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MarkBrezina
Topic Author
Posts: 62
Joined: April 28th, 2019, 10:58 pm
Location: CPH Denmark

What data does quants use?

April 30th, 2019, 9:08 pm

Dear everyone.

I'm a student of physics, who has recently ventured into the quants world.
I now sit with a series of questions which I would really like some seasoned and experienced answers to.

Do quants use big data, when they do analysis for their employers?

What dataformat is used? What do you use as input in your research?
stock volume? Moving averages? current price?
Any examples of your own is highly appreciated

What analysis strategies do you use? If you can't elaborate, please just tell whatever you can like, I use averages a lot

Are you exposed to the news, behavioral psychology, politics to understand the connections between theory and reality?

What maths do you use most? Statistics, differentialgeometry? Dynamic systems/chaos?

Best regards Mark Brezina
 
User avatar
tw
Posts: 1038
Joined: May 10th, 2002, 3:30 pm

Re: What data does quants use?

May 1st, 2019, 3:08 pm

Dear everyone.

I'm a student of physics, who has recently ventured into the quants world.
I now sit with a series of questions which I would really like some seasoned and experienced answers to.

Do quants use big data, when they do analysis for their employers?

What dataformat is used? What do you use as input in your research?
stock volume? Moving averages? current price?
Any examples of your own is highly appreciated

What analysis strategies do you use? If you can't elaborate, please just tell whatever you can like, I use averages a lot

Are you exposed to the news, behavioral psychology, politics to understand the connections between theory and reality?

What maths do you use most? Statistics, differentialgeometry? Dynamic systems/chaos?

Best regards Mark Brezina
What kind of business model did you have in mind? Buy side or sell side?
 
MarkBrezina
Topic Author
Posts: 62
Joined: April 28th, 2019, 10:58 pm
Location: CPH Denmark

Re: What data does quants use?

May 1st, 2019, 4:56 pm

^both.
 
User avatar
bearish
Posts: 4630
Joined: February 3rd, 2011, 2:19 pm

Re: What data does quants use?

May 2nd, 2019, 12:29 am

What kind of data do physicists use? I think that is actually a lot easier to answer, but still a pretty lame question. If you spend an hour or two with the usual suspects (Google and Wikipedia) you can learn enough to sharpen your query to something that we may actually take seriously. 
 
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Collector
Posts: 4186
Joined: August 21st, 2001, 12:37 pm

Re: What data does quants use?

May 7th, 2019, 10:33 pm

"While traders move into quant territory, us quants are getting lost in unexciting regulatory work." — Frank Zepper 


look for regulatory data!!! Make sure to check the regulations before doing so!

I'm a quant in an investment bank. It's not what you think
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