The Quant Math Roadmap: A Complete Guide for Aspiring Quants
This guide gives you the clearest learning path for mastering the math
needed in quantitative finance. Each topic below includes: - Core Concepts -
Best Resources (Videos + Text) - Practice Recommendations
1. Algebra & Functions
Core Concepts: Equations, inequalities, exponents, logarithms, functions,
absolute value, basic transformations.
Videos: - Khan Academy – Algebra I & II - PatrickJMT – Algebra Playlist -
Eddie Woo – Algebra Basics
Practice: - Khan Academy quizzes + IXL Algebra - Brilliant – Algebra
2. Geometry & Trigonometry
Core Concepts: Geometry of lines, angles, triangles, circles; unit circle,
trigonometric identities.
Videos: - Khan Academy – Geometry - Blackpenredpen – Trig Practice -
PatrickJMT – Trigonometry
Practice: - Geometry and Trig SAT-style problems - [Link] – Geometry
Fundamentals - Paul’s Online Math Notes – Trig
3. Pre-Calculus & Limits
Core Concepts: Limits, sequences, exponential growth, function behavior,
continuity.
Videos: - MIT OCW – Precalculus - Professor Leonard – Precalculus Series
Practice: - Paul’s Online Math Notes – Precalculus - [Link] – Pre-
Calculus Path - Khan Academy – Limits
4. Calculus (Single Variable)
Core Concepts: Derivatives, integrals, optimization, chain rule,
product/quotient rules.
Videos: - 3Blue1Brown – Essence of Calculus - MIT OCW – Single Variable
Calculus - Khan Academy – Calculus AB
Practice: - Paul’s Online Math Notes – Calculus I - Stewart Calculus Textbook
Problems - [Link] – Calculus Track
5. Linear Algebra
Core Concepts: Vectors, dot product, matrices, matrix multiplication, linear
systems, eigenvalues, eigenvectors.
Videos: - Essence of Linear Algebra – 3Blue1Brown - MIT OCW – Gilbert
Strang Linear Algebra - Khan Academy – Linear Algebra
Practice: - MIT OCW Problem Sets - Linear Algebra Done Right – Axler
(Textbook) - Brilliant – Linear Algebra
6. Probability & Statistics
Core Concepts: Probability rules, Bayes’ theorem, expected value,
variance, distributions (Normal, Binomial), law of large numbers.
Videos: - StatQuest – Intro to Probability & Stats - Harvard Stats 110 (Joe
Blitzstein) - Khan Academy – Probability and Statistics
Practice: - Blitzstein’s textbook exercises - [Link] – Probability Track -
OpenIntro Statistics
7. Multivariable Calculus
Core Concepts: Partial derivatives, gradients, directional derivatives,
multiple integrals, optimization.
Videos: - MIT OCW – Multivariable Calculus (18.02) - Khan Academy –
Multivariable Calculus
Practice: - MIT problem sets + Khan Academy - Paul’s Online Notes –
Multivariable - Stewart Multivariable Calculus
8. Ordinary Differential Equations (ODEs)
Core Concepts: First/second order equations, linear vs. non-linear systems,
growth/decay models.
Videos: - MIT OCW – Differential Equations (18.03) - Better Explained –
Intuitive Guides - Khan Academy – Differential Equations
Practice: - MIT problem sets - S. Boyce & R. DiPrima textbook - Paul’s Online
Notes – Differential Equations
9. Numerical Methods & Optimization
Core Concepts: Gradient descent, Newton’s method, numerical integration,
convex optimization.
Videos: - Steve Brunton – Numerical Methods - Convex Optimization by Boyd
(Stanford) - Khan Academy – Numerical Methods Intro
Practice: - Boyd & Vandenberghe Exercises - Implement your own gradient
descent in Python - MIT Numerical Analysis Problem Sets
10. Stochastic Calculus (Advanced)
Core Concepts: Brownian motion, stochastic integrals, Ito’s Lemma, SDEs,
Black-Scholes derivation.
Videos: - Steve Shreve Lectures (CMU) - QuantNet – Stochastic Calculus
Basics - Khan Academy – Introduction to Stochastic Processes
Practice: - Shreve’s books (Stochastic Calculus for Finance I & II) - Derive
Ito’s Lemma and apply to GBM - QuantLib Python notebooks
Final Tip:
Study slow, build deep intuition, and code what you learn. Every formula is
just a reflection of behavior — in markets, in systems, in probability.
If you follow this roadmap, you’ll not only understand quant finance
— you’ll start to think like a quant.