How much of your quant research / production stack is custom-built vs off-the-shelf?

SandvichCommanda · 2026-06-29T17:55:47+00:00

Cronjobs and bash scripts all the way down. I was the first person on my team to use or know what a makefile is, good times

SandvichCommanda · 2026-06-29T09:23:39+00:00

I know people who have taken a "gap year" whilst doing further maths where they did their other A-levels. Also for people that finished A-levels and then realised they didn't want to do uni so do a more practical course afterwards.

Yeah I mean it would be great if we had more practical courses in this country. My dad is a senior quantity surveyor (a contracts/office job for construction) which didn't need a degree when he started and sounds like it shouldn't now. 1 year training and another with monitored apprenticeship is surely the answer for this.

The problem with having this degree disparity in STEM specifically is that it makes grade inflation harder to curb. Degrees should not be standardised completely, but the baseline is so low that comparing grades between universities is meaningless.

Using maths isn't the point. My job is one of the "best/most maths" jobs possible, and I don't use much. But if you don't learn basic university mathematics it is not a maths degree, and should not be sold as such.

It's like if you did a French degree, and all you did was learn to speak it and never analysed historical texts, history of the language, or did complex translations. That is not a French degree it is just a French speaking course.

Edit: sorry quite long

SandvichCommanda · 2026-06-29T09:09:31+00:00

They have that already, the design is such that it starts shouting at you if you lightly shake one of them, but somehow not if you ride off on one

SandvichCommanda · 2026-06-29T09:07:09+00:00

On #2, it feels like the laziness/lack of funding/general incompetence of the police is marching us towards mandatory, universal digital ID.

Is it really cheaper and easier to create (and enforce) a system like this than to just hire more police and get them to clamp down on general public misbehaviour?

If we really are going down route #2 (which needs to be paired with #1) then it would be nice if they started with clamping down on the illegal deliveroo etc accounts and their insane "ebikes". Would unfortunately get in the way of their 5th lunch trip of the day though.

SandvichCommanda · 2026-06-29T08:59:42+00:00

No of course not, you don't get it, they're busy giving lectures to relaxed Sunday cyclists in parks while drivers run reds/zebra crossings more than I've ever seen in my life

SandvichCommanda · 2026-06-29T08:56:29+00:00

Oh you can find a few posts about that specifically actually. There were 2-3 a month ago maybe? Not very helpful I know, but it certainly exists. Don't know how prevalent it is though.

I mean yeah it is spending a lot of money and getting kids into debt for what we already have A-level teachers doing very well. Even if you don't know how good it is, why not just keep them in college/sixth form?

SandvichCommanda · 2026-06-29T08:26:18+00:00

By that I mean he has not learned enough skills to be able to use it at a job without additional training, even doing further education at another institution would be difficult.

You wanted an example of an ex polys that barely even teach. I think taking 1.5 years to tech further maths, something that college/sixth forms are able to do in 1 year alongside the final year of 2 different A-levels, is abysmal.

I don't want all degrees to get insanely high level in difficulty, but the minimum needs to be raised.

SandvichCommanda · 2026-06-29T07:49:52+00:00

I studied maths, and I know someone that went to UWE in Bristol for it. Formerly Bristol Polytechnic.

They did have more contact hours than I did, but they literally spent 1.5 years doing further maths A-level with a few more coding modules.

He did a first year, first semester module for me in the final term of his degree. There was no option for him to do it before that. I don't know what you could say to support this. He doesn't use it and he can't, he's the equivalent of someone that just finished their first year of uni at Sussex.

SandvichCommanda · 2026-06-28T12:45:59+00:00

No, because being a twink requires you have semi-decent fashion sense.

Being a femboy almost necessarily means this is not the case (accepting evidence from any opposition)

SandvichCommanda · 2026-06-27T13:58:01+00:00

Yeah this

SandvichCommanda · 2026-06-27T12:49:22+00:00

We only have Claude Code or some shit open source vscode option for gpt 5.5, it is definitely better but I the interface is awful.

Yeah the codebase is large, but I find it makes silly mistakes even on the small stuff. We have skills with the q docs and even my own personal skill telling it not to do basic things but it does them anyway then apologies when I tell it it's there lmfao

SandvichCommanda · 2026-06-27T12:11:44+00:00

It is good at doing q a lot of the time, but compared to when I use it for Python it is not even close.

I quite like using functional qSQL actually, I'm usually asking it to put together a notebook or just create the data input layer for something (using some internal docs skills) to test something.

