Hi guys,
Im interested in quant trading, and looking for some tips at moving my understanding on to the next level. Im ex military, returned to study engineering as I left school at 16 to sign up. I scored highly (~85% at a top 10 national engineering faculty), and my fluid dyanmics dissertation was 100% original research, and will probably form the backbone of a peer reviewed paper when the phd student who took the project on after me does some validation work.
I took just a job as an actuary as my wonderful gf is currently pregnant, and I couldnt justify taking a job with the kind of hours involved in trading and leave her alone at such an important time. Especially given the absence she put up with while I was deployed with the army.
I really enjoy quant work and even if i never transition i would like to carry on at it. However, things have moved on substantially from the likes of wilmot on qf, and the kind of simplistic strategies that most books cover lost their market edge a long time.
Do people have any suggestions of moving on to the more recent developments? I read research as much as I can, but its hard to identify some of the most important developments to be aware of. What should I be reading to advance my knowledge without spending $2000+ a year on journal subscriptions. With fluid mechanics I often found that 1 or 2 papers were the key to certain topics normally with a ton that tinker with them in more specific ways. Does anybody know any in qf that I should read? I would rather spend $100 on the key points of research than read every paper in every journal on the topic, at least until I get more advanced understanding.
Im interested in quant trading, and looking for some tips at moving my understanding on to the next level. Im ex military, returned to study engineering as I left school at 16 to sign up. I scored highly (~85% at a top 10 national engineering faculty), and my fluid dyanmics dissertation was 100% original research, and will probably form the backbone of a peer reviewed paper when the phd student who took the project on after me does some validation work.
I took just a job as an actuary as my wonderful gf is currently pregnant, and I couldnt justify taking a job with the kind of hours involved in trading and leave her alone at such an important time. Especially given the absence she put up with while I was deployed with the army.
I really enjoy quant work and even if i never transition i would like to carry on at it. However, things have moved on substantially from the likes of wilmot on qf, and the kind of simplistic strategies that most books cover lost their market edge a long time.
Do people have any suggestions of moving on to the more recent developments? I read research as much as I can, but its hard to identify some of the most important developments to be aware of. What should I be reading to advance my knowledge without spending $2000+ a year on journal subscriptions. With fluid mechanics I often found that 1 or 2 papers were the key to certain topics normally with a ton that tinker with them in more specific ways. Does anybody know any in qf that I should read? I would rather spend $100 on the key points of research than read every paper in every journal on the topic, at least until I get more advanced understanding.
