Quantitative Trading

Best books for quant interviews

what is quant?

A quantitative analyst is a person who works in finance using numerical or quantitative techniques. Similar work is done in most other modern industries, but the work is not always called quantitative analysis. In the investment industry, people who perform quantitative analysis are frequently called quants.

From Wikipedia, Although the original quants were concerned with investment management, risk management and derivatives pricing, the meaning of the term has expanded over time to include those individuals involved in almost any application of mathematics in finance. Examples include statistical arbitrage, algorithmic trading, and electronic market making.

Quant Interview books list

Although quants are melt down post 2008, we have to admit the mathematics and computer are used more and more in finance and trading. To get the scienceand engineering students started in this career, the following books are recommended from my MIT friends:

Just buy them and most of important, READ them. And you will get the dream position you want.

Good Luck!


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