# Quant Foundations

A foundational series on quantitative finance, aimed at students starting UoN, who are interested in joining NEFS Quant. 

## What this series is about

This series aims to help new university students (freshers) with some of the core concepts in quantitative finance, from the trading, research, and dev/engineering angles.

## Why did we make this series

For 2 reasons:

1. The Directors and Seniors (Senior Analysts) enjoy sharing their passion about quant-related topics
2. We want to ensure that candidates who apply to NEFS Quant are aware of the core concepts, as these might be tested during their interviews (if accepted for interview)

## What this series will include

Topics such as:

- Options
- Market making
- Microstructure

And a few others.

## Who should read this series

Anyone who has heard about "quant", but doesn't know what it is, people who are interested in learning more about it, and people who are interested in applying to NEFS Quant.

- [Pricing one call option two ways](/blog/quant-foundations-2627/pricing-one-call-option-two-ways)
- [From Market Data to Order Book](/blog/quant-foundations-2627/how-market-data-becomes-an-orderbook)
- [An Intro to Market Microstructure](/blog/quant-foundations-2627/how-to-trade-orderbooks)
- [Intro to Market Making](/blog/quant-foundations-2627/intro-to-market-making)
- [Finding Alpha in Random Noise](/blog/quant-foundations-2627/finding-alpha-in-random-noise)