What A Quant Should Be Capable Of?
下面是financial data analyst或者quant要点的技能,从一个freelancer那里借鉴而来,后续会继续添加…
Quantitative modeling
A quantitative modeling can enable a data-driven decision making process for a variety of strategic planning activities, ranging from cost-minimizing procurement,capacity planning and buying/selling strategy in capital market based on a set of assumptions.
Here is an introductory course in Coursera.
Algorithmic trading strategies
You know how to develop intraday algorithm with the Interactive Brokers API, IB_Insync python library.
Long/short equity optimization models
You should master portoflolio optimization methods, probably with stochastic scenarios. Asset classes span through stocks, forex, bonds, futures, ETFs, and other derivatives such as repos, IRS base on the investors’ risk profiles.
Programming skills
You must also be able to apply machine or deep learning, Q reinforcement learning agents.
Machine learning skill sets contains multivariate/logistic regression, lasso/ridge regression, linear/quadratic discriminant analysis, decision trees, K neighbors, Naive Bayes, random forest, support vector machine, Adaptiveboost, GradientBoost, XGB.
Deep learning modeling skills includes recurrent neural networks, Tensorflow, nltk, sentiment analyzer, Keras LSTM, and convolutional neural networks to predict or forcast certain asset prices.