Imperial MSc Machine Learning and Data Science (Online)

[dgbbb]

edited

 

[Daniel Duffy]

My 2 cents
C++ seems to be popular in this area, especially for trading systems. Many Quantnet C++ (caveat: I am the originator) students are traders.
Knowing numerical maths is always good. Especially algorithmic mindset.
And Python is also great.

Online Courses

quantnet.com

In any case, C++ and maths is a wicked skillset to have.

Online Courses :: Datasim

www.datasim.nl

I know TCD CS from a while back ... they have a great enginneering tradition. My lectures were mostly in Number 37.

 

[Daniel Duffy]

I'm a bit sceptical about ML ... lots of hype and for me its advantages are not clear.
One thing for sure: I am not happy with ML's mathematical foundations.

Blogs - MSc Theses on Machine Learning and Computational Finance 2020 :: Datasim

MSc Thesis “The Performance of Artificial Neural Networks on Rough Heston Model” By Chun Kiat Ong, University of Birmingham U.K. 2020 Supervisor: Dr. Daniel J...

www.datasim.nl

 

[dgbbb]

My 2 cents
C++ seems to be popular in this area, especially for trading systems. Many Quantnet C++ (caveat: I am the originator) students are traders.
Knowing numerical maths is always good. Especially algorithmic mindset.
And Python is also great.

Online Courses

quantnet.com

In any case, C++ and maths is a wicked skillset to have.

Online Courses :: Datasim

www.datasim.nl

I know TCD CS from a while back ... they have a great enginneering tradition. My lectures were mostly in Number 37.

Thanks Daniel, appreciate these, food for thought. We were mostly in the Museum Building and the Hamilton. Wish I had done Maths instead, CS was not really for me. I only liked the high level stuff

 

[Igna]

I've known a number of successful systematic credit PM/researchers on the buy side. These are my 2 cents based on my interactions with them.

Like you said credit is still very much an old fashioned area, but that makes your experience as a trader that much more valuable. The various HF's here in the New York area who've had success in their systematic credit all have some sort of non-quant credit trader as their heads while those lead by quants have not fared so well because there is just so much friction in the market. Going into something where it's much more dominated by algos might mean a soft career reset.

Most of the senior sell side credit traders that I know have joined the systematic HFs as PMs. Some have become more "quantitative" but they hire their own quants rather than doing it themselves. I would maybe recommend you chat with the MD's and heads of desks that you've worked with over the years who've made an exit on the buy side, and get a sense of what they think are important.

 

[Daniel Duffy]

Thanks Daniel, appreciate these, food for thought. We were mostly in the Museum Building and the Hamilton. Wish I had done Maths instead, CS was not really for me. I only liked the high level stuff

you're welcome.
I remember 121 analysis course in the Museum Building on Monday mornings 9 am. Hard going


Good luck!

 

[dgbbb]

I've known a number of successful systematic credit PM/researchers on the buy side. These are my 2 cents based on my interactions with them.

Like you said credit is still very much an old fashioned area, but that makes your experience as a trader that much more valuable. The various HF's here in the New York area who've had success in their systematic credit all have some sort of non-quant credit trader as their heads while those lead by quants have not fared so well because there is just so much friction in the market. Going into something where it's much more dominated by algos might mean a soft career reset.

Most of the senior sell side credit traders that I know have joined the systematic HFs as PMs. Some have become more "quantitative" but they hire their own quants rather than doing it themselves. I would maybe recommend you chat with the MD's and heads of desks that you've worked with over the years who've made an exit on the buy side, and get a sense of what they think are important.

Thanks Igna