Quantitative trading

Question

What math subjects are used in quantitative trading firms?

Answer 1

You could start with topics such as

• Probability
• Statistics
• Analysis and calculus
• Stochastic processes and stochastic calculus
• Numerical methods
• Computational methods
• Modelling
• Optimisation
• Decision theory
• Data mining
• Time series
• Operational research
• Mathematical finance
• Mathematical economics
• Mathematical psychology

and the list could go on

Answer 2

I stumbled upon Quantstart.com, lately. There is a series of articles, called "How to learn advanced mathematics without heading to university", which gives an answer to your question in great detail:

Part 1

Part 2

Part 3

Part 4