Traditionally, Quantitative Finance is a displine focus on asset pricing and risk management based on quantitative and mathematical methods (the "Q-Quant"). After 2008, both academic and industry communities switch the focus to apply statistical and quantitative methods in investing(quantitative investing, the "P-Quant").
While this "quant" is an inter-displinary and fast changing occupation, some "must-have" fundations usually include
- Economics and Finance Fundations
- Macroeconomics
- Corporate Finance
- Investment Basics
- Portfolio Management
- Derivatives Pricing and Risk Management
- Quantitative Investing
- Quantitative Methods
- Machine Learning and Data Analysis
- Numerical Methods
- Optimization
- Back-testing
- Statistical Arbitrage, Quantitative Strategies
- Quantitative Equity
- AQR
- Cliff Asness
- AQR
- Fixed-Income Arbitrage
- LTCM
- Myron Scholes
- LTCM
- Convertible Arbitrage
- Citadel
- Global Macro Strategie
- Event Arbitrage
- Dedicated short bias
- James Chanos
- Journal of Portfolio Management
- Journal of Corporate Finance
- Journal of Empirical Finance
- Journal of Financial and Quantitative Analysis
- Journal of Financial Intermediation
- Journal of Financial Markets
- Journal of Financial Research
- Journal of Futures Markets
- Journal of International Money and Finance
- Pacific-Basin Finance Journal
- Review of Quantitative Finance and Accounting
- American Economic Review
- new and deep views
- Econometrica
- theoritical
- Journal of Political Economy
- Chicago
- Quarterly Journal of Economics
- Havard
- Review of Economic Studies
- Journal of Finance
- Review of Financial Studies
- Journal of Financial Economics
- Journal of Financial and Quantitative Analysis
- Review of Finance
- Review of Asset Pricing Studies
- Review of Corporate Finance Studies
- Journal of Financial and Quantitative Analysis
- Journal of Banking and Finance
- Mathematical Finance
- Journal of Computational Finance
- Applied Mathematical Finance
- Journal of Risk
- Review of Derivatives Research
- Jounral of Credit Risk