The mathematics of investing and markets
Fri, 14 Feb 2020 06:00:04 GMT language
I am a sophomore college student majoring in CS and math, hoping to move into a quant role after college. I am fairly well versed in AI, Kalman filters, basic estimators, etc. I was wondering, what are the types of math that are either fun to learn or extremely useful as a quant or in algorithmic trading that courses really don't teach you about [Cointegration, unit roots, transition and observer matrices, etc]? This could also include stuff that is only really taught in obscure senior level math classes. I have taken up to calc 3 but am enthralled by maths and things like estimators and am always looking for new ways to get ahead of the curve.