Hi All,
Very new to this website. I joined because I would like to develop a skillset over the course of the next 3-5 years that would allow me to add value to a global macro hedge fund in a trade structuring/execution/quant strategist type role. During this time I will be working full time ~60 hours a week at an AM firm in a role that doesn't require a lot of quant or coding, but it is a great shop to learn in, and there are opportunities to change groups internally.
Math:
I got by with not doing a whole lot of math in UG (I was three grades levels ahead in Math in high-school, did all the AP math classes, then got really bored with math). I worked for a few years at a small AM firm, did the CFA, and was accepted into a very well ranked fin-econ program. I obviously struggled a bit and learned math on a make due basis for my classes. Now that the program is done I would really like to go back and learn math from the bottom up. I would like to get to the point where I am very comfortable with: Time Series Analysis, Stochastic Calculus and Mathmatical Stats. Where I am at seems very far from that - I know I need to first work my way rapidly through Calc I & II and Linear Algebra (what are the best books/coursera courses for these?). And from there on what are the best books/online courses for Econometrics, Stats and Stochastic Calc?
Coding:
No experience. Would like to start with VBA/Matlab/SQL. Learn some real coding after (C, C# etc.)
I would like help coming up with a study program that would help me get to where I want to get to in 3-4 years time while working 60 hours a week.
Thanks in advance for any advice.
Very new to this website. I joined because I would like to develop a skillset over the course of the next 3-5 years that would allow me to add value to a global macro hedge fund in a trade structuring/execution/quant strategist type role. During this time I will be working full time ~60 hours a week at an AM firm in a role that doesn't require a lot of quant or coding, but it is a great shop to learn in, and there are opportunities to change groups internally.
Math:
I got by with not doing a whole lot of math in UG (I was three grades levels ahead in Math in high-school, did all the AP math classes, then got really bored with math). I worked for a few years at a small AM firm, did the CFA, and was accepted into a very well ranked fin-econ program. I obviously struggled a bit and learned math on a make due basis for my classes. Now that the program is done I would really like to go back and learn math from the bottom up. I would like to get to the point where I am very comfortable with: Time Series Analysis, Stochastic Calculus and Mathmatical Stats. Where I am at seems very far from that - I know I need to first work my way rapidly through Calc I & II and Linear Algebra (what are the best books/coursera courses for these?). And from there on what are the best books/online courses for Econometrics, Stats and Stochastic Calc?
Coding:
No experience. Would like to start with VBA/Matlab/SQL. Learn some real coding after (C, C# etc.)
I would like help coming up with a study program that would help me get to where I want to get to in 3-4 years time while working 60 hours a week.
Thanks in advance for any advice.