Trading from End to End with QuantConnect

[@emmanuelameyaw9735]

Dimitri, such contents are cool. Really cool. We want more of that. More cool that the usual general talking point you make in your videos...like learn maths, statistics, econometric, etc., and data science and quant program are over hyped and so on. Such videos don't really say anything about how the knowledge is applied on a real job. I searched youtube...but nothing like, where practitioners actually show what they actually do on the job as a quant...not a text example, but a real case scenario. If your videos could go that way a little bit, it will surely benefit a lot of people trying to enter the industry. Thanks a lot.

[@DimitriBianco]

I would like to do more of those however often the data and problems are unique to a specific firm. Since I don't work in markets, the data on the sell side is often unique to every firm. But I will consider making more applied videos.

[@emmanuelameyaw9735]

@@DimitriBianco many thanks, I understand. But I think even without data, you can still talk about some practical modeling tasks you did on your actual job. For example, your previous role was in risk management if I understand and now in fintech. How did you use maths, stats, econometrics, data science over there and in your new job. So not about general talking points...but specific modeling tasks you do day by day...and how you implemented that solution in SaaS, MATLAB or Python or any software. For example, did you ever use econometrics for fraud detection in your job in risk management? And what did senior executive care about? Good prediction? Or robustness of some estimated parameter, or maybe hypothesis testing? I think that as long as the question is something you actually did on the job, then which company you did that job doesn't really matter. Besides you can easily create random data these days. But no data is fine too. Just describing the normal modeling tasks you do day by day...is👌🏻

[@sw4xi4]

Thank you for this conversation. Working in trading technology infrastructure side and it was nice to see an interview from a familiar backgrouns! :)

[@DimitriBianco]

This side of quants is usually overlooked but critical before any modeling occurs. I thought many people would enjoy this interview.

[@daanialahmad1759]

Thank you so much Dimitri for such a wonderful video

[@PF-vn4qz]

great interview, would be great to see more of such interviews especially about trading

[@desaint9469]

A dream collab that I never thought I would see. both Mr Dimitri and Mr Jared !!!

[@garrisonwhipple1289]

Awesome interview I always wondered why the speed of python on quantconnect was only 20-25% slower than C#

[@amj864]

Nice interview. I would recommend Christina Qi, the founder of DataBento data provider. They are trying to lower the cost of data for individuals. She also ran an HFT firm from the early 2010s till recently. It would be one hell of a interview.

[@Thiago-pc7vk]

Thank you for your videos, such unique content! Could you make a video simplifying the transition from physics to quant trading? Also if a 4-year BA/MS in theoretical physics from Cambridge plus some internships using coding and stats, would be enough for quant trading. I'd love to pursue a career in academia, but id also like to spend 2-3 years in quant trading before my Ph.D. ideally. Is it possible or even a well-cemented path?

[@AD-zs9cc]

Hey Dimitri, I'm an undergrad in CS at a European Target School with an offer for Quant Dev at a buyside HFT fund, but recently I've been getting more interested in the Research side. Do you have any suggestions as to how I could potentially pivot into research? Would you recommend a Masters/PhD?

[@user-wg7nw3mh2e]

this is interesting i've been trying to do this myself just trying to get tick data working bas been difficult and it's mostly be scraping and pulling it from brokeage apis. does quantconnect cost money or what?

[@tradergrowth_]

Thanks for this..Unfortunately the barrier for entry for QuantConnect is immense: unless you are a full stack coder you just cannot make something working and being able to really feeling competent. Resources are inexistent

[@BreezeTalk]

Dimitri 👌

[@alienkishorekumar]

I'm surprised QuantConnect is chugging along when Quantopian and many other died off.

[@DimitriBianco]

I think the main difference is they are a technology firm and not a fund.

[@petrzurek5713]

Hi, could you please name those "many others"?

[@garrisonwhipple1289]

Quantrocket is another that comes to mind, think they are still around but they are useless