High frequency trading

I had a quick chat with a software engineer/developer in a HFT firm. The engineer's main workflow comprised integration of a strategy into production rather than the actual development of that strategy. Although this aligns a lot more with my experiences, my main interests would be in developing black box strategies. That would come under research or strategy, depending on the firm. What all graduate programs help, because I feel it requires extensive knowledge in both math and cs, and some research roles require PhD.

What do you want to do?

A masters in CS is more beneficial if you want to work on the technology.

A masters in math or an MFE is more beneficial if you want to work on strategy development.
 
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