Hello all.
I am a sophomore college student majoring in CS and math, hoping to move into a quant role after college. I am fairly well versed in AI, Kalman filters, basic estimators, etc. I was wondering, what are the types of math that are either fun to learn or extremely useful as a quant or in algorithmic trading that courses really don't teach you about [Cointegration, unit roots, transition and observer matrices, etc]? This could also include stuff that is only really taught in obscure senior level math classes. I have taken up to calc 3 but am enthralled by maths and things like estimators and am always looking for new ways to get ahead of the curve.
Thank you for taking the time to read this post.
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