What graduate coursework should I focus on?

Hey everyone. I’ve traded futures and options for over five years and have taken upon strategy automation this year. My strategy is currently very simple and rule based, but it seems to work. I’d like to improve upon it but don’t think I have the right skill set just yet.

I’m pursuing a masters in statistics. What coursework (besides the obvious time series and regression fundamentals and probably stochastic processes) would help me attain a skill set that I can use for better signal generation? Should I be focusing on probability rather than statistics? What areas of machine learning do I need to gain familiarity with? What would the ideal curriculum look like for a person pursuing graduate study with the objective of maximizing trading revenues?

Any advice would be greatly appreciated

Submitted October 13, 2020 at 03:35AM by ddeltadt
via https://ift.tt/3iUBr42

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