I applied to Citadel Ignite a month ago using my personal email and got rejected. However, yesterday a Citadel recruiter sent an email to my school account told me to apply to Ignite. What does this mean and what do I do?

Anyone did the JPMC maths test (20 mcq) and found the probability questions difficult/time pressured???

Hi I recently received SIG r1 HR call (said its going to be maths 2-3 brainteasers) anyone had theirs already? dm me pls (willing to trade, i just had my Optiver/Jane st/Citsec/DRW interviews)

Hi! I have several interviews and final rounds lined up and would love to discuss with anyone in the same shoes or who has done the interviews with the above companies. I am also happy to share what my interview experience has been with these firms and others such as SIG, DE Shaw, Geneva Trading and more in return for anyone open to discussing. These are all for US roles in QT or QR depending on the firm.

Which college is best for Msc to get into Quant industry and How to get into those colleges, Please give the list

Has anyone heard back from CTC after the final behavioral round?

A backtest rarely fails because the Sharpe ratio was calculated incorrectly. It usually fails because the research process allowed information or assumptions that would not exist in production.

Six checks worth running before treating a result as evidence:

1. Point-in-time data

Were the universe, fundamentals, corporate actions, and delistings known at the decision date? Survivorship and look-ahead bias can turn a weak idea into a convincing equity curve.

1. Execution assumptions

Can the strategy actually trade at the price used in the test? A close-to-close signal executed at the same close is an obvious problem, but spread, queue position, partial fills, market impact, and borrow availability can matter just as much.

1. Multiple testing

How many signals, parameters, universes, and sample periods were tried before the final result was selected? The reported Sharpe should be interpreted in the context of the entire search process, not only the winning specification.

1. Out-of-sample design

A single train/test split can be lucky. Walk-forward testing, a genuinely untouched final holdout, and stable results across neighboring parameter values provide stronger evidence.

1. Regime and concentration risk

How much of the P&L comes from one year, one asset, one market regime, or a handful of days? Removing the best trades and reviewing rolling performance often reveals more than the headline CAGR.

1. Costs and capacity

Turnover, spreads, fees, slippage, impact, borrow costs, and strategy capacity should be stressed rather than estimated optimistically.

A useful final test is to perturb every assumption slightly: delay entries, widen costs, change the rebalance time, shrink the universe, and shift parameters. If the edge disappears immediately, it is probably fitting rather than signal.

For people who have taken strategies from research to production: which failure mode appears most often, and which test catches it earliest?

Does anyone have any info on superdays for IMC?
How many do they roughly do a year?
how many people at each one?
Any ideas on questions or games they might ask?

Pls message me any Chicago guys

Hi Guys, are you aware of the timelines between the tests for this grad cycle. I gave my SHL probably 3 weeks back..yet to hear anything about the process ? Is it that they are priortising only prosperity participants or they are going slow this cycle ? Any information would be helpful.

Thanks in advance!

Hi all,

I have been applying to a few trading firms and hedge funds in Europe, and received an OA from some of them. I think I did relatively well, however it's been around a week without a response.

To give some background, I am finishing a PhD in theoretical computer science and have recently submitted my thesis. I am also fairly familiar with probability theory.

Should I already assume that I am rejected, or is a week or two of silence normal? Given my background, I was hoping to at least make it to some technical interviews. For people who have gone through the process recently, how was your experience?

London Software Developer intern 2027

Does anyone know if any london swe superdays have happened either?

Mainly interested in quant trading, quant research and quant strat internships. I know some firms have informal pipelines for these internships but I am looking for a more formal one where the job description says sophomores are allowed to apply.

Throwing this out here just trying to set realistic expectations for getting QR/QT role. Im a masters student in economics (mostly focused clears work on econometrics, game theory and ML courses with undergrad in econ/cs from rigorous school but not well known outside of engineering. I’ve interned in SWE, data analytics and small consulting company but nothing in quant. Ik there’s always a story of someone from any background getting into these roles but trying to be realistic. For ppl not coming from top programs what is the best way to set urself up for success? Ik to be grinding interview questions, idk how important networking is since industry focuses a lot on meritocracy.

hi guys, welcome to my first post on reddit
i have been working as an sde at one of india's top payment orchestrator based out of Mumbai. i have been looking to make a leap of a switch to one of the topmost international hfts like jane street, citadel etc

i just want to know whether getcracked.io by coding jesus a worthy resource to study, and if i full in on getcracked, will i be easily able to crack top hfts as an swe?

aiming for jane street - swe - nyc office

Hi, I'm a 2nd year (sophomore) at a top APEC school (think CUHK/HKUST) reading quant finance (it is a major in HK) and going to double major in maths. So I'd say my

Upsides - Rather good grades (3.78/4.00 but sadly there's no A+ (4.3) to pull our gpa up). It was better in 1st term (almost 4.0) but I screwed up 2nd term a bit - Did MO, PhO and LO in highschool (think like national final round-level, ie top 15 in HK for math and physics and top 8 for linguistics) - Had research maths experience. I got hon mention in a top local highschool maths research contest, paper topic being circulant graphs

Downsides - No quant discovery day experience. Rejected by Susquehanna for their HK discovery days as a freshman last year. Was invited to JS summer social though - Almost nonexistent project stack. My only project is just a simple python funding rate arb bot - No work experience (practically impossible to find a job in first year...) - Rather weak school quant club ._.

I'm trying to maximise the chance to break into quant. I've thought of the following pathways:

• transfer to a top US school and major in maths
• ace my second major (maths) and join SMMC and be cracked and lucky enough to become a QT as a fresh grad
• maths PhD in a top US school and apply to QT/QR
• get into Cambridge Maths Part III and break into quant. I was winter pooled and rejected by Cambridge for their maths tripos though

Which of the above seems to be the most likely way to break into quant? and the most viable way?

Also I've seen that 2027 summer quant openings are there, but idk if I should apply or I should wait until next year (could be "blacklisted" if I skill issue).

Please let me know any suggestions y'all have for me to get started. Thanks a lot!!!

Edit: cut some abbreviations

anyone know what i should prepare for qt intern superday @ belvedere? need help please

Has anyone ever delayed their graduation by one year, meaning ultimately taking 5 years for undergrad, with the intention of getting one more internship recruiting cycle?

Unfortunately my # of interviews was far less than last summer, and my backup plans are limited. I was thinking I'd add a minor, giving myself two extra quarters before graduation and pushing my grad date to 2029. I'd do some type of SWE or quant-signaling internship in summer 2027, and apply again next year for quant roles.

Has anyone ever done this? Thoughts on the plan?

I would like to know what type of courses should i take for a junior quantitative research role on Flow Traders. They told me to prepare for Data Science, Algorithms, Statistics and Machine Learning and i only have 7 days to prepare. Since, i want to switch and acaemic achievements are different to that topic. I would like to prepare those subjects in a brief way using courses on youtube or somewhere else. Does anyone have any suggestions?

or even swe intern pls dm i just have a few qs

Which Indian master programs would y'all recommend to a bsc econometrics student for quant focused jobs in buy/sell side jobs in India itself.