Undergrad in CS looking for advice

[olwe]

Hi, I am a last year undergrad in CS. I am pretty good in algorithms, discreet mathematics and C++ (I won a few scholarships for my achievements in programming competitions and good GPA). Last year I was an intern in Google.
I am considering a career in algorithmic trading. However I am not sure how to proceed with my education. I was thinking about MS in CS focusing on AI and machine learning with additional courses in statistics and applied math. Do you think that MS in Mathematics would be better choice? What do you think about it?

I will be grateful for some advices.

 

[tfors]

I am interested in this as well..

 

[Andy Nguyen]

Read the guides here, specially the one by Max Dama. Max is an undergrad when he wrote this, btw. You can see if you have the right amount of training.
https://www.quantnet.com/forum/thre...uants-mfe-financial-engineering-students.535/

 

[zhanghongyu]

Hi, I am a last year undergrad in CS. I am pretty good in algorithms, discreet mathematics and C++ (I won a few scholarships for my achievements in programming competitions and good GPA). Last year I was an intern in Google.
I am considering a career in algorithmic trading. However I am not sure how to proceed with my education. I was thinking about MS in CS focusing on AI and machine learning with additional courses in statistics and applied math. Do you think that MS in Mathematics would be better choice? What do you think about it?

I will be grateful for some advices.

I think Math is a better choice, As I know, Most of top quants have Physics or Math degree, and for Quants,Finane is an concept, the core is math,Quants implement the financial concepts by programming which base on math and algorithms.

 

[IlyaKEightSix]

I think Math is a better choice, As I know, Most of top quants have Physics or Math degree, and for Quants,Finane is an concept, the core is math,Quants implement the financial concepts by programming which base on math and algorithms.

And the two guys running RenTec right now have PhDs in computer science.

At the end of the day, being a quant is about coding, coding, coding, understanding some papers, and some more coding. If you can't implement your ideas, you're not getting work UNLESS you're some out of this world brilliant researcher whose time is too valuable to be sitting down and implementing the actual trading ideas. Odds are, you won't be one of those.

 

[zhanghongyu]

And the two guys running RenTec right now have PhDs in computer science.

At the end of the day, being a quant is about coding, coding, coding, understanding some papers, and some more coding. If you can't implement your ideas, you're not getting work UNLESS you're some out of this world brilliant researcher whose time is too valuable to be sitting down and implementing the actual trading ideas. Odds are, you won't be one of those.

Exactly,Implement is important skill among Quants,with out that, a delicate theory can't make any pennies.

 

[olwe]

I am just wondering how do people after MS/PhD in CS become quants. How do they learn about things like risk management or stochastic processes or technical analysis?

 

[Jack Van]

I am just wondering how do people after MS/PhD in CS become quants. How do they learn about things like risk management or stochastic processes or technical analysis?

I can't fully answer your question but chances are if someone has a PhD in computer science from a good school like MIT, they know SOMETHING about stochastic processes. It's an important concept for high-level CS applications in areas like vision and machine learning.