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.

learn more… | top users | synonyms (1)

15
votes
3answers
785 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 ...
11
votes
5answers
488 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 ...
8
votes
3answers
970 views

What is a Quant

In the interest of having "canonical questions" on this site ... What is a Quant?
5
votes
3answers
545 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 ...
0
votes
2answers
5k 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?