因子投资_Factor Investing.md)

[Mean Reversion](quant/均值回归_Mean Reversion.md)

[Long/Short Fund](quant/多空基金_LongdivShort Fund.md)

[Long/Short Equity](quant/多空股权_LongdivShort Equity.md)

Arbitrageur

[Market Order](quant/市价单_Market Order.md)

[Market Neutral](quant/市场中性_Market Neutral.md)

[Delta Neutral](quant/德尔塔中性_Delta Neutral.md)

[Delta Hedging](quant/德尔塔对冲_Delta Hedging.md)

[Exponential Moving Average](quant/指数移动平均线_Exponential Moving Average.md)

[News Trader](quant/新闻交易者_News Trader.md)

[Who Was Benjamin Graham](quant/本杰明·格雷厄姆_Who Was Benjamin Graham.md)

[Jesse L. Livermore](quant/杰西·L·利弗莫尔_Jesse L. Livermore.md)

[Volatility Arbitrage](quant/波动率套利_Volatility Arbitrage.md)

[Volatility Smile](quant/波动率微笑_Volatility Smile.md)

[Relative Strength Index](quant/相对强弱指数_Relative Strength Index.md)

[Long Put](quant/看跌期权_Long Put.md)

[Moving Average](quant/移动平均线_Moving Average.md)

Short

[Bear Call Spread](quant/空头看涨价差_Bear Call Spread.md)

[Immediate Or Cancel Order](quant/立即执行或取消订单_Immediate Or Cancel Order.md)

[Simple Moving Average](quant/简单移动平均线_Simple Moving Average.md)

Beta

[Currency Carry Trade](quant/货币套利交易_Currency Carry Trade.md)

[Fisher Transform Indicator](quant/费舍尔变换指标_Fisher Transform Indicator.md)

[Capital Asset Pricing Model](quant/资本资产定价模型_Capital Asset Pricing Model.md)

[Trend Trading](quant/趋势交易_Trend Trading.md)

Straddle

[Short Squeeze](quant/逼空_Short Squeeze.md)

[Long-Term Capital Management](quant/长期资本管理公司_Long-Term Capital Management.md)

Alpha

[Limit Order](quant/限价单_Limit Order.md)

[Limit Order Book](quant/限价单簿_Limit Order Book.md)

[Held Order](quant/限时订单_Held Order.md)

[High-Frequency Trading](quant/高频交易_High-Frequency Trading.md)

[Golden Cross](quant/黄金交叉_Golden Cross.md)

Statistics

R-Squared

[Central Limit Theorem](stat/中心极限定理_Central Limit Theorem.md)

[Hypothesis Testing](stat/假设检验_Hypothesis Testing.md)

[Coefficient of Determination](stat/决定系数_Coefficient of Determination.md)

Covariance

[Chi Square Statistic](stat/卡方统计量_Chi Square Statistic.md)

[Variance Inflation Factor](stat/变量膨胀因子_Variance Inflation Factor.md)

Regression

[Uniform Distribution](stat/均匀分布_Uniform Distribution.md)

[Multiple Linear Regression](stat/多元线性回归_Multiple Linear Regression.md)

Multicollinearity

[Analysis of Variance](stat/方差分析_Analysis of Variance.md)

[Least Squares Method](stat/最小二乘法_Least Squares Method.md)

[Expected Value](stat/期望值_Expected Value.md)

[Correlation Coefficient](stat/相关系数_Correlation Coefficient.md)

[Linear Relationship](stat/线性关系_Linear Relationship.md)

[Empirical Rule](stat/经验法则_Empirical Rule.md)

[Statistical Significance](stat/统计显著性_Statistical Significance.md)

[Confidence Interval](stat/置信区间_Confidence Interval.md)

Autocorrelation

Nonlinearity

[Merton Model](stat/默顿模型_Merton Model.md)

Quantitative Finance Fundamentals

Quantitative Finance Fundamentals

Overview

Finance

Probability

Quantitative Trading

Statistics

Access Advanced Proprietary Research & Code

TQH TERMINAL

Quantitative Finance Fundamentals

Quantitative Finance Fundamentals

Overview

Finance

Probability

Quantitative Trading

Statistics

Access Advanced Proprietary Research & Code

TQH TERMINAL