I have been asked to speak at a Quant conference in Singapore in early November. I had to highlight to the organizers that I only had a high school education – every other speaker has some type of PhD or multiple physics/math/statistics degrees.
For example, here is one speakers topic:
“…follow the market by solving a pair of coupled Hamilton–Jacobi–Bellman equations; we can construct sparse mean reverting baskets by solving semi-definite optimization problems with cardinality constraints and can optimally trade these baskets by solving stochastic control problems; we can identify statistical arbitrage opportunities by analyzing the volatility process of a stochastic asset at different frequencies; we can compute the optimal placements of market and limit orders by solving combined singular and impulse control problems which leads to novel and difficult to solve quasi-variational inequalities.”
