Curated resources

“A short and very well done course on derivatives. Tim Bennett is a great speaker in general.”

“Options trading and explanations.”

“MIT's introductory finance course taught by Andrew Lo. Time value of money, CAPM, portfolio theory, market efficiency — the core theoretical framework every analyst should be able to derive from first principles.”

“Mean-variance optimisation, factor models, risk parity, and the math behind portfolio construction. The applied complement to Markowitz's original paper.”

“How prices actually form: order books, market makers, information asymmetry, liquidity, market design. Essential before any quant or execution-focused work.”

“MIT's quantitative finance course. PCA, regression, time series, stochastic processes — the bridge between the pure-math playlists and applied quant work.”

“Geopolitics and macro coverage. Also has good older videos on financial markets theory.”

“Dalio's framework for the Big Cycle of empires — debt, money, internal conflict, external conflict — applied across 500 years of history. The macro lens behind almost every Bridgewater note.”

“A full template for how debt cycles unfold, with 48 case studies including 1929, Weimar, and 2008. The book to read before any sovereign-credit or macro-rates pitch.”

“Dalio's 30-minute animated explainer of the credit-driven business cycle. The single best primer on macroeconomics for a finance student.”

“How Jim Simons and Renaissance Technologies built the most successful quant fund in history — the Medallion Fund's average annual return is 66% since 1988. Essential context for anyone curious about systematic strategies.”

“Long-form interviews with the best minds in active management — Bogle, Greenblatt, Novogratz, Whitney, and more. The conversation versions of the books elsewhere in this directory.”

“Bridgewater's founder lays out his operating principles for life, work, and managing teams under uncertainty. Required reading for anyone running a process under pressure.”

“Nineteen short essays on why money decisions get made at the dinner table, not on a spreadsheet. The behavioural finance text written by someone who can actually write.”

“The Magic Formula explained in plain English: buy good businesses at low prices, systematically, and let the math run. The cleanest one-sitting introduction to quantitative value.”

“Greenblatt's follow-up: why small investors have a structural edge over institutional money, and how to actually use it. Less famous than the Magic Formula book; arguably more important.”

“Vanguard's founder makes the case that the most reliable path to long-term return is to own the market at the lowest possible cost. The argument every active manager has to be able to answer.”

“Magellan-era Lynch on how retail investors can outperform pros by paying attention to what they already buy. The original 'invest in what you know' playbook.”

“The reference course for linear algebra, taught by Gilbert Strang himself. Vectors, matrices, eigenvalues, SVD — the operations that underpin every factor model and quant trade.”

“Grant Sanderson's visual companion to Strang. Watch this if matrices feel symbolic and abstract — the geometric intuition makes the same content feel mechanical.”

“Derivatives and integrals from first principles. The math foundation everything in continuous-time finance is built on top of.”

“Partial derivatives, gradients, Lagrange multipliers — required for portfolio optimisation, risk decomposition, and most of the dual variables in pricing.”

“Visual intro to ODEs and dynamical systems. The right place to start if you've never solved a differential equation outside of a calculator.”

“Alessandro's pick as the best playlist for differential equations. The full rigorous treatment, including the systems-of-equations cases that show up in macro modelling.”

“A supplementary playlist for working through more ODE examples once the MIT and 3Blue1Brown material clicks.”

“Brownian motion, Itô's lemma, the Black-Scholes derivation — the machinery behind derivatives pricing. The math jump from ODEs to SDEs is the single biggest step in quant finance.”

“Visual companion to the stochastic calculus playlist. Helpful if Itô's lemma still feels symbolic the first time through.”

“Nash equilibrium, subgame-perfect, Bayesian — the full canonical course in plain English. Useful far beyond auction theory: every negotiation, every information game, every signalling story in finance.”

“Ben Lambert's playlists span undergraduate to PhD-level econometrics — OLS, GMM, time series, Bayesian methods. Pick the playlist that matches the level you need.”

“Private equity coverage from the basics through advanced topics like evergreen funds and the secondaries market. INSEAD professor; concise, structured, and accurate on fund mechanics.”

“Soros lays out his theory of reflexivity: market participants' perceptions don't just observe prices, they create them. The book behind every macro hedge fund's risk frame.”

“Alessandro's absolute-must-read of the four Taleb books. How traders mistake luck for skill, and the survivorship bias that makes the mistake invisible until it isn't.”

“Highly improbable events that, in hindsight, look obvious. The book that put fat-tailed thinking into the financial mainstream — and explains why most risk models break exactly when they need to work.”

“Why agents without downside exposure to their own decisions distort every system they touch — finance, medicine, journalism. The asymmetry framework behind every alignment-of-interest argument.”

“The complement to Black Swan: how to build positions, portfolios, and lives that gain from volatility rather than break under it. The constructive finish to the Incerto series.”

“Damodaran's full NYU MBA Valuation course on YouTube, free. The reference course for DCF, multiples, real options, and the corner cases textbooks gloss over. Watch the parts that match your pitch.”