I held a course at the HEC Paris FinTech Summer School entitled Quant Finance. This was part of the “FinTech: The Future of Finance” program (June 30 - July 11, 2025), where I taught on July 4th, 2025. The course covered comprehensive topics across four main areas:

Financial Markets

  • Market Making
  • Execution
  • Asset Managers and Hedge Funds
  • Prop Traders
  • Quants

Financial Engineering

  • Stochastic processes
  • Option pricing
  • MC simulations
  • Execution algorithms

Quant Toolkit

  • Supervised Learning
  • Unsupervised Learning
  • Reinforcement Learning
  • Deep Learning
  • Generative AI

Quant Research

  • Classical systematic strategies
  • Learning an trading strategy with RL
  • Intraday trading with ML
  • Cross sectional momentum with LLMs

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