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Total Posts: 6
Joined: Jul 2011
Posted: 2016-11-23 06:13
I’m interested in self studying with an end goal of ending up in a quant research role. My background is in computer science (bs), but I’ve taken various math, stat, and machine learning courses while in school. Presently, I’m working as a software engineer, but I’ve become interested in moving into a more math oriented role. What would be some resources/topics to start off on?

For more color on my background, I studied statistics out of hogg’s book and various forms of machine learning out of bishop and murphy. I’m familiar with the python/numpy/sklearn stack from both industry and school and have fooled around with R on and off before.


Total Posts: 405
Joined: Apr 2005
Posted: 2016-11-23 10:13
My view would be to get some stats knowledge (peter kennedy econometrics is good), and start to use it.
Read a book that will teach your the process (igor's finding alpha; or the rob carver one), and the use it in practice - be in Quantopian (yes - it's flawed - but can start and get familiar) or something else...

Accept that many (smaller) places might take you on for a performance only deal, unpaid or barely paid internship. large shops won't typically take the risk - for that - kind of have to go back to school probably...
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