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programs on statistical arbitrage

saminny

Joined
2/9/09
Messages
6
Points
11
Hi Everyone, this is my first post on this board. Looking forward to many more :)

I am currently working in hedge fund industry as a junior analyst where my job requires researching and data mining to prepare data and statistics and design systems for high-frequency and medium-frequency traders. I am interested in becoming a stat-arb trader myself and need some guidance.

I have a strong educational background having completed a B.S. and M.S. in theoretical computer science and algorithms 5-6 years ago from an ivy league school. However, I need to review my mathematics and also get some specialized knowledge about financial mathematical models and statistical models. What are good schools for a short MFE or certification sort of programs to gain good background knowledge about statistical models, time series analysis, and automated trading. I am not interested in doing risk management or analysis but specifically want to work in stat arb trading. Do you think taking a statistics course would be better than applied math?

thank you!!

Sam
 
NYU has a 4-course certificate program in their math finance program which may interest you. I don't think other MFE programs really offer the same shortcut program you're looking for.
 
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