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 Your question needs to be far more specific than this in order for it not to be considered off-topic. You can find mathematicians trained in most subfield of math employed at quant trading firms. The head of the richest one is a differential geometer! (And not a statistician as one might presume.) – 2011-03-11
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0@Billare, which quant trading firm are you referring to regarding the differential geometer? – 2011-03-11
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2@KerxPhilo Jim Simons of Renaissance Technologies. Along with SS Chern, he has a whole theory named after him that finds prominent use in theoretical physics. In any case, that's not what I come here to talk about. – 2011-03-11
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0@Billare, I appreciate it, sorry to take you off your path. – 2011-03-11
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0@KerxPhilo No problem, I hope I don't come off as rude or overly brusque. This would be interesting to talk about in another context, I think, but it's off-topic as stated here. – 2011-03-11
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0@KerxPhilo You should try asking on quant.stackexchange.com. – 2011-07-01
1 Answers
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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