Useful statistics topics for quantitative finance
I'm currently in a graduate programme for maths/statistics and studying topics related to stochastic analysis and Bayesian stats. I'm interested in working in quantitative finance after a PhD as a statistician (in buy side/market making), and I'm curious to hear what areas of statistics gets used most often (i.e. high dimensional statistics, uncertainty quantification, bayesian inverse problems) etc., so I can make an informed decision of what topic to specialise in (I already enjoy pretty much anything in Bayesian statistics so interest is not an issue). I'd appreciate any suggestions, advice or hearing about your experience in general if you transitioned from a statistics PhD to quantitative research.
Posted Nov 1, 2023, 4:00 PM UTC
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