>no meme lines edition
Thread for the discussion/sharing/learning of statistical arbitrage, quantitative investment management, algorithmic trading, and electronic market making and related topics.
/qfg/ - Quantitative Finance General
Luke Russell
Other urls found in this thread:
github.com
quant.stackexchange.com
glassdoor.com
glassdoor.com
arxiv.org
youtu.be
twitter.com
Adam Parker
Cooper Richardson
...
Nolan Perry
Does this kind of knowledge help individual investors make more money or should I not take the time to study it?
Tyler Edwards
Hudson Lee
It's an extremely competitive field, with most quants coming from top tier IBs.
Hunter Jackson
babbies first paper to understand crypto facts
arxiv.org
>off by one kenobi
if someone got there, you surely can user
nobody is born educated
Christopher Jones
Physicist here with a background in statistical mechanics. What book shall I read to bridge the gap?
Juan Walker
how many NULS for a bot that learns all this babble for me
Caleb Reed
pic related is a good start, otherwise any "handbook of quantitative finance with {insert language here}" is fine if you already know the math behind and want hands on doing stuff
Michael Moore
Cheers, I also code in python so how basic is this? Chances are I’ve programmed modelling algos for most of this (Brownian motion etc)
Josiah Evans
i have a mechanical engineering background but i'm interested in quantitative finance. worked with matlab before, but not extensively. know calculus and linear algebra basics like partial derivatives, hessians, etc but nothing too advanced
where should i start?
Wyatt Cook
Theoretical Physicist here with some knowledge in Econophysics. Some are at work merging Quantum Theory with Finance. Interesting stuff. Start with multi-step model for quantum pricing formula:
Ian Brooks
why do you need quantum theory with finance?
Bentley Ward
yes i had experience with physicists in the past lol, the book is aimed for those who already know basic python and want to apply it for finance
there's a more advanced version called "Mastering Python for Finance" which deals which more on the machine learnery and multivariate statistics topics
read my OP pic related and, i guess if you know how to fit/find differential equations to signals you won't really have trouble applying stochastic calculus to model stuff, try looking at pic related, if it remembers you something, feel at home since you can grab techniques from fourier analysis and so
Julian Davis
Okay senpai, cheers
Austin Perez
yeah i've fourier analysis before. thanks.
Christian Turner
In IB it's not what you know, it's who you know. gl trying to break into biz if you don't have school connections.
Christian Garcia
Fellow theoretical physicist here and I also enjoy some Python coding. Wrote a bot for bittrex and such, but desu I came to the conclusion that hodling is probably the best (or "scalping" might improve the gains a bit, but not as substantially as just picking the right coins). For the lulz, I'd also like to do some more statistics over market data. If you're interested, contacts me
www.AxiomsOfChoice.org
I also do some videos on finance using basic Python
Jacob James
I was recently reading a interesting article regarding interbank venues restricting HFT, they where doing stuff like adding a small randomized pause.
Landon Richardson
Were you doing basic arbitrage? If so what percentage gains were you usually getting?