Finance
A structured journey through finance, economics, and financial mathematics — built by an engineer who loves markets.
Module 0: Foundations
The mathematical prerequisites that unlock everything else. These live in the Math area of the vault:
- Probability — Sample spaces, measures, distributions, expectation, LLN, CLT
- Statistics — MLE, hypothesis testing, OLS regression, time series basics
- Stochastic Processes — Random walks, Brownian motion, Ito calculus, Girsanov’s theorem
Module 1: Markets and Trading
How prices form, how venues work, and the on-chain frontier.
- market-microstructure — Order books, market makers, adverse selection, Kyle’s lambda
- defi-markets — AMMs, impermanent loss, bonding curves, on-chain market structure
- mev — Sandwich attacks, MEV supply chain, and protection strategies
Module 2: Instruments and Pricing
The theory of financial instruments and their valuation.
- derivatives-pricing — From binomial trees to Black-Scholes
- fixed-income — Duration, convexity, and term structure models
- credit-risk — PD, LGD, and the Basel world
- structured-products — CDOs, CLOs, and securitization
- debt-capital-markets — Mezzanine, covenants, leveraged finance
Module 3: Portfolio and Macro
The big picture — allocation, risk, and the economy.
- portfolio-theory — Markowitz, CAPM, and factor models
- macro-economics — Monetary policy and business cycles
Case Studies
- pump-fun-economy — The pump.fun economy through a microstructure lens
Interactive Notebooks
Each topic has companion Marimo notebooks under code/
that run directly in your browser — play with the math, tweak parameters,
build intuition.
Reference
- glossary — quick-reference index of all financial terms defined in this vault
- study-guide — recommended reading order (two tracks)
See also: About Me, Learning Goals