- Joined
- 4/28/10
- Messages
- 73
- Points
- 18
Good Morning Quant Network,
My name is Donny, a math major from a USNews top 10 college. Through some reading, talking to people, and classes, I have set a path to be a quant when I come out of college. I realize that my love for math and my love for gambling (I find Texas Hold 'em a beautiful game) is a good combination for a quant.
Reading up more on this field, I get even more intrigued in the workings of these highly quantitative firms such as Renaissance Technologies, DE Shaw, Jane Street, and Winton capital. I am so interested to know what is this 'secret' algorithms they use to take advantage of short term inefficiencies in the market. I also respect the idea that only PhD holders in Math and Physics have the necessary knowledge to access these ideas, a level I seek to attain, no matter how remotely, once I graduate.
So given my goal, a careful selection of my classes in the coming fall will define the skills I acquire and set the path for my learning. Thus, I have a dilemma which I am sure many of you can give me some input. It is a simple 4 choose 3 subjects between ... (assume all necessary background)
1. Intermediate Finance - a class in the econ department which teaches asset pricing and how to reduce risk.
2. Numerical Hyperbolic PDE - math grad class. Highly useful I think because it is a combination of numerical analysis, pde and C++.
3. Artificial Intelligence - a grad level A.I. class. Standard syllabus I guess.
4. Adaptive Filtering - a class in electrical engineering department. Certainly not a finance class but I'm wondering could this be the 'secret' methods of finance I read about.
The source of the dilemma is to decide whether should I even take a finance class in the econ department. Professors in the econ department says that such a class will provide a good baseline for whatever area of finance I wish to go into. Little do they know that I want to inch myself into the 'highly quantitative advance modeling' scene. As for 2, 3, 4, I just find them to be the concepts that when learnt properly allow me to forge these novel methods in finance.
Oh and just a quick query to the mathematicians, for 2. which would you highly recommend, Numerical PDE or Graduate level PDE, you know the one dealing with operators in Sobolev spaces. Numerical PDE seems highly more applicable. Really, does a advance PDE class give you the intuition to deal and model situations better?
Much thanks to the community.
Donny
P.S.: Andy, I think you are doing everyone a great service with your comments.
My name is Donny, a math major from a USNews top 10 college. Through some reading, talking to people, and classes, I have set a path to be a quant when I come out of college. I realize that my love for math and my love for gambling (I find Texas Hold 'em a beautiful game) is a good combination for a quant.
Reading up more on this field, I get even more intrigued in the workings of these highly quantitative firms such as Renaissance Technologies, DE Shaw, Jane Street, and Winton capital. I am so interested to know what is this 'secret' algorithms they use to take advantage of short term inefficiencies in the market. I also respect the idea that only PhD holders in Math and Physics have the necessary knowledge to access these ideas, a level I seek to attain, no matter how remotely, once I graduate.
So given my goal, a careful selection of my classes in the coming fall will define the skills I acquire and set the path for my learning. Thus, I have a dilemma which I am sure many of you can give me some input. It is a simple 4 choose 3 subjects between ... (assume all necessary background)
1. Intermediate Finance - a class in the econ department which teaches asset pricing and how to reduce risk.
2. Numerical Hyperbolic PDE - math grad class. Highly useful I think because it is a combination of numerical analysis, pde and C++.
3. Artificial Intelligence - a grad level A.I. class. Standard syllabus I guess.
4. Adaptive Filtering - a class in electrical engineering department. Certainly not a finance class but I'm wondering could this be the 'secret' methods of finance I read about.
The source of the dilemma is to decide whether should I even take a finance class in the econ department. Professors in the econ department says that such a class will provide a good baseline for whatever area of finance I wish to go into. Little do they know that I want to inch myself into the 'highly quantitative advance modeling' scene. As for 2, 3, 4, I just find them to be the concepts that when learnt properly allow me to forge these novel methods in finance.
Oh and just a quick query to the mathematicians, for 2. which would you highly recommend, Numerical PDE or Graduate level PDE, you know the one dealing with operators in Sobolev spaces. Numerical PDE seems highly more applicable. Really, does a advance PDE class give you the intuition to deal and model situations better?
Much thanks to the community.
Donny
P.S.: Andy, I think you are doing everyone a great service with your comments.