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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0
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1answer
194 views

Can I use PyAlgoTrade for Forex?

Is it possible to use PyAlgoTrade for Forex related algorithms? If it is, please point me in the right direction on how to get PyAlgoTrade to work on Forex data.
1
vote
1answer
73 views

What qualifications do the traders have that quants don't?

What qualifications do the traders have that quants don't? I know that they are not expected to know as much math, but that can't be it, can it? (I'm not in finance, nor am I really planning to go ...
18
votes
4answers
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 ...
0
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2answers
47 views

Java platform/lib widely use in industry

I am currently switching from Java dev to quant and for my self-study I want to code a few auto-trading algorithms to get my hands on the subject. Are there any must know platforms/libs that I should ...
0
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0answers
27 views

Market standards

Having a high quality pricing models is one of the main expectation of people working in finance, in fact the pricing models delivered should be proved to be accurate, following the latest market ...
1
vote
1answer
258 views

Portfolio Management in R

I’ve been looking around for a R-package that will allow me to track my stock portfolio - basically I would like to enter stocks that I own, track the trades I make, calculate my open position & ...
33
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7answers
6k 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 ...
2
votes
2answers
158 views

What are the advantages of financial modelling in R? [closed]

Recently I've found out that quantitative department in my company uses mostly R software for modeling in general. What is the advantage of modeling financial data in R instead of Excel, or some ...
0
votes
1answer
76 views

Newbie Quant: Bulding price feeder to securities master db

First of all, warm hello to all. I am newbie and i admit it, but with at least 15+ years of exp in C++. Working in IB - derivatives mainly, but unfortunately on the business side not trading at all. ...
4
votes
2answers
286 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
votes
1answer
167 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 ...
2
votes
2answers
1k 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 ...
2
votes
0answers
145 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 ...
3
votes
3answers
13k 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?
10
votes
3answers
1k views

What is a Quant

In the interest of having "canonical questions" on this site ... What is a Quant?
11
votes
5answers
590 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 ...
6
votes
3answers
725 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 ...