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The funny thing is, HN is one of the few forums where the average user has close to enough mathematical maturity to discuss this sort of finance. Quantitative f
by KRAKRISMOTT 3y ago
The funny thing is, HN is one of the few forums where the average user has close to enough mathematical maturity to discuss this sort of finance. Quantitative finance folks rarely come from a pure finance background, it is very different from investment banking or typical bread and butter bulge bracket work.
To do well in quant finance you need the same intuition and talent as a reinforcement/probabilistic learning practitioner — good grasp of statistics and instinct for complex systems with feedback loops like differential equations and dynamics. Market making for example can be formulated as a bellman equation.