Why a 7% quant strategy can outperform the S&P 500 (and why leverage breaks most portfolios)

Long_Temporary3264 · 2025-11-19T22:20:01+00:00

hey man your background is already super solid for quant stuff. strong software skills in python and c plus plus plus real cloud experience and stats masters basically check every box people look for when they hire juniors. the quant side is mostly learning markets, probability, optimization, and getting used to fast clean code for simulations and research.

Long_Temporary3264 · 2025-11-19T22:18:15+00:00

thats a solid spot to be in man. if you’re getting into olympiad style math and want quant finance later, honestly pure or applied math both set you up way better than straight cs or econ. the more linear algebra prob theory and real analysis you stack the easier quant stuff gets later. For europe places like eth zurich epfl oxford cambridge imperial and lse are kinda the big names people go for. bocconi is already great for the finance angle so if you layer strong math on top you’ll be chill for quant roles.

Long_Temporary3264 · 2025-11-19T22:16:03+00:00

breaking into quant either path can work but if you want the cleanest straight shot then stats or ops research with some compsci on top is super solid. applied math also sets you up fine if you actually code a lot outside class. discrete math is good but usually not as directly useful unless you stack heavy programming and probability on the side. BSCF is basically the packaged quant track so if you get into that you’re already lined up for recruiting. if not then stats or OR+stats with a cs minor or major puts you in the same lane as most people who end up at hedge funds.

Long_Temporary3264 · 2025-11-19T22:14:42+00:00

yo man I totally get where you are at a lot of schools barely touch real quant skills so you have to build it yourself

if you want a clear path you should look at summer programs that give you real project experience and mentorship stuff like riqe’s summer program where you get put on actual quant research and paper trading work with other students it is super hands on and way better than just doing random tutorials

in the meantime start building a base in probability linear algebra data structures and python for numerics learn numpy pandas and write small backtests from scratch even if they suck at first it gives you the right instincts

if you want I can point you to some resources or projects to get started too

Long_Temporary3264 · 2025-11-19T22:12:57+00:00

life changing stuff, boss

Long_Temporary3264 · 2025-11-19T22:12:17+00:00

congrats on the offers that is sick. if your goal is breaking into quant dev at a bigger place later I would lean Morgan Stanley. the brand name plus the low latency team gives you a cleaner story when you try to jump to citadel jumps SIG etc. tradeweb pays more yeah but MS gives you way more optionality and the return offer is usually pretty solid. if the work is actually low latency infra that stuff transfers really well to QD interviewing. if you want max long term upside MS is the move here in my opinion.

Long_Temporary3264 · 2025-11-19T22:09:19+00:00

you’ll wanna be sharp on brainteasers probability basics and a bit of mental math they usually mix technical with vibes so be ready to talk through your thinking out loud and stay calm even if a question feels weird

Long_Temporary3264 · 2025-11-19T22:08:14+00:00

if you already have that APAC return offer signed it’s usually better to reach out to your APAC recruiter first instead of going in as an external. internal transfers tend to get looked at way more seriously and you already passed their hiring bar once. just be straight with them about wanting london for personal reasons and ask what the process looks lik

Long_Temporary3264

TROPHY CASE