Suggestions for advanced math coursework

[Sidharth Moktan]

I am a junior double majoring in Math and Economics, and I have a few slots open in my schedule that I can fill up with advanced math coursework. Can you suggest some math/ statistics courses that will be useful from an MFE stand point whilst being impressive to admission committees at MFE programs?

These are the courses that I was thinking of choosing from:
Stochastic Differential Eq, Measure Theory, Measure Theoretic Probability, Monte Carlo Methods and Real Analysis 2.

Please feel free to suggest courses outside of this list. It is possible for me to get credit for courses that are not offered in the regular semester by completing independent studies in the topic.

For your reference, I have completed ODE's, PDE's, Probability, Stochastic Processes, Real Analysis I (With Lebegue), Numerical Analysis, Linear Algebra and Calculus 3.

 

[Sidharth Moktan]

bump

 

[Daniel Duffy]

my 2 cents

numerical methods
statistics
data structures and algorithms

Your list is veering scarily too much toward pure maths (only).

 

[Dataminer]

Have you taken any stat courses?

 

[Daniel Duffy]

Have you taken any stat courses?

yes; in 1972 (251) and 1975 (451)!

 

[Sidharth Moktan]

Thanks for the replies. I will be taking Mathematical Statistics my senior year. So far, I have completed numerical analysis, Statistical Modeling (largely dealing with linear regressions), and Econometrics. Keeping in mind that I already plan on completing Stat Modeling and Mathematical Stats by senior year, do you have suggestions for any other statistics courses?

 

[Daniel Duffy]

Hard to way what is 'best' but maybe Time Series??

 

[Sidharth Moktan]

Daniel, thanks for the reply. Do you have any suggestions for books/ resources that I can refer to in order to learn the basics of automated trading? I have no prior experience with stock markets and I have only coded in Python. I would like to try and build an automated trading system as a side project. I feel that working on such a project would be educational and would give me some experience with trading.