I. Quantitative Analysis

A. Statistics
Descriptive Statistics, Covariance and Correlation, Hypothesis Testing, Confidence Intervals, Autocorrelation, Multicolinearity, Distributions, Central Limit Theorem

B. Econometrics
Linear Regression, Nonlinear Regression, Cointegration, Principle Component Analysis, Maximum Likelihood Estimation, ARMA, ARCH and GARCH, Cubic Splines, Linear Interpolation, Smoothing

C. Linear Algebra
Inversion, Determinants, Eigen Values

D. Probability
Conditional Probability, Random Processes, Bayesian Analysis

E. Optimization
Linear, Non Linear, Evolutionary

F. Calculus
Differentiation, Integration, Taylors Theorem

G. Stochastic Calculus
Brownian Motion, Martingales, Markov Property

H. Financial Applications
Time Value of Money, Duration and Convexity, CAPM and Beta, Ito's Lemma, Black Scholes, Binomial and Trinomial Tree Models, Greeks, Yield Curve Models, Extreme Value Estimators, Value at Risk, Switching Models, Stochastic Volatility Models, Monte Carlo Simulation, Abitrage Pricing Theory, Neural Network Models

I. Backtesting
Normalization, Single Instrument Testing, Filter System Testing, Multifactor System Testing, In Sample and Out of Sample Testing, Risk Adjusted Return Analysis

II. Computer Science

A. C++
Pointers, Procedural Programming, Object Oriented Programming, Standard Template Library

B. MICROSOFT Visual C++ 2005
.NET Framework Libraries, Common Language Runtime, Garbage Collection, Common Type System, Multithreading and Synchronization, Delegates and Events, STL.NET, ADO.NET, XML

C. MICROSOFT .NET 2005 Interoperability with:
COM libraries, native C++ libraries, R, Matlab, Bloomberg, MICROSOFT Excel, Real Time Data Feeds

D. MICROSOFT Excel/VBA
Writing Macros and Functions, and other Excel functionalities as covered in the required reading.

E. Financial Industry Messaging Protocols
FIX, FIXML, FpML, FAST

F. MICROSOFT SQL Server and Relational Databases
Tables, Relationships, Data Integrity, Normalization

G . Structured Query Language
Data Query Language, Data Manipulation Language, Data Definition Language

H. Classes and Design Patterns for Trading Systems
Producer/Consumer, Observer, Singleton, Instruments, Orders, Order Books, Technical Analysis Systems, Market Making Systems, Quantitative Systems

I. Unified Modeling Language 
Model, Subsystem, Package, Class, Object, Component, Deployment, Use Case, Sequence, Activity, Collaboration, and State Chart Diagrams

J. Electronic Market Technology
Electronic Trading Networks, Electronic Exchange Architecture, Front End Trading and Order Execution Technology, Clearing and Settlement Technologies, Trade Matching Algorithms, Application Programming Interfaces

III. Trading Strategy

A. Technical Analysis
Trend Reversal and Continuation Patterns, Bands, Oscillators, Detrenders, Elliott Wave Theory, Simple, Weighted and Exponential Moving Averages, MACD, Momentum, On Balance Volume, Overbought and Oversold Indicators

B. Equity Trading Strategies
VWAP Trading, Index Arbitrage, ETFs, Filter Trading, Market Neutral Strategies

C. Options Trading Strategies
Put Call Parity, Volatility Skews, Greeks, Straddles, Strangles, Butterflies, Spreads, Delta Hedging, VIX and ATM Volatility, Volatility Dispersion Strategies

D. Fixed Income Trading Strategies
Basis Trading, Spread Trading, Yield Curve Trading, Volatility Trading, Trading Asset and Mortgage Backed Securities, Fixed Income Derivatives Trading, Day Count Conventions

E. Futures Trading Strategies
Calendar Spreads, Intermarket Spreads, Technical Strategies

F. Foreign Exchange Trading Strategies
Swaps, Crosses, Interest Rate Arbitrage, Ratio Spreads

G. Transaction Costs

IV. Process Engineering

A. K|V Trading System Development Methodology
Research and Document Calculations, Backtesting, Implementation, Managing Portfolios and Risk

B. Money Documents

C. Trigger Trading System, Filter System, and Multifactor System Documentation

D. Gate Meetings

E . Software Quality Management
Outsourcing, Documentation, Performing Audits

F . Software Project Management
Software Requirements Specifications, System Design Documentation, Network and Software Architecture Documentation, Timeline Development

G . SoftwareTesting, Verification and Validation
Evaluating Software, Test Planning and Design, Testing Third Party Components