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+1. I worked as an equities trader and this still sat on my desk in place of any equities books. > Personally, I think the basics of quantitative finance are j
by lloyd-christmas 11y ago
+1. I worked as an equities trader and this still sat on my desk in place of any equities books.
> Personally, I think the basics of quantitative finance are just as relevant to Data Science as machine learning is.
100% agree. As a hobbyist on the data science side, I still refer back to the book whenever I get a "this looks familiar" thought.
- huac 11y agodo you have any particular points of crossover OTOH? interested in what some similarities between data science ~ quant finance are.
- lloyd-christmas 11y agoI guess "data science" is a pretty big term, so it depends what corner of the bubble you're in. My interest leans toward computer vision. The first thing that popped into my head is Kalman filters being useful in time series analysis, whether it be equities or object tracking.