Study plans
1
2
3
4
5
6
9
10
12
13
15
16
17
18
21
Risk
· 21-day optionDistributions, tail measures and portfolio sensitivities — VaR, CVaR, drawdown, the Greeks and duration. The risk-desk toolkit.
Sign in to track your progress — each problem checks off as you solve it.
01Probability & Distributions
02Portfolio & Risk Metrics
125Medium126Medium128Medium123Easy127Medium124Medium129Medium130Medium131Medium132Easy
Value at Risk (Normal)
Portfolio & RiskGoldman SachsMorgan StanleyMillennium Management
CVaR / Expected Shortfall
Portfolio & RiskAQR CapitalTwo Sigma
Maximum Drawdown
Portfolio & RiskCitadelTwo SigmaMan Group
Sharpe Ratio
Portfolio & RiskGoldman SachsAQR Capital
Diversification & Sharpe
Portfolio & RiskAQR CapitalCitadel
Two-Asset Portfolio Volatility
Portfolio & RiskGoldman SachsAQR Capital
Kelly Criterion
Portfolio & RiskCitadelJane Street
VaR Time Scaling
Portfolio & RiskGoldman SachsMorgan Stanley
Minimum-Variance Weight
Portfolio & RiskAQR CapitalBlackRock
Portfolio Beta
Portfolio & RiskGoldman SachsAQR Capital
03Options & Greeks
107Easy109Medium108Easy110Easy111Medium
Delta of an ATM Call
Options & GreeksOptiverIMC Trading
Gamma Near Expiry
Options & GreeksOptiverIMC Trading
Delta of a Forward
Options & GreeksOptiverIMC Trading
Most Negative Put Delta
Options & GreeksGoldman SachsOptiver
Sign of Theta
Options & GreeksOptiverSIG / Susquehanna
04Fixed Income
05Markets & Pricing
Follow as a 21-day scheduleInterleaved, easy → hard, mixed daily
Interleaved, easy → hard, mixed daily
1Day 1Finance · Portfolio
Finance · Portfolio
2Day 2Options · Portfolio
Options · Portfolio
3Day 3Finance · Statistics
Finance · Statistics
4Day 4Portfolio · Probability
Portfolio · Probability
5Day 5Options · Portfolio
Options · Portfolio
6Day 6Finance
Finance
9Day 9Statistics
Statistics
10Day 10Portfolio
Portfolio
12Day 12Portfolio
Portfolio
13Day 13Options
Options
15Day 15Portfolio
Portfolio
16Day 16Probability
Probability
17Day 17Statistics
Statistics
18Day 18Portfolio
Portfolio
21Day 21Portfolio
Portfolio