Skip to main content

Journey into Quant Finance

Don't really know where to begin with this. Maybe a brief where I currently find myself is a good intro to what this is about.

I'm currently a data analyst intern who is trying desperately to land a finance job in a data related world. I recently developed an eagerness for quantitative finance, so going back to uni seemed the obvious choice, but I need to be working while going after this goal, as I'm a big fan of not starving to death or living in the streets. And working in a transitionable field seems to be the smartest choice.

If I'm being completely honest here, the main reason why quant became a goal of mine is because I want to be financially independent, and God knows I've tried multiple things in other to be so. Of all I tired though, day trading seemed to be the one I actually saw a glimpse of hope, more specifically Order Flow trading. But if you are as impulsive as I am, implementing the strategies you learn can prove to be challenging. Plus the recent skills I acquired during my level 5 (I live in Portugal) Data Science and Information Management course meant I could actually find a way to automate OF concepts without having to actually see the charts.

So I came up with the idea of creating portfolio worthy predictive models. It initially felt like I'd done successfully. But my earlier projects leaned heavily on AI for the coding, which left me with results I couldn't fully explain. Thus moving forward, the approach will be using AI as a guide pointing to documentation and concepts, not as a code generator.

Looking something like the following:

  1. I prompt my AI mentor to give me a Quant Research Ecosystem roadmap. This resulted in 8 projects.
  2. Then every project is divided the into sessions, with specific tasks.
  3. I am directed to books and documentations for the coding, debugging and concepts.
  4. After every session I explain in my own words what I've learnt. 
  5. Because I love validation, but more importantly, for feedbacks, I post my findings and learning on platforms.

So hopefully by the end of each project I have a complete mental image of what I built.

Comments

Popular posts from this blog

Blockchain, Explained by Someone Still Figuring It Out

 Okay, so I decided to start the blockchain fundamentals course from Updraft Cyfrin again. But this time I’m trying to explain, in my own words, what I’m learning along the way. Bear with me, I might sound slightly more stupid than I really am (I think). Before explaining what blockchain is, the logical thing to do is to answer why blockchain, just like in the course. Personally, I’m a bit stubborn, and although I understand that some level of control is needed, we’ve clearly taken it too far. As a society we evolve by making life more efficient, and at some point we decided to give certain people more responsibility so the rest of us could focus on other things. In exchange, we made sure those people — the chosen ones — got a share of our earnings. In theory, this is actually beautiful. In a utopian world, it would work perfectly. The problem is that humans are greedy. Give us power and we’ll push it as far as we can. That’s exactly what happened, first with authorities and th...

Blockchain: A Gallon of Milk Later

So we meet again, I think. If you are doing this correctly, you would have read my previous — hopefully not so boring — blogs on my learning journey through what blockchain is all about. I must say though, after re-reading my previous post and doing some freshly revised studies, my attempt at explaining blockchain was… rather incomplete. Quoting the famous meme: it needs some milk. So here is another attempt, a gallon later, lol. Deconstructing the Word This time I’m going to break down the words, make sense of them individually, and then rebuild them with some more seasoning. Blockchain. “Block” + “Chain.” Let’s start with  Block. Googling the word, one of the definitions that pops up (which I picked for its convenience of the point I'm trying to make) is: a large single building subdivided into separate rooms, flats, or offices. And honestly, that’s not a terrible way to think about it. I’ve also noticed something funny about the crypto ecosystem: most things are painfully litera...

A public attempt to not be clueless in crypto

I am on a path to understanding blockchain , DeFi , and all its relatives, and I must say — in the voice of Jim Parsons ’ character from the movie Home — I am confusion. I’ve watched more tutorials than I can count, with special props to Anders Brownworth and the Updraft Cyfrin team for their incredible Blockchain Foundations course . And yet, when I try to move forward, I keep hitting the same wall: I don’t actually feel like I understand what the hell is going on — just the words people use to talk about it. And that’s the problem. Like most people in crypto, I found myself memorizing fragments of the system without really understanding the system. I was learning terms like wallets, blocks, gas, smart contracts, yield, and so on. I even deployed the infamous SimpleStorage and FundMe contracts, but had no idea where they were going or why they even needed to exist in the first place. When it came to testing, I was just following instructions. I don’t want that. I want to understand...