Asset management to HF

quantsmodelsbottles

Active Member
Hi all,

As of recently I'm working at a big asset manager (think AQR, PIMCO, BlackRock, DFA, T. Rowe Price, etc.) as a junior research analyst in the trading division after graduating with a Bachelors. The thing is that smart beta strategies are run instead of finding alpha, in the light of the academic framework of Efficient Market Hypothesis. However in the future I do want to be generating alpha and working with stat arb, signal generation, etc. The two things I do have going for me is that I'll 1) gain a lot of knowledge about market microstructure (and perhaps also NLP) and 2) have access to high-frequency tick data. 1) is an obvious case, do very well at the job and add value there. For 2) would it help to build a toy HFT strategy/backtesting tool in my spare time at work? No one expects it to actually work but it might show sound statistical methodology, good programming, and working with relevant data. Or just focus on 1)? Thanks in advance!
 
Top