- Joined
- 4/27/15
- Messages
- 1
- Points
- 11
I have a derivatives structuring background. I have also had 6 years experience developing systematic strategies for investment banks. I have a degree in actuarial science from LSE. I dont have a Phd, I dont know C++, R or any other programming language. I do all of my analysis on excel and VBA. I know some Matlab. I developed a set of quant trading strategies trading equity index futures. Historical Sharpe ~2.3 since 2000. Live Sharpe ~2.7.
I feel very comfortable with the strategies I developed, and when meeting with hedge funds managers they seem to be impressed as well. Although when I look at my profile, it doesnt look like a quant trader's profile. I dont have the experience in hardcore programming, or Phd in physics, or knowledge in complex statistical techniques. Because of this I seem to miss out on alot of opportunities to meet funds to showcase my strategies and thinking process.
Given my intention is to work for a hedge fund to gain more experience and eventually to start a quant fund. Strategically what are the steps you would recommend over the next 2-3 years?
I feel very comfortable with the strategies I developed, and when meeting with hedge funds managers they seem to be impressed as well. Although when I look at my profile, it doesnt look like a quant trader's profile. I dont have the experience in hardcore programming, or Phd in physics, or knowledge in complex statistical techniques. Because of this I seem to miss out on alot of opportunities to meet funds to showcase my strategies and thinking process.
Given my intention is to work for a hedge fund to gain more experience and eventually to start a quant fund. Strategically what are the steps you would recommend over the next 2-3 years?
