3 ms·
Sampling bias. At least in HFT, the days of hiring quants who can't code are over.
by vasilipupkin 12y ago
Sampling bias. At least in HFT, the days of hiring quants who can't code are over.
- lucozade 12y agoI can personally vouch for the fact that there is a large space between "can't code" and "write high performance production quality code". Quants are no exception.
- gjm11 12y agoAnd a large space between "can't write high-performance production-quality code" and "doesn't write high-performance production-quality code". I can write high-performance production-quality code, and occasionally I do, but maybe 95% of the code I write is hackish, primarily intended for exploration and experimentation, and written in a language fundamentally ill-suited for high performance. Engineering it all carefully and optimizing it would be a tremendous waste of time and effort. I work in technology rather than finance, but I bet there are plenty of quants for whom much the same is true.