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On a side note, where do you find these kind of jobs specific to trading or finance?
On that note though, I'm curious how useful modern deep learning techniques are for trading. Traditional machine learning for the past couple decades was never terribly useful for entry or exit signals, merely as pattern recognition for ancillary purposes. I'm wondering if that's changed now.
If I was to guess, ML is probably easier applied to longer time frames. On the other hand, it's certainly possible to pipe the output of a GPU supercomputing cluster to an FPGA/ASIC HFT fleet. A slight delay in updating the trading model isn't the end of the world if execution speed remains good.
It's hard to provide very detailed advice without knowing what exactly you're doing - are you developing market making algorithms? Working on execution algorithms? Implementing strategies developed by researchers? Is this a hedge fund or a prop trading firm? There is a lot that can encompass "quantitative developer" in the front (and back!) office. There are three standards that you can think of as the Cracking the C…
With that username, I suppose humanity should be thankful that OP isn't applying for a job in AI. :) On that note though, I'm curious how useful modern deep learning techniques are for trading. Traditional machine learning for the past couple decades was never terribly useful for entry or exit signals, merely as pattern recognition for ancillary purposes. I'm wondering if that's changed now. If I was to guess, ML is…
On the plus side, less human input in trading software may greatly reduce human biases which make us suck at trading.
Earlier quoted context omitted.
Unless the demo is hello world level, relevant demos are almost always a net positive. They show passion and initiative. Given two candidates being the same, the one with the demo wins. Given ten candidates, the one with a demo is going to stand out even if the demo itself isn't impressive. I know nothing about trading, but my expertise is databases and search. If someone built a toy database or search engine, I woul…
The risk is based on the fact he might get the job without the sample, but by providing the sample he might not get the job.
With that username, I suppose humanity should be thankful that OP isn't applying for a job in AI. :) On that note though, I'm curious how useful modern deep learning techniques are for trading. Traditional machine learning for the past couple decades was never terribly useful for entry or exit signals, merely as pattern recognition for ancillary purposes. I'm wondering if that's changed now. If I was to guess, ML is…
My not particularly informed view is it wouldn't be great. Overfitting would be the biggest problem, as well as the fact that people design trading software specifically to exploit other trading bots these days. On the plus side, less human input in trading software may greatly reduce human biases which make us suck at trading.
I figured modern ML would be the first thing firms use for that purpose. Might be interesting though with bots trying to learn the behavior of their counterparts and vice versa. The ensuing feedback loops are probably quite interesting.
It's hard to provide very detailed advice without knowing what exactly you're doing - are you developing market making algorithms? Working on execution algorithms? Implementing strategies developed by researchers? Is this a hedge fund or a prop trading firm? There is a lot that can encompass "quantitative developer" in the front (and back!) office. There are three standards that you can think of as the Cracking the C…
Hey! Thank you so much for your answer, it's very helpful. I'll give that book a read. I'm applying for a dev job at Janestreet, which I know is very competitive. I'm a pretty good at maths for a programmer, and pretty good at programming for a mathematician, but I'm not sure if the interview will be a mix of both or specifically on designing algorithms, doing toy problems, etc.
My background was, at the time, electronic market making in fixed income with substantial experience in functional programming using languages other than OCaml. Prior to that, I'd done signal processing for radar systems in C++.
We did multiple general programming questions, working on purely functional data structures, system design in functional languages and then some stuff on concurrency and asynchronous systems in OCaml.
The asynchronous systems conversation then ended up with a conversation about some category theory from the viewpoint of a functional programmer - I suspect that arose from my background and I don't imagine it's something they ask everyone about.
Finally we had a bunch of more mathematical questions, where we covered some number theory, some linear algebra and some formal logic. Again, it's hard to say how much of that is part of their normal set of questions and how many of those were specific to my background.
I'm not sure any of that is directly applicable/useful to you, but hopefully there's something that helps!
Earlier quoted context omitted.
Unless the demo is hello world level, relevant demos are almost always a net positive. They show passion and initiative. Given two candidates being the same, the one with the demo wins. Given ten candidates, the one with a demo is going to stand out even if the demo itself isn't impressive. I know nothing about trading, but my expertise is databases and search. If someone built a toy database or search engine, I woul…
The risk is based on the fact he might get the job without the sample, but by providing the sample he might not get the job.
Earlier quoted context omitted.
Hey! Thank you so much for your answer, it's very helpful. I'll give that book a read. I'm applying for a dev job at Janestreet, which I know is very competitive. I'm a pretty good at maths for a programmer, and pretty good at programming for a mathematician, but I'm not sure if the interview will be a mix of both or specifically on designing algorithms, doing toy problems, etc.
I (successfully) interviewed at Jane Street about 5 years ago at their London office. I ultimately went elsewhere, but I can give a general overview of the stuff we talked about. My background was, at the time, electronic market making in fixed income with substantial experience in functional programming using languages other than OCaml. Prior to that, I'd done signal processing for radar systems in C++. We did multi…