I'm an incoming quant research intern at one of the tagged firms (HRT/JS/2S), and I'd love to hear some advice. Apologies if these questions seem naive, I am still an undergrad and have 0 yoe in the field. Thank you in advance.
Are there any overarching differences between alpha research at a top quant hedge fund and at a top prop shop? What about in portfolio optimization research?
Will one be more advantageous if I am planning on gaining experience in both alpha research and portfolio opti before trying to run my own quant portfolio (say at a multimanager)?
Thanks again.
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The other stuff isn't "essential" but the chances you are asked a question from at least one of these topics is 100% (from my small sample size) from every firm. This would be real analysis, higher-level statistics (e.g. linear regression theory), higher-level linear algebra (matrix stuff, theory), more advanced ML.