Sophos Alpha Research
Quantitative Finance Education & Research
Educational resources for understanding quantitative finance — from foundational concepts to advanced trading strategies.
1 Explore Topics
1.1 Fundamentals
Returns, volatility, Sharpe ratio, drawdowns, and correlation — the building blocks of quantitative analysis.
1.2 Portfolio Theory
Mean-variance optimization, efficient frontiers, and modern portfolio construction techniques.
1.3 Derivatives
Option pricing with Black-Scholes, the Greeks, and practical interpretations for trading.
1.4 Time Series
Stationarity, unit roots, GARCH models, and volatility forecasting methods.
1.5 Risk Management
Value at Risk, Expected Shortfall, and quantitative approaches to measuring portfolio risk.
1.6 Strategies
Momentum, mean reversion, and systematic trading strategies with backtesting frameworks.
2 What We Cover
Each article includes:
- Mathematical foundations — Derivations and formulas with LaTeX
- Python implementations — Reproducible code and interactive charts
- Practical interpretations — How to apply concepts in real trading