What math subjects are used in quantitative trading firms?
Quantitative trading
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soft-question
math-software
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0@KerxPhilo You should try asking on quant.stackexchange.com. – 2011-07-01
1 Answers
5
You could start with topics such as
- Probability
- Statistics
- Analysis and calculus
- Stochastic processes and stochastic calculus
- Numerical methods
- Computational methods
- Modelling
- Optimisation
- Decision theory
- Data mining
- Time series
- Operational research
- Mathematical finance
- Mathematical economics
- Mathematical psychology
and the list could go on
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0+1 for the absurdity of that long of a list (I don't mean any offense). It shows the question needs some focus. – 2011-03-11