数学 微积分方程 数值计算 概率和统计 概率论 现代回归 经济学 微观经济 宏观经济 会计学 计算机方面的 数值计算 数据分析 机器学习 最重要的是核心金融工程 Option basics: Puts and Calls. Put-Call Pairity Forward Contracts, Forward rates and forward prices. Fixed Income Securities Float Notes and Interest Rate Swaps American Options and European Options Pricing No Arbitrage Pricing The Binomial Model IRR and NPV Expected Value Variance and Covariance Mean Variance Analysis Correlation and Independence Asset Pricing First Fundamental Theorem 2nd Fundamental Theorem Probability stuff Random Variables, Distributions and Expectations Comditional Expectations Martingales Markov Processes Stochastic Processes Brownian motion Sample space, measure, and filtration Constructing Risk Neutral Measures Black Scholes Martingale Representation Theorem Ito Integral Ito-Doeblin formula Risk Neutral Pricing Exotic Options Term Structure Models
如果做QD，还需要重点学习：
金融软件开发 快速high performance运算（硬件和软件）
如果做QA，需要
金融经济计量学 Algorithmic Trading Strategies Market Microstructure and Trading
Two Sigma的：Suppose you are running a linear regression and model the error terms as being normally distributed. Show that, in this setup, maximizing the likelihood of the data is equivalent to minimizing the sum of the squared residuals. Two Sigma的：Describe the kernel trick in SVMs and give a simple example. How do you decide what kernel to choose? Citadel 的：Compare and contrast Gaussian Naive Bayes (GNB) and logistic regression, When would you use one over the other? Citadel 的：Describe the model formulation behind logistic regression, How do you maximize the log-likelihood of a given model (using the two-class case)?
Mathematics 数学 differential equations and integral equations 微积分方程 Numerical Methods数值计算 Probability and Statistics 概率和统计 Probability 概率论 Modern Regression 现代回归 Economics经济学 Microeconomics微观经济 Macroeconomics宏观经济 Accounting会计学 计算机方面的Computer Science-related 数值计算 Computational Finance 数据分析 Data Analysis 机器学习Machine Learning 最重要的是核心金融工程Core Financial Engineering Option basics: Puts and Calls. Put-Call Pairity Forward Contracts, Forward rates and forward prices. Fixed Income Securities Float Notes and Interest Rate Swaps American Options and European Options Pricing No Arbitrage Pricing The Binomial Model IRR and NPV Expected Value Variance and Covariance Mean Variance Analysis Correlation and Independence Asset Pricing First Fundamental Theorem 2nd Fundamental Theorem Probability stuff Random Variables, Distributions and Expectations Comditional Expectations Martingales Markov Processes Stochastic Processes Brownian motion Sample space, measure, and filtration Constructing Risk Neutral Measures Black Scholes Martingale Representation Theorem Ito Integral Ito-Doeblin formula Risk Neutral Pricing Exotic Options Term Structure Models
To pursue a career in Quality Assurance (QA), Quality Control (QC), and Quality Testing (QT) on Wall Street, you will need to develop a strong understanding of financial markets, financial instruments, and typical financial software that is used in the industry. Additionally, you will need to develop proficiency in programming languages like Java, Python or C++ and understand software testing methods and tools.
Here are some courses you could consider taking:
- Financial Markets and Trading - Financial Risk and Portfolio Management - Programming for Finance - Software Testing Fundamentals - Test Automation - Test Management and Reporting - Agile Methodologies
In addition to these courses, it's helpful to have some relevant work experience, including internships, and to stay up-to-date with the latest trends and technologies through attending industry conferences or participating in online communities.
