For questions *about* being a quant, akin to questions on programmers.SE vs. SO. Includes soft questions, career-related questions, questions about best practices, etc.

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15 views

What is the advantage and disadvantage of using moving average crossover stratergies for algorithm trading [on hold]

I am new to algo trading and the first algorithm I learned is moving average crossover. I find this algorithm more easy to learn and implement but when I back-tested this strategy with different time ...
4
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2answers
151 views

Covariance between two stocks in a two-factor model

I am studying the Arbitrage Pricing Theory using Pairs Trading: Quantitative Methods and Analysis.In page 44 the author gives an example on how to calculate the covariance between two stocks. I will ...
5
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1answer
124 views

Why Lie groups, differential geometry and string theory relate to MF?

I'm reading Peter Carr's "A Practitioner’s Guide to Mathematical Finance". When talking about the math used in mathematical finance, he mentions Lie groups, differential geometry, string theory. Can ...
16
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5answers
1k views

Is R being replaced by Python at quant desks?

I know the title sounds a little extreme but I wonder whether R is phased out by a lot of quant desks at sell side banks as well as hedge funds in favor of Python. I get the impression that with ...
1
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0answers
71 views

Getting Into Quant Field without Phd or Masters [closed]

I was wondering it is possible to get into a quant role without a masters or a PhD. And if so, what are the steps to do so? The only resources I've really been able to find speaking to this on ...
1
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2answers
324 views

The future language of quant programming? [closed]

Im just about to begin the programming aspect of my education towards being a Quant. I know what languages are currently being used and how popular they are. However, I have several good friends ...
15
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3answers
2k views

What is the necessary level of Econometrics-Know-How for a quant

It seems quants increasingly use econometric models at work. As someone who has sold his soul to probability theory and stochastical analysis I would like to catch up. What are the econometric tools ...
2
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3answers
9k views

Kalman Filter Equity Example

I am looking out for some material where I can study about Kalman Filter applied to Equity using Excel or R?
11
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5answers
549 views

What benefits are there to employing agile software development methodologies for quants?

Perusing the other SE network sites, particularly Programmers, I often find vigorous support for various agile software development methodologies, particularly the various values known as Extreme ...
5
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3answers
647 views

Financial Products Markup Language

I am asked to map financial products into XML. It can be in any format. I know there is an open specification FPML. Is that worth to adopt FPML rather than my own standards? Also, how common FPML is ...
10
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3answers
1k views

What is a Quant

In the interest of having "canonical questions" on this site ... What is a Quant?