The objective of the course is to develop fundamental skills of quantitative developer role. The course is designed by practitioners from quantitative finance with experience in model development for derivative pricing and systematic trading. The primary coding languages of the course are Python and C++. As it is essential in finance to work with time series data we introduce database KDB and the language q, which are the leading solutions for storing the timeseries.
The course consists of 5 Modules:
Python for Finance
C++ fundamentals and use cases from quantitative finance
Data Structures and Algorithms in C++
Databases in finance – KDB
Design of systematic trading platforms
Throughout the course sample test questions from quant interviews will be provided. One should also expect the final test exam at the end of the course.
Regional & Group Discount
The QDC Certificate offers global regional & group discount fee structures.
Group Discount: If 2 or more people from your institution wish to take The QDC Certificate please contact us.
Regional Offers: Get in contact for offers in your geographic region.
23 lecture weeks live in London or globally online.
10-12 hours per week. 2 – 3 hours lectures.
5 Module Tests and Final Examination
Sample test questions from quant interviews will be provided.
The Thalesians are a group of dedicated professionals with an interest in Artificial Intelligence (AI) / Machine Learning (ML), quantitative finance, economics, mathematics, physics and computer science, not necessarily in that order.
Please also visit our main Thalesians web page here too (www.thalesians.com) to learn more about us!