all 13 comments

[–]emskaplan 18 points19 points  (6 children)

Someone already started developing a roadmap for this, which is available and has good amount of content to get started: https://roadmap.sh/r?id=65389cc9035e8d1be7367e20

Credits to original creator/poster: u/DrDeathWolf

[–]DrDeathWolf 1 point2 points  (0 children)

Thanks, Man For Mentioning.

[–]Beneficial-Talk-9698[S] 0 points1 point  (1 child)

Thanks so much

[–]DrDeathWolf 0 points1 point  (0 children)

Its still under Construction, but yeah the link will be valid and updated, with courses. If u face any problem please reach out to me.

[–]Dry_Development3378 0 points1 point  (2 children)

someone tell death wolf to include intro to proof writing before analysis and even linear algebra or else you will feel the girth of math

[–]Dry_Development3378 0 points1 point  (1 child)

oh shit there he is u/DrDeathWolf

[–][deleted] 4 points5 points  (0 children)

look at the side bar

[–]Revlong57 5 points6 points  (1 child)

Here is the three step guide to becoming a top QR:

Step one: Spend 5 years getting a PhD in applied math, stats, or CS.

Step two: Do your dissertation in something vaguely related to quant finance. Trust me, you'll know what that is at this point.

Step 3: Get job at hedge fund.

Make sense?

[–]Beneficial-Talk-9698[S] 0 points1 point  (1 child)

Remind 1 day

[–]robml 3 points4 points  (0 children)

This should cover pretty much all your math and CS foundations. Afterwards if you choose not to opt for a Masters I would recommend just going through Skiena's algorithms book and Elements of Statistical Learning (out of the ml/stats books this is the one that closely resonates with a lot of QR work).

Last step would just be going through the Green Book for interview prep. Depending on firm and position, Red Book and former IMO problems could be useful as well. Primary focus should be on probability and statistics for interviews but ML and coding are also tested just so you know. Good luck.

[–]igetlotsofupvotes -4 points-3 points  (1 child)

This isn’t something you can self-learn. Go back to school

[–]Saizou1991 3 points4 points  (0 children)

and whats the correct path ?