283 published lessons across 11 phases — roughly 124 hours of core lesson time, sequenced by a prerequisite graph. Every lesson is fully authored: intuition, formal treatment, interactive labs, exercises and a server-scored knowledge check.
Phase 0 · ~2h
What quantitative finance is, what quantitative developers actually do, how the profession is structured, and a diagnostic that maps your starting point.
Phase 1 · ~35h
Arithmetic through stochastic calculus: the complete mathematical spine, sequenced by prerequisites, with interactive visualisations at every step.
Phase 2 · ~13h
How computers actually work: hardware, Linux, operating systems, architecture, networks, databases and the discipline of software engineering.
Phase 3 · ~9h
No assumptions: from your first variable to production-grade Python and scientific computing.
Phase 4 · ~21h
Nine levels from first compilation to production engineering: the language that powers pricing libraries and trading systems.
Phase 5 · ~8h
A dedicated problem-solving academy: complexity, core structures, algorithmic techniques and quantitative interview patterns.
Phase 6 · ~5h
The numerical and logical fluency that trading firms screen for, plus a framework for attacking unfamiliar problems.
Phase 7 · ~17h
Finance taught from zero: markets, instruments, fixed income, options, portfolios, risk and microstructure.
Phase 8 · ~6h
Estimation, testing, regression, ARIMA, GARCH and disciplined quantitative modelling.
Phase 9 · ~2h
Build real pricing engines: binomial trees, Black-Scholes, Monte Carlo, finite differences and calibration — in C++ and Python.
Phase 10 · ~6h
How real financial systems are built: trading infrastructure, low-latency design, data platforms and production engineering.