I thought this would be the right time to share some of the personal projects that I have. I have written some time ago that I will be spending a year to assess the feasibility of getting a PhD in a topic related to quantitative investing. Assessing the feasibility does not mean actually doing a PhD but to just see whether this is a project that I can succeed in doing in the future.

a) Brief tour of Quantitative Finance 

I tried to begin by reading a Dummies guide to Quantitative Finance. I figured out that this cannot really hurt as I can adapt some of the niftier concepts into my ERM programme.

Turns out that the Dummies guide is hardly for dummies and I really struggled to make sense of the subject.

A lot of arcane formulas do not come with proofs and I find myself trying to recall the eigenvectors and eigenvalues...