Computer
Science

• Language:
Python, SQL, HTML, CSS, Javascript, Angular

• Machine Learning:
Sckit-learn, Tensorflow, Keras

• Data Manipulation:
Numpy, SciPy, Pandas, Statsmodel

• Data Visualisation:
Matplotlib, Plotly and Cufflinks, Seaborn, PyPlot, Bokeh

Math

• Calculus and Linear Algebra

• Optimization (Taylor Series, Markov Processes)

• ODE and PDE

• Stochastic Calculus (Martingales, Brownian Motion, Stochastic Integrals, Stochastic Differential Equations, Ito’s Lemma, Feynman-Kac)

• Binomial Asset Pricing

Statistics

• Regression (OLS, GLM, Logistic, and etc.)

• Time-series (ARIMA, GARCH, ECM)

• Nonparametric Regression (Splines, Kernel, Locally Weighted Regression)

• Data Exploration (Density Estimation, Normality Tests, Monte Carlo, Copulas

• Data Cleaning and Reduction (Cluster Analysis and Stats Theory)

Finance

• Equity (Stock Analysis, Diversification, Technical Analysis, Finance Theory)

• Fixed Income (Rate Curves, Pricing, Duration, TVM)

• Derivatives (Black Scholes, BDT, Stochastic Volatility Model, Volatility Smiles and Theory)

• Portfolio Optimization (CVaR, Efficient Frontier)

• Arbitrage Theory and Statistical Arbitrage

• Risk Management (VaR, Statistics, Credit Risk, Market Risk, Liquidity)