@tyronew3532
Hey dimitri, given your background/applied econ degree would you consider making a video about career paths in econometrics and applied econ? I am an undergrad student studying econ and stats.
@denizsaygili9576
Very glad to hear this, as someone who is majoring in Economics this video offers great insight into the applications of econometrics in quant finance!
@nashsequilibrium9832
Found this super useful! Thanks Dimitri!
@dmitry9435
MBS prepayment modeling is also econometrics
@randybrickson4290
curious to hear your thoughts on SAS and its future in banking and, frankly, its viability as a (profitable) going-concern as R and Python take over
@mrida8174
Econometrics, my love. I loved this course during my Master's degree. 'Scary' at first, maybe, but simply amazing. And yes, I got a top mark at my exam :-)
@erickjesusinfanteacosta5741
Thank you for the video, would be amazing to know which are the most common optimization methods quants or portfolio managers use.
@lukeatlas5337
I would love to hear an exposition on econometrics as a Quant. Dr. Marcos Lopez De Prado a renowned Quantitative Researcher and Fund Manager wrote several articles detailing the Mathematics used by Economists that result in inadequate models representing the arbitrage opportunities. Unfortunately, from what I hear econometrics uses dated tools and commits Statistical sins according to ASA (American Statistical Society) and Mathematical Societies in the US.
@alkisantz9152
Hey Dimitri! In one of your past videos you mentioned that right after graduation you wanted to land a trading position. My question is why did you want to be a trader and what were the reasons that made you pursue a career in risk management?
@JorgeFrias1117
Hey Dimitri, in your opinion what are the programming languages / statistical packages most important to know for quantitative finance? I've seen most master programs teach C++, Java, Python, R or Matlab, but I'd like to know what do you think based on your experience
@ResilientFighter
what about running simulations (not really econometrics, but you are running statistics on financial data so econometrics)? Curious to see if IV regressions are used at all in industry or focus on casual methods like regression discontinuity? t seems that realistically the econometrics course you need are basic regression (OLS, logistic), time series (ARIMA, Garch), and advance econometrics (SEM, SUR, Markov Chain, panel data).
@DD-ws6cu
To me, econometrics is all about causality and carefully selecting parameters and instrument variables. How do they bridge the gap between something like OLS and neural networks, which are essentially black boxes? I know things like causal random forests exist but I’m just curious
@sirshreddly9554
“CCAR” Comprehensive Capital Analysis Review*
@darthtrader71
Hi Dimitri, I’ve watched all your videos on R programming and time series analysis in R. Do you know of any guides (books, YouTube series, skill share) for learning the actual ins and out of programming in R? Thanks mate!
@conradooliveira1214
Hi from Brazil!
@ResilientFighter
What about the other aspects of economics such as micro theory or macro theory? Are they at all touched upon in quant jobs?
@PanCakeFromHell21
Do you think computer science or econometrics would be a better choice of major for someone interested in pursuing a career in quantitative finance? Specifally a trading role.
@valentinmilito8285
Hey Dimitri, which of the following paths would think is better for getting into quant finance? 1: Double Major in Economics and Finance and a MSc in Econometris 2: Finance Degree and a MSc in Data Science Note that this BSc in Finance is pretty quantitative though I'd apreciate your answer. Thank you!
@piotrm3700
Is econometrics degree suitable to become quant?
@vl2091-i4t