Quantitative Analysis of Stocks: A Deeper Look

During the past week of ISM, I had the great opportunity to interview professional Jay Vyas. With his 30 years of experience in the quantitative analysis industry, he was able to provide me valuable insight as well as direction for my future ISM project goals. We were able to discuss the arguments for technical v. quantitative analysts and how their differing views affect the market. I learned quite a lot about the use of quantitative analysis in various industries, but how its use in financial prediction models can be quite different than the rest.

This week I also learned quite a lot about risk and maximizing profits. After discussing my final product idea with Mr. Vyas, he assured me that the idea could be statistically possible and suggested ways to go about the research. He suggested methods to better assess the systematic risk than the specific risk. Further, I learned more about the process of hedging. We in-brief discussed what data I should be considering to use and how to get access to it efficiently.

I am now equipped with plenty of reading material to go through and understand more about quantitative analysis of financial markets. I know where to begin looking for algorithms and strategie