I'm 25 years old and perhaps too old in relative terms to pursue a bachelor degree. But I have decided - so today I'm currently studying math on bachelor level.
The reason for my studies is that I want to develop as a trader and the natural level 2 for me is quantitative trading.
I'm not sure exactly in which area of the high frequency trading world I would like to work in, but I guess I'll find out. But if I give you the key word "quantitative trading" - which field in math or math stat do you think is most appropriate to study? I mean, to put emphasis in combinatorics maybe isn't as good as calculus or financial mathematics?
Please give me some advice for which "mathematical path" to choose.
Regards
From "classical" trader to quant trader
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filthy
- Posts: 0
- Joined: Thu Jan 01, 2004 12:00 am
From "classical" trader to quant trader
Statistics
Time series analysis
Time series analysis
"Game's the same, just got more fierce"
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danig
- Posts: 0
- Joined: Thu Jan 01, 2004 12:00 am
From "classical" trader to quant trader
Okay - so "pure" math is not as good as time series analysis and mathematical statistics?
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Rashomon
- Posts: 0
- Joined: Thu Jan 01, 2004 12:00 am
From "classical" trader to quant trader
Do pure math only insofar as it helps you with time series and stats. Unless you catch the disease...
"My hands are small, I know, but they're not yours, they are my own. And they're, not yours, they are my own." ~ Jewel
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danig
- Posts: 0
- Joined: Thu Jan 01, 2004 12:00 am
From "classical" trader to quant trader
Smiley
Alright! Here's my plan:
I will do the "ground level" math. Then I have some electives and the written thesis.
Linear Algebra I
Linear Algebra II
Calculus I
Calculus III+IV
Algebra and Combinatorics
Computer Science
Numerical Analysis
Probability Theory I
Statistical Analysis
And then the electives; I will make a list of courses and then I'll be thankful if you could just recommend 5-6 of them, considering my career goal written above.
** = requires Theory of Statistical Inference and/or Linear Statistical Models
Math field:
Analytical Functions I
Analytical Functions II
Ordinary Differential Equations
Partial Differential Equations
Optimization
Mathematical Economis
Mathematical Statistics field:
Probability Theory II
Stochastic Processes and Simulation I
Stochastic Processes and Simulation II
Introduction to Finance Mathematics
Advanced Finance Mathematics
Time Series Analysis
Financial Derivatives
Martingale Theory and Stochastic Integration
Risk Management
Bayesian Methods**
Multivariate Analysis**
Numerical Methods field:
Computational Methods for Stochastic Differential Equations
Numerical Methods
Advanced Numerical Methods
Computer Science field
Algorithms and Complexity
Object Oriented Programming
Program System Constructing using C++ (is this something one should learn in spare time?)
Well, I guess I have made a selection of possible courses. Please let me know if I've forgotten any real important courses that should be mandatory for me considering my goal. Very very thankful...
Alright! Here's my plan:
I will do the "ground level" math. Then I have some electives and the written thesis.
Linear Algebra I
Linear Algebra II
Calculus I
Calculus III+IV
Algebra and Combinatorics
Computer Science
Numerical Analysis
Probability Theory I
Statistical Analysis
And then the electives; I will make a list of courses and then I'll be thankful if you could just recommend 5-6 of them, considering my career goal written above.
** = requires Theory of Statistical Inference and/or Linear Statistical Models
Math field:
Analytical Functions I
Analytical Functions II
Ordinary Differential Equations
Partial Differential Equations
Optimization
Mathematical Economis
Mathematical Statistics field:
Probability Theory II
Stochastic Processes and Simulation I
Stochastic Processes and Simulation II
Introduction to Finance Mathematics
Advanced Finance Mathematics
Time Series Analysis
Financial Derivatives
Martingale Theory and Stochastic Integration
Risk Management
Bayesian Methods**
Multivariate Analysis**
Numerical Methods field:
Computational Methods for Stochastic Differential Equations
Numerical Methods
Advanced Numerical Methods
Computer Science field
Algorithms and Complexity
Object Oriented Programming
Program System Constructing using C++ (is this something one should learn in spare time?)
Well, I guess I have made a selection of possible courses. Please let me know if I've forgotten any real important courses that should be mandatory for me considering my goal. Very very thankful...
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danig
- Posts: 0
- Joined: Thu Jan 01, 2004 12:00 am
From "classical" trader to quant trader
Doesn't seem to be more people willing to answer the thread?