Before I started my biostatistics master at Vanderbilt University, I learned related probability knowledge pretty much in high school for mathematical contest. Luckily, it is very close to the interview problems like cards or coin-flip. However, starting to learn the fundamental concepts of probability and statistics is the key to analytics in data science field.
Here I list a few resources as recommendation.
Statistical Inference Book - CB 2nd Version
This is the book I recommend everyone to read it first. It might be a little harder for people who just want to get the basics. Almost all the department of statistics in US have choosen this classic book for the first-year statistics graduate student.
Probability and Basic Statistics: Chapter 1-5
The following guideline is from Prof. Shepherd’s website. No doubt this is one of the best courses I have ever taken at Vandy. One year later, I was happy to be his TA and had a lot of insights from my biostatistics students.
BIOS 6341: Introduction to Probability and Statistical Theory
Hypothesis Testing: Chapter 6-12
The rest half of CB book might be complicated for non-statistics people. Our professor Jeffrey wrote a great lecture note and it is almost in press. I will update this info once he publishes his book in the future.
Instead, there are a lot of online resources from BU or PSU. The following is what I usually refer to.
MIT: Introduction to Probability and Statistics
This is highly recommended for people who has time sitting down, listening lectures and taking notes. The recommended book above might be too formal or contains a lot of math. You can start to learn from this course in Youtube. All the videos were recorded at 2003 and professor or TA wrote everything on the blackboard. For some reason, I like this traditional way because you can listen, stop and take notes in your own way. Taking notes is always the best way to learn, think and get memorized.
A Practical Guide to Quantitative Finance Interview
After you have learned a lot of concepts in statistics and probablity, it is time to test yourself by the tricky interview questions. I know you can learn some of the interview questions from Quora or Glassdoor. Superisingly, I almost saw every concept summarized in this great book. A lot of my friends in Data Science called “green treasure book”. For people who cares about probability and statistics, you can refer to Chapter 4.
Also, this is a great book for people who prepared quantitative interview in the finance companies. Here are other good online videos you can check:
You can find the corresponding video list from Youtube.
Nathan’s Summary based on “Paul Wilmott on Quantitative Finance, 2nd Edition”
To be continued (Linear regression)