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  • A Day in The Life of A Quantitative Developer - QuantStart PDF

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    NDamean
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    A Day in the Life of a Quantitative Developer _ QuantStart.pdf

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    128 vizualizări3 pagini

    A Day in The Life of A Quantitative Developer - QuantStart PDF

    Încărcat de

    NDamean

    Drepturi de autor:

    © All Rights Reserved
    Descărcați ca PDF sau citiți online pe Scribd
    Indicator pentru conținut neadecvat
    din 3
    Quantcademy The Quantcademy Join the Quarteadomy membership poral st the rapich-growing reall guint trader mimo an eats how Find Out More Successful Algorithmic Trading jctively sete them for your portfolio Pyton, Advanced Algorithmic Trading How to implement aavanced trading strategies ting tie series ana vith Rand Python, By QuantStart Team Jane 11%h, 2014 Alot of you have emailed recently asking what itis actually like to work ina quant fund, ve written before about my experiences as a quant dev but thoughtT'd outline a normal day so you can get a feel for whether you would enjoy the role, Prior to being involved in actual quantitative ding research I used to work in Mayfair (London, UK) as a quantitative systems developer. The following was a typical day for mein the earlier days ofthe fund: 6:00 AM Get up and have breakfast. Check emails to make sure that the overnight con jobs (automated tasks) ran successfully the night before, These are for downloading financial data and uploading our own internal reports. More on that later. 7:00 AM Head in to Mayfair on the Tube. Continue reading a textbock on algorithmic trading and ‘market accesss, Other times Iread the Financial Times or a mathematies/programming textbook Tnever read the free commuter papers as they are essentially useless as regards important financial information, On the way up I grab 2 coffee and croissant (my vice for the day) 8:00 AM ‘Asa quont dev, |was mostly concerned with o mixture of diagnosis and repair of abnormalities in the infrastructure that we had developed, as well as development of new requested features. CCheck again that any remaining automated data tasks had successfully completed. f not ‘then Limmedi cely set aside time to fx the issue and make sure it did not occur again, Check the lst of RSS feeds for any interesting financial information. Ilike to keep on top of both new trading ideas as well as IT/developer related tools that can help us improve the business. 9:00 AM Brie catch-up with our lead quant trading researcher to discuss any data or infrastructure requests, We also discuss the state of the US market together so we are aware of what might be coming up later on in the day. |We have until around 1pm UK time to complete any research and development tasks. After ‘lpm the US market opens and we generally keep an eye on its progress. While our signal generation is fully automated we still manually execute our trades. 10:00 AM Maintenance - A late-running cron job script has failed. 1 have scrips in place to make sure am emailed automaticaly if this occurs. tn this instance itwas an undocumented change to an external APL Other incidents have included buggy dato points (negative volues) and internal bugs. ‘This involves modifying some unit tests to account for the new behaviour, re-running the Uni test scripts and pushing the code te the staging server and subsequently to the production environment. Since our code has good test coverage itis nota problem to be

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