Week 2 — Probability, returns, and volatility

Milestone

Implement a quant analytics module with returns, variance, volatility, and rolling metrics.

Success criteria

Analytics module passes tests for daily returns, log returns, and 20-day rolling volatility on real data.

Deliverables

• [ ] Solve Schaum's exercises on expected value, variance, and distributions.
• [ ] Implement daily/log returns.
• [ ] Implement rolling volatility.
• [ ] Create return distribution plots.
• [ ] Add tests for analytics functions.

Books

• Schaum's Outline of Probability and Statistics — Exercises for probability, statistics, distributions, covariance, regression.
• Quantitative Trading - Ernest P. Chan — Market intuition, systematic trading workflow, backtesting mindset.

Retrospective

Fill this in during the Sunday review.

What did I finish?

What is blocked?

What confused me?

Key takeaway this week: