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I went to the Quantopian conference for their basic training on algorithmic trading. This blog post was pretty much what they covered, intro to pandas and a sim

I went to the Quantopian conference for their basic training on algorithmic trading. This blog post was pretty much what they covered, intro to pandas and a simple strategy. There is a lot of educational material on their site too (which is what you ended up getting in the paid training). My biggest thing with the Python for Finance books - I know Python, I want to learn finance. All these books are the inverse of that, for people who know finance and want to learn Python. There is a good site for quantitative economics [1] that has tutorials in Python and Julia. I would love a mathematics of finance book that had the examples in Python. 1. https://lectures.quantecon.org/py/ https://lectures.quantecon.org/py/

ice109 9y ago
those are indeed good lectures but they are not math for finance per se - more like dynamic programming for econ/finance. my impression is that finance as such is a hodge-podge of econ/accounting/business.
Maven911 9y ago
Did you find the conference worth it ? I was thinking of going to it as well or even going to the online version since it's a lot cheaper but ended up not taking part.
- TACIXAT 9y ago
  I went to the conference 1 or 2 years ago and it was good. Worth the student pricing. I only did the training this year, also on student pricing, and it was pretty disappointing.
wtvanhest 9y ago
The problem with learning finance that it takes a lot og effort. A good place to start would be taking the 3 CFA exams. After about 1000 hours of study, you will have a basic grasp of finance.
- dsacco 9y ago
  This is utterly the wrong way to learn finance for quantitative trading. That would be an unproductive use of time. Read Options, Futures and Other Derivatives and Algorithmic Trading and DMA and you basically know everything you'll get from public sources that could be meaningful for trading. If he knows how to code and is looking for "mathematics of finance" he should start with those, not the CFA.
  - wtvanhest 9y ago
    That is your opinion, but if you look at the resumes of scientific active equity fund managers and quants, they all have it. Just understanding the quantitative side leads to vast underperformance over the course of market cycles...
    - dsacco 9y ago
      What resumes? Can you show me these vast numbers of resumes with CFAs? Are you talking about fund managers or quants? If your goal is develop quantitative trading strategies, you shouldn't be getting a CFA because it's superfluous. http://news.efinancialcareers.com/us-en/150266/why-the-cfa-wont-help-you-get-a-job-in-a-hedge-fund/ http://news.efinancialcareers.com/us-en/150266/why-the-cfa-w... On another note, even if what you were saying were true (and it isn't), it wouldn't demonstrate that it's useful to have the CFA. Certifications are usually helpful for HR or for regulation, not for actual knowledge. And everything you need to know about finance can be learned in far less than 1000 hours for trading if you're in a research or development role.
      - wtvanhest 9y ago
        Linkedin. Go there, search for scientific active equity (that is what a professional quant manager is called). Sort by who manages real money and who doesnt. Anyone managing $1bn or more all has it. That is not very much money to manage.
        9y ago

ice109 9y ago

those are indeed good lectures but they are not math for finance per se - more like dynamic programming for econ/finance. my impression is that finance as such is a hodge-podge of econ/accounting/business.

Maven911 9y ago

Did you find the conference worth it ? I was thinking of going to it as well or even going to the online version since it's a lot cheaper but ended up not taking part.

TACIXAT 9y ago
I went to the conference 1 or 2 years ago and it was good. Worth the student pricing. I only did the training this year, also on student pricing, and it was pretty disappointing.

wtvanhest 9y ago

The problem with learning finance that it takes a lot og effort. A good place to start would be taking the 3 CFA exams. After about 1000 hours of study, you will have a basic grasp of finance.

dsacco 9y ago
This is utterly the wrong way to learn finance for quantitative trading. That would be an unproductive use of time. Read Options, Futures and Other Derivatives and Algorithmic Trading and DMA and you basically know everything you'll get from public sources that could be meaningful for trading. If he knows how to code and is looking for "mathematics of finance" he should start with those, not the CFA.
- wtvanhest 9y ago
  That is your opinion, but if you look at the resumes of scientific active equity fund managers and quants, they all have it. Just understanding the quantitative side leads to vast underperformance over the course of market cycles...
  - dsacco 9y ago
    What resumes? Can you show me these vast numbers of resumes with CFAs? Are you talking about fund managers or quants? If your goal is develop quantitative trading strategies, you shouldn't be getting a CFA because it's superfluous. http://news.efinancialcareers.com/us-en/150266/why-the-cfa-wont-help-you-get-a-job-in-a-hedge-fund/ http://news.efinancialcareers.com/us-en/150266/why-the-cfa-w... On another note, even if what you were saying were true (and it isn't), it wouldn't demonstrate that it's useful to have the CFA. Certifications are usually helpful for HR or for regulation, not for actual knowledge. And everything you need to know about finance can be learned in far less than 1000 hours for trading if you're in a research or development role.
    - wtvanhest 9y ago
      Linkedin. Go there, search for scientific active equity (that is what a professional quant manager is called). Sort by who manages real money and who doesnt. Anyone managing $1bn or more all has it. That is not very much money to manage.
      - 9y ago