有人问，我随便列一些，不免挂一漏万，欢迎补充：
数学 微积分方程 数值计算 概率和统计 概率论 现代回归 经济学 微观经济 宏观经济 会计学 计算机方面的 数值计算 数据分析 机器学习 最重要的是核心金融工程 Option basics: Puts and Calls. Put-Call Pairity Forward Contracts, Forward rates and forward prices. Fixed Income Securities Float Notes and Interest Rate Swaps American Options and European Options Pricing No Arbitrage Pricing The Binomial Model IRR and NPV Expected Value Variance and Covariance Mean Variance Analysis Correlation and Independence Asset Pricing First Fundamental Theorem 2nd Fundamental Theorem Probability stuff Random Variables, Distributions and Expectations Comditional Expectations Martingales Markov Processes Stochastic Processes Brownian motion Sample space, measure, and filtration Constructing Risk Neutral Measures Black Scholes Martingale Representation Theorem Ito Integral Ito-Doeblin formula Risk Neutral Pricing Exotic Options Term Structure Models如果做QD，还需要重点学习：
金融软件开发 快速high performance运算（硬件和软件）如果做QA，需要
金融经济计量学 Algorithmic Trading Strategies Market Microstructure and Trading如果做QT，需要
交易计量学 Algorithmic Trading Execution 金融行为学 和 交易心理学Two Sigma的：Suppose you are running a linear regression and model the error terms as being normally distributed. Show that, in this setup, maximizing the likelihood of the data is equivalent to minimizing the sum of the squared residuals. Two Sigma的：Describe the kernel trick in SVMs and give a simple example. How do you decide what kernel to choose? Citadel 的：Compare and contrast Gaussian Naive Bayes (GNB) and logistic regression, When would you use one over the other? Citadel 的：Describe the model formulation behind logistic regression, How do you maximize the log-likelihood of a given model (using the two-class case)?
有人问，我随便列一些，不免挂一漏万，欢迎补充：
Mathematics 数学 differential equations and integral equations 微积分方程 Numerical Methods数值计算 Probability and Statistics 概率和统计 Probability 概率论 Modern Regression 现代回归 Economics经济学 Microeconomics微观经济 Macroeconomics宏观经济 Accounting会计学 计算机方面的Computer Science-related 数值计算 Computational Finance 数据分析 Data Analysis 机器学习Machine Learning 最重要的是核心金融工程Core Financial Engineering Option basics: Puts and Calls. Put-Call Pairity Forward Contracts, Forward rates and forward prices. Fixed Income Securities Float Notes and Interest Rate Swaps American Options and European Options Pricing No Arbitrage Pricing The Binomial Model IRR and NPV Expected Value Variance and Covariance Mean Variance Analysis Correlation and Independence Asset Pricing First Fundamental Theorem 2nd Fundamental Theorem Probability stuff Random Variables, Distributions and Expectations Comditional Expectations Martingales Markov Processes Stochastic Processes Brownian motion Sample space, measure, and filtration Constructing Risk Neutral Measures Black Scholes Martingale Representation Theorem Ito Integral Ito-Doeblin formula Risk Neutral Pricing Exotic Options Term Structure Models如果做QD，还需要重点学习：
金融软件开发 快速high performance运算（硬件和软件）如果做QA，需要
金融经济计量学 Algorithmic Trading Strategies Market Microstructure and Trading如果做QT，需要
交易计量学 Algorithmic Trading Execution 金融行为学 和 交易心理学只需把数学学好。拿到大矿的这两种offer，都不需要任何金融知识。QT就随意了，更不需要多少专业知识。，
是不是要去别处学？谢谢
To pursue a career in Quality Assurance (QA), Quality Control (QC), and Quality Testing (QT) on Wall Street, you will need to develop a strong understanding of financial markets, financial instruments, and typical financial software that is used in the industry. Additionally, you will need to develop proficiency in programming languages like Java, Python or C++ and understand software testing methods and tools.
Here are some courses you could consider taking:
- Financial Markets and Trading
- Financial Risk and Portfolio Management
- Programming for Finance
- Software Testing Fundamentals
- Test Automation
- Test Management and Reporting
- Agile Methodologies
In addition to these courses, it's helpful to have some relevant work experience, including internships, and to stay up-to-date with the latest trends and technologies through attending industry conferences or participating in online communities.