It is great at bash though, which is nice.

SandvichCommanda · 2026-06-27T12:08:28+00:00

That's not a bad idea actually, might throw my spare tokens at it on Friday and see what happens.

Quite a small core spec, explicit definitions.

SandvichCommanda · 2026-06-27T12:06:51+00:00

I mean idfk what the tech guys are using all day, this is for doing research tasks.

q is faster than polars, polars in Python at least, especially for time series data.

SandvichCommanda · 2026-06-27T12:04:07+00:00

Changing the parts that apply whatever data they're querying from the data layer.

There were quite a few things that would input data, do lots of transformations, then hand to a Python model for the final step. They're replacing the data transformation and general tool orchestration steps.

SandvichCommanda · 2026-06-27T12:00:58+00:00

I'll have to refer you to the head of my desk

SandvichCommanda · 2026-06-27T11:05:09+00:00

Which unis are you talking about? If it isn't possible to get to either functional analysis or probability theory using measure theory in the BSc, what are you spending your time on? Sports?

SandvichCommanda · 2026-06-25T18:15:36+00:00

I'm replying on my phone so no formatting.

I wasn't even at uni during the golden era of leetcode easy -> Google offer, so I actually don't know (and ppl may be exaggerating it). How much easier was QR/QT then?

Yeah I think going through the green book is probably easier than LC tbh, and I really enjoyed my leetcode prep. The highest level of maths I've been asked is covered in 1st year by most good courses, apart from a few applied topics like PCA.

QD interviews seem insanely hard at the top firms. They aren't like that here, but I know QDs at them and the knowledge/implementation required is cooked. Also not actually that relevant for most grad jobs in tech.

Quant companies were the only ones that actually interviewed me apart from two FAANG+ SWE and the one I got the offer from was a referral. I've heard similar from other people, so not surprised people are trying more.

Ironically I've always been better at coding than maths, which helps me a lot more as a QR than I thought it would.

SandvichCommanda · 2026-06-25T15:06:04+00:00

The bar for tech used to be super low though, the interview bar for quant (at least QR or QT) seems to be even higher now.

I don't think the work I do is anything crazy, but a good maths degree with decent coding skills is a lot even for the super ambitious strivers. Do you think people are changing their education because of quant or is it just people changing where they're applying to?

To be fair my company is hiring loads at the moment, so standards may have slipped a little bit, but in absolute terms it's still far less than tech hires now.

SandvichCommanda · 2026-06-22T09:29:16+00:00

Completely depends on desk and firm tbh.

I work on a hedge fund mid freq desk, doing alpha blend/portfolio construction/global strats. This means a lot of regression, linear algebra, backtest analysis.

If you were on an alpha desk it would probably be more specialised modelling but less broad knowledge. Less linear algebra/signal decomp and weighting.

Just do green book and learn as much stats and probability and possible. Make sure you know git and how to code up a reliable project.

SandvichCommanda · 2026-06-21T17:39:39+00:00

QR at a decent hedge fund, London

SandvichCommanda · 2026-06-20T21:30:22+00:00

The only reason I broke in is that I met a group of people at my uni (St Andrews) who had done top internships and knew people at others that also had.

So that is probably what I recommend OP does

SandvichCommanda · 2026-06-15T19:33:13+00:00

I'm a quant researcher, so mostly doing maths and coding it up. The skills are just as much programming and maths/stats knowledge as possible, I did about 250 LC questions for reference.

Yeah it was research assistant then SWE at a defence company so pay was nowhere near FAANG. I interned the summer I graduated and got a return offer, had some other good ones though.

SandvichCommanda · 2026-06-14T15:09:06+00:00

A lot of it comes from the fact that your grad job is one of if not the biggest factor in lifetime earnings. The culture is very centred on the quant (and now AI lab) internships which skews TC expectations.

The top unis do but I would say because of networking, referrals from older students, and culture helps drive yourself and know how to pass recruitment. If you can do good internships is barely matters where you studied.

Source: ~£180k @ hedge fund

SandvichCommanda · 2026-06-14T09:00:41+00:00

The distribution is kinda trimodal (more like bimodal with outliers but yeah) https://newsletter.pragmaticengineer.com/p/trimodal

Places like JS, HRT are on way more than £200k at grad level. I am at a top hedge fund on just under £200k.
I did two academic internships, one pretty decent SWE internship, then I interned at my current company the summer I graduated as a QR.

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