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Wish list for QuantNet 2023 and beyond

MichaelLewis said:
So I am wrapped up with the Advanced course (other than the final project) and wanted to check in on this. Is this course still in the works or not something that’s going to happen any time soon?
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Not that I know of, but maybe someone is thinking about it..

What is needed?

1. People to do the actual work.
2. Feasability study.
3. Budget.
4. Project plan.

etc.
 
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Daniel Duffy said:
Not that I know of, but maybe someone is thinking about it..

What is needed?

1. People to do the actual work.
2. Feasability study.
3. Budget.
4. Project plan.

etc.
Click to expand...
Thanks for the update.

In that case, does anyone happen to know of a course or certificate program outside of Quantnet for this?

For reference, I don't the CQF really cuts it here. They really are for a different purpose as their algorithmic trading material is an add-on elective Whereas I am looking for a specific focus on algo trading.
 
I wonder if we can have more advanced courses in terms of modelling.
Expect the course to focus on very classic models, such as Local Vol, Stochastic Vol, classic Short Rate models, Libor Market Model etc.
Walking through the theory, and implementation in code, and some important details in practice like Calibration.
And talks about their advantages and limitations.

I know many books have covered a lot of this topics. But in terms of the actual implementation in code, I don't see many materials about that yet. (That's why I love Prof. Duffy's course and books, which contain code!)
One example is currently I am studying the Libor Market Model. Although many books described talks a lot about this model, there are not many solid implementations online for its calibration and pricing.
 
cycbill said:
I wonder if we can have more advanced courses in terms of modelling.
Expect the course to focus on very classic models, such as Local Vol, Stochastic Vol, classic Short Rate models, Libor Market Model etc.
Walking through the theory, and implementation in code, and some important details in practice like Calibration.
And talks about their advantages and limitations.

I know many books have covered a lot of this topics. But in terms of the actual implementation in code, I don't see many materials about that yet. (That's why I love Prof. Duffy's course and books, which contain code!)
One example is currently I am studying the Libor Market Model. Although many books described talks a lot about this model, there are not many solid implementations online for its calibration and pricing.
Click to expand...
Another thing I notice in pretty much every other finance oriented course is done Python so the instructors can simply have you delegate everything to some Python package versus actually teaching you the real way in C++.
 
I use both Python and C++, at different times, for different requirements.

C++ is a real skill to have. Just saying.

Plan B: don't wait for someone, you can write your own code; it takes time, that's all.
 
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Daniel Duffy said:
I use both Python and C++, at different times, for different requirements.

C++ is a real skill to have. Just saying.

Plan B: don't wait for someone, you can write your own code; it takes time, that's all.
Click to expand...
Sure it takes time and I’d be happy to spend it that way. But sometimes you need to learn from experts who have been there and done that.
 
It's truly remarkable to see how QuantNet has grown into a significant hub for students aspiring for a career in quantitative finance. The collaborative efforts of the community and the valuable resources available on QuantNet have undoubtedly made a substantial impact on students' program research and admissions decisions.
 
If anyone is open to collaborate with me in gathering data, building some comprehensive data for MFE programs, please reach out. We need more help in this front to make QuantNet a huge clearinghouse for everything about graduate quant programs.
You can choose to help with one program or more if desired. You can help us track and build a histogram of how a program's ranking has moved up or down the past 10 years. You can help us track and build graph about a program's application or employment numbers last 10 years.
If you can lend a hand, it would be much appreciated. Please reach out to me.
 
I'd like for the "'new posts' 'find threads' 'watched' ..." bit that is below the "'Home' 'Forums'..." row to also track down when we scroll down the page.

Right now, whenever I reach the bottom of a page, and I want to go back to 'new posts' I either scroll up to the top of the page to get to the link or click on forums and then on new posts from there. I'd like to stop it from disappearing.

Edit: I just realized a dropdown menu appears on forums when the row of options disappears, so this isn't actually an issue. Incredible that I only figured that out right after typing this request. I'll leave the original post unedited though.
 
TheCheshireCat said:
For me, I'd like to see a ranking for european financial engineering programmes. It's a shame that there's no ranking for european MFEs so far since there are very good european programmes such as Oxford MCFinance and Imperial MathFin.

Edit: Haha, I just saw this was mentioned by another member. Oops! I will be joining one of the above mentioned programmes in September, so I can help you with the rankings.
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Put this down as Implemented.
 
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