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What math subjects are used in quantitative trading firms?

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1 Answer 1

up vote 4 down vote accepted

You could start with topics such as

  • Probability
  • Statistics
  • Analysis and calculus
  • Stochastic processes and stochastic calculus
  • Numerical methods
  • Computational methods
  • Modelling
  • Optimisation
  • Decision theory
  • Data mining
  • Time series
  • Operational research
  • Mathematical finance
  • Mathematical economics
  • Mathematical psychology

and the list could go on

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