确实是，但是我之所以想做交易，是因为我比较不喜欢每天都面对一样的事情。我觉得做trader 你面对着市场，没每天参与的人不全一样，那些数字背后代表的人的心里都不一样。虽然我知道压力很大，形式上也很枯燥，但是，那种不确定性叫我比较激动。可以说有点像打仗。呵呵可能是我太理想化了，但是目前来说我还是很喜欢的。
各位前辈，帮我看下这个学校有两个track我都比较喜欢，但是不知道那个更适合做一个trader一些。 都是MSF的。 Asset Management • Finance 419: Real Client Managed Portfolios Applies academic topics on financial markets, security analysis/valuation and portfolio management to hands-on investment management. Students form and review objectives, constraints, and investment policy as it relates to the client's money under management. They purchase securities, monitor performance of the portfolio, and make recommendations for any adjustments to the holdings. Students learn to take responsibility for the fiduciary and ethical standards of professional money management as guided by the CFA (Chartered Financial Analyst)Institute. • Finance 515: Fixed Income Portfolios Conceptual foundations and implementation of strategies for the selection, evaluation, and revision of portfolios of fixed-income financial assets (bonds), examination of related research. • Finance 580 AM: Asset Management Course develops quantitative and qualitative skills in solving problems related to asset management; addresses issues related to how finance theory help us be better investors, how asset managers make investment decisions, major classes of institutions in asset management, and how investment managers make money. • Finance 580 BF: Behavioral Finance Presents the increasing evidence that the financial decisions of at least some investors are affected by various behavioral biases that do not follow from traditional portfolio choice models; this course will highlight and analyze key findings from this research and consider implications of this observed behavior for managers of corporations, mutual funds, and human resource departments. • Finance 580 EMI: Empirical Methods in Investments Reviews academic papers that characterize the movements of security prices and attempts to test whether financial markets are “efficient.”; special attention is directed to the basic quantitative techniques necessary to analyze the statistical behavior of securities prices relative to the benchmark asset pricing models; topics include models of risk and return (including the CAPM and multifactor models), investment strategies designed to exploit apparent violations of market efficiency, modern techniques for optimal portfolio selection, and evaluating the performance of money managers. • Finance 580 HF: Hedge Funds Provides an in-depth study on the equity trading strategies and institutional features of hedge funds; focuses on the strategies on four types of hedge funds: equity market-neutral, long/short equity, merger/risk arbitrage, and convertible arbitrage; for equity market-neutral and long/short equity funds, course discusses stock selection using both quantitative models and fundamental analyses; for merger/risk arbitrage funds, covers portfolio construction and risk assessment around publicly announced corporate mergers; for convertible arbitrage funds, course examines how to evaluate convertible bonds using option pricing techniques and how to construct arbitrage portfolio based on the evaluation. Quantitative Finance • Finance 512: Financial Derivatives Introduces options, futures, swaps and other derivative securities; examination of institutional aspects of the markets; theories of pricing; discussion of simple as well as complicated trading strategies (arbitrage, hedging, and spread); applications for asset and risk management. • Finance 513: Financial Engineering I Provides an introduction to modern techniques for pricing options, swaps, and related financial instruments; the use of such instruments in managing financial risk; and the measurement and management of their risks. • Finance 514: Financial Engineering II Presents the main ideas and techniques of modern option pricing theory, including: the Black-Scholes-Merton analysis; risk-neutral probabilities and the probabilistic solution; numerical techniques for computing option prices; an introduction to term structure modeling; and perhaps other topics, at the discretion of the instructor. • Finance 515: Fixed Income Portfolios Conceptual foundations and implementation of strategies for the selection, evaluation, and revision of portfolios of fixed-income financial assets (bonds); examination of related research. • Finance 580 ERM: Enterprise Risk Management Enterprise Risk Management (ERM) is the application of the basic risk management principles to all risks facing an organization; ERM integrates hazard, financial, strategic and operational risks under a single framework; ERM is becoming an important issue partly as the result of the Sarbanes-Oxley Act of 2002 that puts greater responsibility on the Board of Directors for managing all of an organization’s risks; this course will present the legal and regulatory environment that sets the state for ERM, cover the technical tools used in risk analysis, examine data integration processes and show how risk measures relate to strategic and tactical business decisions. Asset Management那个貌似更broad 一些，但是我又怕对衍生市场的东西学的不太够？或者定量的东西学的不够扎实！ 而quantitative finance 方面 我又怕其他的知识可能学不到？ 对于现在进入一家好的公司某一个trader的职位来说，哪种更合适呢？？（可能这个问题比较傻，呵呵） 我知道更多的获得in-depth 的技能和知识会是在工作，呵呵的更加高阶的学习中！但是，怕因为宽导致在找工作的时候该深得地方不够深，限制找工作啊。
职业规划方面推荐： http://www.beisenedu.com/product/he/cshe/index.html 出国读书方面推荐： http://www.ets.org/gre/subject/about/content/mathematics http://www.ets.org/gre/subject/about/content/psychology
https://www.renfund.com/vm/research_programming.vm Quantitative Finance RENAISSANCE TECHNOLOGIES, a quantitatively based financial management firm, has openings for research and programming positions at its Long Island, NY research center. Research & Programming Opportunities We are looking for highly trained professionals who are interested in applying advanced methods to the modeling of global financial markets. You would be joining a group of roughly one hundred fifty people, half of whom have Ph.D.s in scientific disciplines. We have a spectrum of opportunities for individuals with the right scientific and computing skills. Experience in finance is not required. The ideal research candidate will have: •A Ph.D. in Computer Science, Mathematics, Physics, Statistics, or a related discipline •A demonstrated capacity to do first-class research •Computer programming skills •An intense interest in applying quantitative analysis to solve difficult problems 如果你的志向是做交易，以上招聘的家伙就是未来你在市场的对手，不妨了解一下他们的知识结构。不过这家公司的董事长是数学专业出身的，所以喜欢数学专业的（包括计算机、统计等分支学科），如果换做kuhasu，招聘的首选专业可能是psychology，如果换做齐天大圣AAA，首选专业可能是oceanography，如果换做joesan，可能是Buddhism了。
现在的金融行业的工作，工作时间都是越来越长，如果你做投行的话，基本半年都在外面出差，很难有时间再研究交易的。要边工作边研究交易，还是找个稍微清闲一点的活比较好，但是收入会低点，闲工夫多，也是个矛盾。 还有现在去美国读这种MSF、MFE的中国人太多了，不知道你去什么学校，如果不是前20的学校的话，是要做好思想准备去不了投行、对冲基金这种怎么办，留好退路。 反正你说你喜欢交易，就先开个模拟帐户做起来，股票外汇期货都可以，先感受一下，说不定过会儿你就不喜欢了
谢谢您的建议！您说的前20是usnews 的那个college 排名么？？ 那我前20我肯定是没什么希望了，因为前20没有几个学校开msf 或者 mfe。 而开的那几个我也没戏了呵呵，不过uiuc 这类的我倒是可以努力一下。不知道这样的学校回来怎么样呢？我这道这样的肯定不是BB的traget school。 但是回国也有那么惨烈么？？ 还有我现在对正规的业内怎么做交易其实不是太清楚，我开一个自己瞎买瞎卖也没太大意义吧，我倒准备申请完了找个小的而资产工作实习下。不知道这个计划怎么样。我想进大的，可是貌似大的都满员了~
其实也没什么正规不正规的，只要能持续盈利的都是可以的。其实金融行业别看这么大，正儿八经的靠从市场上赚钱的，也就只有对冲基金和一些银行的自营部门，用的方法也是五花八门的，有靠技术分析的，有高频交易的，有价值投资的。大部分的金融行业都是靠给别人提供服务赚钱，比如做IPO，做M&A，并不是靠交易。 而且你不应该有一种思想，好像个人做交易就是比较低档的，机构做交易的就是比较高档的，其实大部分机构交易员的盈利能力也不一定比好的个人强。所以你有兴趣，学习交流是必要的，自己也要摸索，不要把希望都寄托在别人教你。
其实你应该再看看各位大佬给你回的帖子，传达的信息很多，都是金玉良言，再想想自己想要什么，自己的路由自己走，自己做最重要的决定。 真打算在纯交易领域作出成绩，需要个人持续的兴趣，积累和学习。就算作为副业发展，真有本事总会有所收获。
你无非也就是问如何才能顺利进入舒服稳定阶层罢了，中间的过程不过是敲门砖，ku老大给的已经是条好道了，你造做的话也未必能成功，但毕竟是有强烈爬格子愿望的人的成功之路。你也看见了，他说没有能耐的，就做个研究员articulate, 稳定， 有能耐就自营出来。进可攻退可守。像我这样在外面自己搭台唱戏作交易的，要么是真喜欢这行的，要不是被逼的。你这样其实是模棱两可，那就不如按照ku老大的建议走吧，想那么多没用，浪费时间。这时间要不用于啃书本，要不撒下心来交易一段看看自己能在市场上立住不。
半年后再次看到这个帖子，楼主你要是有话讨论，该直接站内消息我，这样才能够及时 和金融市场直接打交道的行当太多了，不仅仅是trader，比如说投行 其实你可以把金融市场看作一个菜市场 在里面做trade的人有很多，批发商（机构投资者），零售商（经济业务），家庭主妇（零售客户，机构客户），当然，还有城管（监管者）。上述比喻不是很恰当，讲究些吧。 从何说起内，国内高校的金工专业很是不伦不类，我知道这个圈子做金工的很少是金工专业毕业，反倒是统计/金融数学背景的人居多。 trader很像运动员，不在于你知道怎么训练，而在于你能否在艰苦的训练中熬得下来，特别是意志的煎熬 说面说的很乱，有些杂乱，见谅
说说实话，可能有人会不太高兴了。 国内留学后，走理论学究型的路线比较现实。Trader的主要工作，主要是销售。Portfolio Manger的主要工作，是要拉住大客户。对于楼上兄弟们的职业规划，偶的建议是，申请做Quantitative Analyst，这可能会比较对路。不过这样的工作，基本上都是理工科的硕士或博士。恕我直言，很多做这种工作的，都不懂交易的。 补充一下：学校的学习只是基础。各行各业的顶尖高手都是1%的天赋+99%的努力。就算你毕业后没有申请到Trader的工作，自己业余专注地做20年也会成为顶尖高手。
楼主打德州扑克，不知道你说的1/2和5/10具体是指什么级别，如果是网上的话，那么你已经是超一流水平了，能达到这种水平的人做交易也一定属于那1%之内的佼佼者。不过估计你说的是赌场吧。 做交易员跟牌手差不多，交易优势很小，波动很大，每天就那么一点一点的grind。交易员远不如研究和分析等职业爽。个人认为，在机构做交易员也没多少意思，很多明星交易员出来单飞后因为没有了机构的优势，结果都战胜不了市场。真正热爱交易的话，不管做任何职业，只要自己训练自己，可以完全靠自己在市场盈利后，就可以进入或创立基金了。
谢谢各位前辈的帮助，在你们的回帖中，我学习到了很多东西。 我现在已经在开始了美国的研究生的学习了。这学期也特地的选了门foundations of trading 初步的接触学习了下交易的相关知识，感触颇多。 也确实体会到，要是没有一些经验的积累，没有持续的对于市场的思考，很难去驾驭这个工作。很感谢到家当初给我的建议。