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Directions needed! College courses for a career in quant. research/algo trading?

Joined
4/28/11
Messages
9
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I am currently compiling a list of undergrad courses to take in college which would help in quant research/modelling/trading work and would like some input :) I will be doing a double major in computer science and statistics.

Comp. Sci.:
Databases
Operating Systems
Algorithms
Artificial Intelligence
Machine Learning
Data Science
Combinatorics

Statistics:
Probability & Statistics (Grad. Level)
Stochastic Processes
Time Series
Game Theory
Probability Theory

Math:
Linear Algebra (2 semesters)
Real Analysis (1 sem.)
Numerical Analysis (2 sem.)

Are there any important topics missing from my list? Or are there any courses I should remove from the list? Finally, in the event that I do not get to study all of them, which are the courses I should prioritize?

Thank you! :D
 
I am really more interested in the computer science side of things. But I thought some statistics/math would be a good complement, especially in certain areas of artificial intelligence such as machine learning which I intend to do a MS in CS on.

With my current list, there is no space for additional finance/econs courses. I will have to leave those for independent learning/ reading of textbooks. However I've heard that most of the finance knowledge required is acquired "on the job" so skipping these in college won't constitute too much of a weakness right? A-Level economics has given me a college level introduction to the subject so I think I can work from there. Should I substitute one of the courses in my list for a semester of econometrics?

By focusing my interests, are you suggesting that I simply concentrate on either CS or stat/math but not both?
 
if you're looking for quant/research/modelling, then focus more on math/stats and exclusively on C++ programming.

if you're looking for algo trading, then focus less on the math (maybe just a course in probability/stats) and focus exclusively on computer science (esp. threading, optimization)

For algo trading, if you want to be a developer then it's probably 90% computer science and 10% math, just keep that in mind.
 
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