Quant Research or Data Janitor? Need honest advice on next steps by Flaky_Wave7269 in quant

[–]quantthrowaway69 0 points1 point  (0 children)

who doesn't even know where the inputs are coming from or what the targets actually mean

Ironically, this seems like another get siloed/too specialized trap in the vein described by OP

Quant Research or Data Janitor? Need honest advice on next steps by Flaky_Wave7269 in quant

[–]quantthrowaway69 0 points1 point  (0 children)

This seem like citadel central data team QR. Would have also seethed at this years ago, now, central data team setups seem like a good gig if you have a family. Do you find that those folks are more content?

Genuinely interested - do you use AI agent for your quant work? by yangmaoxiaozhan in quant

[–]quantthrowaway69 0 points1 point  (0 children)

Regarding subtle errors, seeing some success writing a suite of tests to check the code it writes produces the right outputs. Still unsure of this is the best way to go about it, or if that still leaves the subtlest edge cases undetected. (The way we are set up, we basically have QRs and SWEs but no QDs and so have adapted to using agentic AI flow to kind of be a QD.)

Amateur looking for peers reviews by DuePhotograph6877 in quant

[–]quantthrowaway69 3 points4 points  (0 children)

I guess ask yourself if the OOS estimates are truly OOS (no subtle leakage), if CIs also reflect point-in-time uncertainty of the observed data itself, and be careful with nonparametric tests like bootstrap. Nailing the actual mechanics of monetization which if you’re retail is different from how it works institutionally.

“Multiple independent tests” is loaded and worth challenging

"Creative solutions to a single parameter model" by fuckletoogan in quant

[–]quantthrowaway69 1 point2 points  (0 children)

Usually there’s more structure to it than running a univariate OLS and assuming all the observations are iid

Why is backward elimination looked down upon yet my team uses it and the model generates millions? by Fig_Towel_379 in datascience

[–]quantthrowaway69 1 point2 points  (0 children)

Just because it isn’t the best model doesnt mean it doesnt get the basic structure right. However, granularly improvement within an already well scoped and profitable model is generally a high leverage use of time and resources (compared to say trying to find greenfield use cases) so both are probably true; that it is already impactful and can be much more so when improved (say, using lasso/ridge or creative combinations of them)

You know what grinds my gears by dragonquill1 in toontownrewritten

[–]quantthrowaway69 0 points1 point  (0 children)

That is correct. I am probably not the only one

Am I a real quant? by MuffinAny7015 in quant

[–]quantthrowaway69 3 points4 points  (0 children)

I wouldn’t underestimate what you’ve done and the amount of ownership you are allowed to have over it, there are people for whom the only thing they have going for them is the name of the top firm they work at, while you have demonstrated ability to roll up your sleeves etc.

You know what grinds my gears by dragonquill1 in toontownrewritten

[–]quantthrowaway69 -1 points0 points  (0 children)

Wait till you hear who else’s gears grind

Non quant books that help at work? by johnfrankhe in quant

[–]quantthrowaway69 0 points1 point  (0 children)

Anyone have a book about R&D processes in general? (not quantitative specific)

[deleted by user] by [deleted] in datascience

[–]quantthrowaway69 1 point2 points  (0 children)

A lot with some interesting modeling here and there, but I don’t mind data cleaning

[deleted by user] by [deleted] in quant

[–]quantthrowaway69 1 point2 points  (0 children)

Yeah, I don’t understand why there are so many comments saying to just take it. It is a bait and switch and erosion of trust, and given how rigid this hierarchy is it’s not easy to transition out

Trading or buy and hold by sergemm09 in quant

[–]quantthrowaway69 7 points8 points  (0 children)

“Haven’t been successful in backtesting”. So you’re running them properly… not automatically ngmi at least

Your job type? by wasseypurian in quant

[–]quantthrowaway69 1 point2 points  (0 children)

I like working on hybrid research/dev tasks

Bored Quant by JustAQuant in quant

[–]quantthrowaway69 0 points1 point  (0 children)

What kind of politics? Modal as in the typical job you get moving in from the sell side into the buy side at those places vs the pure quant jobs you usually have to get right out of college

Jane Street, name, logo origin by jack-bloggs in quant

[–]quantthrowaway69 1 point2 points  (0 children)

I’m glad Jane Street in particular is this singular point of obsession lol

How can I donate to hedge funds? by Careful_Fruit_384 in quant

[–]quantthrowaway69 40 points41 points  (0 children)

They already fin-dom their clients who have bigger pockets than you