Time Series Analysis vs. Stochastic Calculus Course for Buy-Side Quant

[iWantQuant]

Hi, I am nearing the end of my undergrad and only have limited credits left to choose classes. Which of the following electives would be more useful for someone looking to work as a buy-side quant? My background is in CS/ML for context

• Time Series Models: ARMA, ARIMA, GARCH, Spectral Analysis, etc
• Stochastic Calculus: Brownian Motion, Stochastic Integrals/SDEs, Change of Measure, etc (Based on Shreve Volume II)

I've heard that stochastic calculus is more useful for sell-side quants only, but I see it included in many MSFE, Operations Research, Statistics, and Applied Math grad programs, making it seem more foundational for many fields.

 

[Paul Lopez]

Time series will certainly be easier with the ML background. Stochastic Calc will require more math knowledge. All depends what you like.
For completeness I'd do both.