Hello,
I'm a brazillian working in Brazil, I currently have an Economics BSc and a Applied Math BSc. In Economics I learned a lot of regression and time series analysis ("Econometrics") including state space modelling (Kalman Filter, Particle Filter etc...). In Applied Math I had normal calculus and algebra courses, simulation courses (MCMC), stochastic processes (Markov Chains, Poisson Process), numerical analysis (Including ODE, PDE and linear algebra). Plus I had linear and non-linear optimization course. In all these courses, I learned a lot of R, Matlab, Java and C.
I currently work in a non-quantitative fund in brazil as a fixed income analyst, but also do some fundamental long short with equities. (About two years of experience, including internship).
Would that be enough for a sucessful application @ Baruch?
What I would like to do is to get into a quantitative trading framework, using statistics for low to high frequency trading @ buy-side be it hedge funds or prop desks.
I read about some baruch students getting into trading competitions, did they do it with knowledge adquired during the course or with previous knowledge?
From a computational point of view, what I would like to learn more is large database management, connection with internet to send orders, library building and statistics using C++ [like greating a GUI for my trading or utilizing Excel with C++] etc... Would I get it with Baruch's MFE?
Are there plans in Baruch to offer more buy side oriented electives like Nyu's Algorithmic trading, energy trading and statistical arbitrage?
Thanks
I'm a brazillian working in Brazil, I currently have an Economics BSc and a Applied Math BSc. In Economics I learned a lot of regression and time series analysis ("Econometrics") including state space modelling (Kalman Filter, Particle Filter etc...). In Applied Math I had normal calculus and algebra courses, simulation courses (MCMC), stochastic processes (Markov Chains, Poisson Process), numerical analysis (Including ODE, PDE and linear algebra). Plus I had linear and non-linear optimization course. In all these courses, I learned a lot of R, Matlab, Java and C.
I currently work in a non-quantitative fund in brazil as a fixed income analyst, but also do some fundamental long short with equities. (About two years of experience, including internship).
Would that be enough for a sucessful application @ Baruch?
What I would like to do is to get into a quantitative trading framework, using statistics for low to high frequency trading @ buy-side be it hedge funds or prop desks.
I read about some baruch students getting into trading competitions, did they do it with knowledge adquired during the course or with previous knowledge?
From a computational point of view, what I would like to learn more is large database management, connection with internet to send orders, library building and statistics using C++ [like greating a GUI for my trading or utilizing Excel with C++] etc... Would I get it with Baruch's MFE?
Are there plans in Baruch to offer more buy side oriented electives like Nyu's Algorithmic trading, energy trading and statistical arbitrage?
Thanks
