• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Help! Quantitative trading strategy pitch for interview

Hi

I've recently applied and been interviewed for an entry level position in an investment firm as quantitative analyst. I was just informed to have a 2nd round interview in which I have to present a trading strategy from any instruments with the use of statistics and quantitative analysis. The emphasis will be on my ability to analyze with certain software tool which I choose to use/present.

I will have about two weeks to prepare for the presentation/interview. Any books or sites recommendation for me to prep this presentation? It's really important to me and i dont want to screw it up.

Any helps will be greatly appreciated.

Thanks.
 
Well...Tbh I don't have any ideas. That's why I'm here to ask if anyone can recommend some books or websites where i can pick up something from there.

Any ideas?
this is a problem. You are basically applying for a job that you are not qualified for. Moreover, it seems you haven't done any research either which is another problem alltogether.

I'm in a nice mood today so I will give you a little push.
  • Let me google that for you
  • There is some dude in this forum, @Quantigic who has been carpet bombing this site with articles of strategies and alpha generation stuff. Take a look at those. It probably won't work since if you have the secret sauce you don't give it away but it's a starting point.

Your welcome!
 

Daniel Duffy

C++ author, trainer
The carpet bomber received quite a warm reception over on W. Beware: CB has a short fuse.
 
Last edited:
this is a problem. You are basically applying for a job that you are not qualified for. Moreover, it seems you haven't done any research either which is another problem alltogether.

I'm in a nice mood today so I will give you a little push.
  • Let me google that for you
  • There is some dude in this forum, @Quantigic who has been carpet bombing this site with articles of strategies and alpha generation stuff. Take a look at those. It probably won't work since if you have the secret sauce you don't give it away but it's a starting point.

Your welcome!

This is an entry level position. I believe everyone is qualified. The firm only looking for grads with certain background (math, CS, engineering etc) though and trading experience is not required but I do have done a few investments for the past few years. What was my strategy? Buy low sell high.

But for this interview I believe my old strategy wouldnt suffice. They are a looking for a quantitative strategy with the use of some analysis tools which I've nvr done it before.
 
What exactly do you mean by that? Is he no longer friends with Sir W?

OP, buy underperforming stocks sell outperforming stocks from S&P500 Index. Try using different averaging.

Thanks for the post. Do you mind to elaborate more how you will prove this strategy? I guess my struggle now is I got plenty of strategies/ideas but I dont know how to prove/present it using quantitative analysis.
 
Thanks for the post. Do you mind to elaborate more how you will prove this strategy? I guess my struggle now is I got plenty of strategies/ideas but I dont know how to prove/present it using quantitative analysis.

Pretty much what @pingu said. The example that I gave you is from the homepage of Quantopian. There you can find a lot more interesting stuff. Harry's book is also great source.
 
Top