summer internship advice for quant route

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5/23/25
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Hey, so I was accepted to be a data science engineer for a research company that specializes in neuroscience. I was desperately looking for finance-related internships this sophomore summer, but I was met with rejection at every end. I’m curious to know that if this will hinder my resume exp if I’m trying to go down the quant route, as it has zero relation to finance. The math, stats, and programming could be similar, but my worry, of course, stems from the non-finance internship fact. Last summer, I participated in a search fund internship, which really didn’t do much to boost my knowledge in finance at all- I guess expect for the fact that I now know about the fenestration market lmao. But yeah, that’s certainly a free option that’s being recommended to me again, but I would learn nothing; it would just be another bit of resume experience that taught me nothing. But maybe internships aren’t supposed to be about learning anything…? I’m entirely unsure, and I’m getting many opinions for declining the DE role, which is why I hope to seek advice here. Anything helps!
 
We invite students to join our free program, developed with Lime Trading Corp., to help them excel in quantitative and systematic trading.

Here’s what a student will gain:
  • Free access to Advanced Algorithmic futures trading learning course
  • 1:1 Mentorship from Limex Quantum team.
  • Exclusive Resources : Access paid courses at no cost.
  • Real Trading Opportunities: Build and track your portfolio in real time.
  • Profit Sharing for exceptional talent.
  • Industry Exposure : Present your work to leading firms.
What a student should do to gain offer (choice is up to you):
1. Complete Advanced Algorithmic Futures Trading learning course to demonstrate necessary skills.
2. Join Limex API Trading Challenge to show your relevant experience.

You can also find more detailed information about our program below.

Appendix A

Limex Quantum is an exciting opportunity to enter the systematic trading world and become a professional quantitative trader/researcher.
This program is tailored to help ambitious individuals like you excel in the field of quantitative and systematic trading. Whether you are looking for an internship or full-time employment in a quantitative firm, or want to start your own venture in trading Limex Quantum helps you deepen your skills, gain hands-on experience, create your own robust portfolio of trading strategies and potentially connect with some of the industry’s leading firms, including hedge funds based in NYC.

The most successful and devoted students will be offered the opportunity to join global leading hedge funds including the ones based in NYC, quantitative firms and asset managers who we partner with to introduce our talents.

Appendix B

Our industry unique Advanced Algorithmic Futures Trading with Limex learning course:



is launched and free for all interested in joining us at Limex Quantum:

This course introduces you to algorithmic trading, guiding you through the development and implementation of trading strategies using simple examples.

While no prior trading experience is required, a basic understanding of linear algebra, mathematical analysis, statistics, and programming (preferably Python) is recommended.

By the end of the course, you will be equipped with the tools to independently create, test, and deploy your own trading strategies.

Instead of offering secret indicators, we focus on detailed explanations of the methodologies we use in our research.

Upon successful completion of additional tests and an interview with our research and trading team, we would be delighted to welcome you onboard.

The course will introduce you to the following aspects and methodologies of algorithmic trading:

  • Section 1: Introduction
  • Section 2: Algorithmic Trend-Following
  • Section 3: Evaluation of Investment Strategies
  • Section 4: Data Preparation
  • Section 5: Optimizing Parameters
  • Section 6: Return Prediction
  • Section 7: Cross-Sectional Momentum
  • Section 8: Statistical Arbitrage
  • Section 9: Model Complexity and Overfitting
  • Section 10: Strategy Aggregation
We expect our applicants to study the course and complete and provide the research results for 1-2 tasks prepared after each learning section of the course (one topic research with a deep analysis disclosure could also be a great start).

Please check the course materials and supplementary notebooks, study them, and get back to us with your feedback.

After successful course completion, we will provide each applicant with a testing procedure of their math and programming skills and a final interview to be included in our quantitative research team.

Each successful candidate will be offered an internship agreement, continuing studying the methodology to develop his own first robust strategy and its implementation on real funded accounts.

Good luck!
 
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