Rs
All modules
09
Quant · 3 submodules · 8 lessons · 2h 55m

Quant Math Foundations

Returns, volatility, covariance, correlation, RNG, and normals — pure Rust building blocks for pricing and risk.

Submodule 9.1

Returns & Volatility

From prices to risk metrics.

  1. 1

    Simple vs Log Returns

    Definitions, when to use which, and implementation pitfalls.

    22 min
  2. 2

    Realized Volatility

    Sample std of returns and annualization conventions.

    24 min
  3. 3

    Drawdown Basics

    Running peak and max drawdown on a wealth path.

    18 min

Submodule 9.2

Covariance & Correlation

Two-asset building blocks.

  1. 1

    Covariance

    Aligned return series and sample covariance.

    20 min
  2. 2

    Correlation

    rho = cov / (sx*sy) with zero-vol guards.

    20 min

Submodule 9.3

Random Numbers

LCG and Box-Muller for teaching MC.

  1. 1

    Seedable LCG Uniforms

    Educational RNG: reproducibility and (0,1) mapping.

    22 min
  2. 2

    Box-Muller Normals

    From uniforms to standard normals; check mean/std.

    24 min
  3. 3

    Module 8 Lab: Mini Risk Pack

    Returns + vol + corr toolkit in one program.

    25 min