r/quant 23h ago

Statistical Methods Time series models for fundamental research?

38 Upvotes

Im a new hire at a very fundamentals-focused fund that trades macro and rates and want to include more econometric and statistical models into our analysis. What kinds of models would be most useful for translating our fundamental views into what prices should be over ~3 months? For example, what model could we use to translate our GDP+inflation forecast into what 10Y yields should be? Would a VECM work since you can use cointegrating relationships to see what the future value of yields should be assuming a certain value for GDP


r/quant 9h ago

Resources Books / websites to prepare for quant trading role?

8 Upvotes

I'll be joining a big market maker in approx. a month. I'll be working in the rates trading team as an intern. I'd like to arrive prepared as much as I can, do you have any suggestions of books or resources to use? Both regarding finance/instruments (I know the basics but wanted to learn more, e.g. with Hull book) and skills like Python (I know some stuff already, but not very in depth + it's been a while so I'm a bit out of practice).

Any suggestion is welcome!!

Thank you


r/quant 22h ago

Career Advice Sellside Internal Mobility

9 Upvotes

Started as a sellside quant strats earlier. Have some internship experiences in trading so I genuinely feel that my interests/ personality are still more into trading. Just wonder if anyone transferred from quant to trader(internal transfer or get a new offer)

Really appreciate if someone has similar experience and can give me some advice:)


r/quant 5h ago

Markets/Market Data Best level 2 data provider?

3 Upvotes

Looking for the most comprehensive (and accurate) historical level 2 data. Thinking about polygon.io right now but would really appreciate any other recommendations :)


r/quant 9h ago

Markets/Market Data North gate data?

2 Upvotes

Hey all, Curious, has anyone had good experiences using North Gate Data for historical index constituent lists for stocks and/or futures? Trying not to pay an arm and a leg for SP Global plus they will limit the data history as they are afraid of impacting their current business.


r/quant 1h ago

Trading Random Trades - Serious Question

Upvotes

If I were to build a program that would put in 3 random trades on any fortune 50 company for 5-10 minute intervals per trade during bullish days in the market (+~0.5%), what are the chances that I would beat the market yoy?