Leland+ for Quantitative Finance

Volatility Surface Calibration and Arbitrage Lab

Clean synthetic option quotes, fit transparent smiles, interpolate an implied-volatility surface, inspect calibration error, and test calendar and butterfly conditions. Includes learner and worked notebooks, tests, and a model-risk memo.

Time-Series Forecasting and Walk-Forward Validation Lab

Compare blocked, expanding, rolling, and periodic forecast evaluation on a synthetic series with a structural change. Learners audit chronology, tune refit choices, inspect regime sensitivity, and write a limitations memo.

Fixed-Income Curve, Carry, and Hedging Lab

Build a synthetic zero curve, price a bond, estimate duration, convexity, DV01 and key-rate risk, examine carry and roll, size a three-node hedge, and compare first-order curve scenarios in one transparent Excel model.

Market Data Pipeline Repair Lab

Repair a broken market-data pipeline using Python, SQL, and synthetic files. Work through schema drift, timestamps, duplicates, symbol mapping, late events, stale runs, and split adjustments, then verify the result with twelve tests.

Portfolio Construction and Risk Sandbox

Compare equal weight, inverse volatility, score-based, and manual portfolios using synthetic assumptions. Edit mirrored correlations, trace risk contributions, test turnover and costs, and evaluate fixed stress scenarios.

Execution and Order-Slicing Simulator

Compare TWAP, volume-weighted, participation-based, and custom order schedules across four synthetic market replays. Inspect fills, timing, spread, impact, and opportunity cost before defending an execution choice.

Quant Recruiting, Readiness, and Offer Dashboard

Manage a quant job search in one workbook. Track target roles, applications, contacts, interview rounds, preparation, weekly actions, and offer facts, then use the dashboard to spot gaps without turning estimates into claims.

Limit Order Book Replay Lab

Work through four synthetic limit order book replays, track queue position and partial fills, calculate markouts, and explain execution outcomes. Includes starter code, tests, a worked solution, and a concise scoring rubric.

Options Greeks and Delta-Hedging Sandbox

Explore Black-Scholes prices and Greeks on a fixed synthetic path, then compare static, periodic, and unhedged positions. Adjust volatility, gap size, hedge timing, and costs to study hedge error and model limits.

Execution, Market Microstructure, and Transaction Costs Primer

Learn how order books, spreads, liquidity, execution benchmarks, implementation shortfall, and opportunity cost connect in real trading decisions. Includes synthetic examples and eight interview-style practice prompts.

Quant Master's Admissions Interview Workbook

Prepare a clear admissions story, verify program fit, explain technical work honestly, review implied prerequisites, and practice eight common interview prompts. Built for MFE and related quantitative master's applicants.

Options and Derivatives Interview Primer

Review option payoffs, put-call parity, Greeks, volatility, hedging, and common modeling limits in a compact interview guide. Eight worked practice prompts help candidates explain both calculations and assumptions.

Portfolio Construction and Risk Management Interview Guide

Build interview-ready intuition for portfolio objectives, covariance, diversification, optimization, constraints, turnover, and stress testing. Includes calculation drills, diagnosis prompts, answer checks, and a final readiness list.

C++ Preparation Roadmap for Quant Development Interviews

A focused eight-week roadmap for quant development candidates covering lifetime, ownership, STL containers, concurrency, testing, debugging, profiling, and benchmarking. Includes practical prompts and evidence-based answer checks.

Fixed Income, Rates, and Credit Interview Primer

Prepare for fixed-income interview questions with concise explanations of bond pricing, yield curves, duration, convexity, credit spreads, carry, and hedging. Includes eight practice problems with answer checks and clear assumptions.

Market Making Games and Simulation Workbook

Practice quoting, inventory management, adverse selection, and decision making under pressure through short market making games. Includes worked examples, drills, and a clear self review checklist for quant trading candidates.

Quantitative Trading Interview Question Bank

A 66-question practice bank covering mental math, probability, statistics, market making, options, coding, and behavioral judgment.

Probability and Expected Value for Quant Interview

A compact, interview-focused guide to probability and expected value, with clear explanations, checkpoints, worked solutions, and timed assessments.