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Furthering education in systematic trading

  • Thread starter Thread starter racmag
  • Start date Start date
Joined
7/14/21
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Good evening,

A little background:

I have been running a small hedge fund for ~ 5 years. Took me 3 years to get profitable using the strategies that I came up with. I learned mostly by self studying. I use code to write my strategies and then semi-automate the trades. Not sure what best to call this? Systematic Trading, Algorithmic Trading? Don't really care to much about the name, just trying to figure out how best to explain it. For the most part, I have been using simple robust strategies which have performed far better than the market. I have been a Test Engineer for 17 years and recently switched to a DevOps Engineer once my programming skills got up to par. I have about 60 credit hours in Electrical Engineering, 40 in finance and then another 60 in Computer Science (jack of all trades?) In short, I have a pretty solid background in math and I have some statistical knowledge but certainly not an expert.

My goal is to learn more, so that I can come up with more complex strategies using a wider array of financial derivatives, perhaps by formal study. I am currently finishing up a Computer Science program, I did this so I could understand programming more, since the bulk of my work is writing the strategies in code. However, once I graduate I am possibly looking at a Masters so I can continue my education. The information I have found have leaned me possibly towards a Financial Engineering or Data Science degree. I am trying to get some feedback from the community on what would make more since based on what I mentioned earlier. I would think a degree more heavily learning towards Math and Statistics would be fairly suited for this goal. I am unconcerned about the job prospects of the Master's, I am only concerned with strengthening my knowledge on the skills I mentioned earlier. Any recommendations on self study, degree programs that might make sense? As I mentioned before I was considering either the Financial Engineering or the Data Science Master's Degree.

Thanks in advance
 
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