The 3D map of implied volatility across strikes and expirations. How institutions price risk and find edge in the vol market.

Systematic approaches to markets. Factor models, momentum strategies, and the math behind quantitative edge.

How orders flow through exchanges. Bid-ask spread dynamics, order book depth, and the infrastructure of modern markets.

TWAP, VWAP, implementation shortfall — the execution algorithms that institutions use to move billions.

The foundational options pricing model and its extensions. Understand the math — and its limits — that Wall Street runs on.

Pairs trading, cointegration, and mean reversion at scale. How quant funds extract small edges across thousands of trades.

Microsecond execution, co-location, and market making. Understanding the fastest players in the game.

Where the real volume trades. Off-exchange venues, payment for order flow, and the hidden market structure.

Running thousands of scenarios to model uncertainty. The computational tool that risk managers rely on daily.

Value, momentum, quality, low vol — the factors that explain returns. How to build portfolios that harvest systematic risk premia.