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What math subjects are used in quantitative trading firms?

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@KerxPhilo Your question needs to be far more specific than this in order for it not to be considered off-topic. You can find mathematicians trained in most subfield of math employed at quant trading firms. The head of the richest one is a differential geometer! (And not a statistician as one might presume.) – Uticensis Mar 11 '11 at 3:17
@Billare, which quant trading firm are you referring to regarding the differential geometer? – KerxPhilo Mar 11 '11 at 3:22
@KerxPhilo Jim Simons of Renaissance Technologies. Along with SS Chern, he has a whole theory named after him that finds prominent use in theoretical physics. In any case, that's not what I come here to talk about. – Uticensis Mar 11 '11 at 3:27
@Billare, I appreciate it, sorry to take you off your path. – KerxPhilo Mar 11 '11 at 3:32
@KerxPhilo No problem, I hope I don't come off as rude or overly brusque. This would be interesting to talk about in another context, I think, but it's off-topic as stated here. – Uticensis Mar 11 '11 at 3:35
up vote 4 down vote accepted

You could start with topics such as

  • Probability
  • Statistics
  • Analysis and calculus
  • Stochastic processes and stochastic calculus
  • Numerical methods
  • Computational methods
  • Modelling
  • Optimisation
  • Decision theory
  • Data mining
  • Time series
  • Operational research
  • Mathematical finance
  • Mathematical economics
  • Mathematical psychology

and the list could go on

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+1 for the absurdity of that long of a list (I don't mean any offense). It shows the question needs some focus. – Brian Mar 11 '11 at 15:04

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