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14

Clark, This is one of the popular questions we have on our community when someone new to the field come in and ask where they should start. We point them all to the list we have gathered which is now one of the most comprehensive list for quant finance http://www.quantnet.com/master-reading-list-for-quants/


7

Second Joshi guide but yout you can do better than that. We have a list for all level, some of them are free to download (just like Joshi), others are books and websites that for beginner level http://www.quantnet.com/master-reading-list-for-quants/ As for websites and blogs, there are only a handful of them out there (this is a niche field after all). I ...


5

The best way to do it is by getting an internship as an entry level analyst or some sort. They do not necessary expect you to know computational finance(they will teach you), though you need to be bright, have an outstanding academic record, and of course, good communication skills. As you get in there, you can then ask around about the specifics of what you ...


4

Wilmott and NuclearPhynance are two fairly popular forums, although quant.stackexchange.com will hopefully serve as a better resource in the future.


3

Such an article, if written in English, would get laughed at so hard by the blogosphere the authors would be shamed into doing a bit more research on Wikipedia next time before claiming a fully automated AI system is "the first of its kind." This guy's main competitive advantage is in pitching to non-English speaking Danes who don't have a clue what's ...


3

I like Zapatero & Cvitanic, "Introduction to the Economics and Mathematics of Financial Markets";Steele, "Stochastic Calculus and Financial Applications" and also Mikosh, "Elementary Stochastic Calculus with Fincial View". Shreeve is always a good choice too. If you are working with physicists, SCHMIDT, "QUANTITATIVE FINANCE FOR PHYSICISTS: AN ...


3

Quantivity has three great posts about how to learn algorithmic trading http://quantivity.wordpress.com/2010/01/10/how-to-learn-algorithmic-trading/ http://quantivity.wordpress.com/2010/01/12/how-to-learn-algorithmic-trading-part-2/ http://quantivity.wordpress.com/2010/01/12/how-to-learn-algorithmic-trading-part-3/


3

John C. Hull's "Options, Futures, and Other Derivatives" is the mostly widely recognized introductory book for derivatives valuation.


3

I like Statistics and Data Analysis for Financial Engineering by David Ruppert (http://www.amazon.com/gp/product/1441977864/ref=oss_product)


3

One that I found via google that seems promising (for beginners though) is. Numerical methods in finance and Economics


3

Options, Futures, and Other Derivatives Analysis of Financial Time Series Inside the Black Box: The Simple Truth About Quantitative Trading Trading and Exchanges: Market Microstructure for Practitioners


2

Mark Joshi's advice - http://www.markjoshi.com/downloads/advice.pdf (On becoming a quant) It's quite useful to get some insight into sorts of quantitative analysts, their repsonsibilites, type of companies, requirements for interviews etc ... just a great article to begin with.


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My type is "An introduction to the mathematics of financial derivatives" by Salih N. Neftci. Though it's definitely harder to digest than Hull.


2

I like the following book (though have only very briefly skimmed it): Optimization methods in finance


2

This may be too basic a book for what you're hungering for. In preparation for the Financial Engineering actuarial exam, I'm studying from Derivative Markets by McDonald. It's very technical, but gives a great introduction to the mathematics behind pricing options and even goes into depth on Brownian motion. Check it out here: http://amzn.to/g3QOES.


2

The simplest way is to transform your dependent variable from returns into rank-space and then use ordinary least squares regression. A more complex technique would involve setting up an optimization problem where you maximize the spearman correlation between your vector of predictions and actuals. More explicitly, the objective function in the optimizer ...


2

It depends the kind of information you look for. Questions and answer. This web site is really the best I know on quant finance. You can browse "tags" and go the the associated wiki pages to have summarized information. Wilmott Forum is not that bad; Nuclear Phynance is good too. Generic knowledge. It depends on what area on finance you are interested ...


1

Asking a lot of questions... It really depends on what area of finance you are interested in (I.e. bonds, stocks, research, valuation, capital budgeting,etc.) but as they say "experience is the best teacher" , so there is nothing better than going out there and getting your hands dirty


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Agree, a little broad topic. There are sites that use quant to pick stocks. fotatah.com is an example of site. It all depends on your goals (academic, trading, etc.)


1

Besides this site which in my opinion has a huge adventage on how the questions and answers are presented, two major players come to mind. The Wilmott Forum And the QuantNet-Community I would say QuantNet is more on the educational and job-search side. You will find a lot of resources with respect to interview question and acedemic master programms. ...


1

Bionic Turtle's forums aren't bad. Some of it is aimed at the FRM (Financial Risk Manager) exam, but there's also a section dedicated to Quant Finance.



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