Quant from First Principles / Linear Algebra

Subject 01

Linear Algebra

Vectors, matrices, elimination, vector spaces, orthogonality, determinants, eigenvalues, SVD — the language of portfolios and factor models.

Topics

Following MIT OpenCourseWare 18.06 (32 lectures), grouped into 15 topics. New topics go live one at a time.

  1. 01Vectors & linear equationsLive
  2. 02Elimination, A = LU & permutationsComing soon
  3. 03Inverses & transposesComing soon
  4. 04Vector spaces, column space & nullspaceComing soon
  5. 05Independence, rank & the four subspacesComing soon
  6. 06Graphs & networksComing soon
  7. 07Orthogonality & projectionsComing soon
  8. 08Least squares & Gram–SchmidtComing soon
  9. 09Determinants & Cramer's ruleComing soon
  10. 10Eigenvalues, diagonalization & powersComing soon
  11. 11ODEs, Markov chains & FourierComing soon
  12. 12Positive definite matrices & minimaComing soon
  13. 13Complex matrices, FFT & Jordan formComing soon
  14. 14SVD & linear transformationsComing soon
  15. 15Change of basis & pseudoinverseComing soon