Fascinating. Gotta love the HN format.
Any sense of what the Quantly user base looks like? Geographic diversity and all that jazz would be interesting.
Quantly: News for quants
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#15Does anyone have any suggested reading on learning about this sort of thing? It looks like a fascinating area but I can't figure out where to start.
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#16Re: Quantly: News for quants
#17Does anyone have any suggested reading on learning about this sort of thing? It looks like a fascinating area but I can't figure out where to start.
If you're looking for an overarching guide to the finance industry - The Complete Guide to Capital Markets for Quantitative Professionals By Kuznetsov is a good book to start. This book explains the major financial markets, players and products, and what a technical/quantitative person could do there.
Re: Quantly: News for quants
#18Does anyone have any suggested reading on learning about this sort of thing? It looks like a fascinating area but I can't figure out where to start.
0.http://www.quantnet.com/quantnet-best-selling-books-2010/
( you must start here )
1. http://finmath.uchicago.edu/new/msfm/prospective/plan_readin... ( i graduated last month from this pgm. if you have 50K$ and 9 months to spare, its not such a bad idea to apply. i believe 50% of graduating class found a quant job with max paycheck 165K & 20-100% sign-on bonus ( hope this isn't classified info :) If you are smart, just read Hull cover to cover and solve all the problems. I'm not so smart :( )
2. GS reading list ( supposedly...I worked for GS for 5 years, didn't see anybody reading these things :)) http://www.quantnet.com/goldman-sachs-reading-list/
3. http://blogs.reuters.com/emanuelderman/ ( runs the columbia MFE pgm. his blog's super-informative ).
4. if you understand very little math, then start here instead of at 0. http://finmath.uchicago.edu/new/msfm/prospective/plan_prepar...
5. my favorite quant books: http://www.amazon.com/Numerical-Methods-Finance-Economics-MA...
http://www.amazon.com/Primer-Mathematics-Financial-Engineeri...
steven leduc primers ( cliff notes linear algebra, GRE subject math ) - quick brushup before interviews
6. personal suggestion - take 6 months to figure out if this is right for you. open a 5k brokerage account. don't buy any stocks, but grow that 5k by pure derivative play ( butterflies, condors, ratio spreads ) in simple equities. that math is invaluable and not so hard. plus, the programming is not too hard either - just simple 2D graphics, a few threads & number crunching will spit out payoff diagrams you can understand.
Re: Quantly: News for quants
#19Fascinating. Gotta love the HN format. Any sense of what the Quantly user base looks like? Geographic diversity and all that jazz would be interesting.
This is from March 2011, from their last(?) newsletter:
Who Reads Quantly?
Based on our web server logs, here are the top firms accessing Quantly over the past six weeks. The firms are listed in order, most traffic first. I've highlighted some of the more hardcore quant outfits.
Credit Suisse Group, Bank of America, Deutsche Bank, Toronto Dominion Bank, Citadel Investment Group, Cooperfund, JPMorgan Chase, Susquehanna Ireland Ltd, Barclays Capital, Cerebellum Capital, QCAP Management, Putnam Investments, Quantmetrics Ltd, Tradeworx, DRW Trading, Goldman Sachs Group, UBS, Timber Hill LLC, SAC Capital Advisors, GETCO, LLC, Light Box Capital, Morgan Stanley Group, WH Trading, Crabel Capital Management,
Top universities accessing the site:
Massachusetts Institute of Technology, Virginia Polytechnic Institute, Columbia University, Claremont University Consortium, University of California, Los Angeles, Stanford University, University of Hawaii, Imperial College London, University of California at Berkeley, New York University, Santa Clara University, Carnegie Mellon University,