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by ham_sandwich
2361 days ago
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Quant is a pretty broad term. Some would say it’s often working on nonlinear desks to implement/calibrate volatility surfaces and things like that or working more on the risk management side. There’s also the whole HFT world (Jane St, Virtu, Jump etc) many would call ’quant’ but really is a different game than the HF space. On the machine learning side, in my experience it’s often simple, linear models that work best in the messy world of financial data. I’m sure there are shops out there breaking out the GPU clusters and training NNs with 6 trillion parameters but in no way will your super deep NN guarantee alpha whatsoever. |
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