Feeling stuck getting into quant, where do you actually start?
Hey everyone, I'm trying to get into quant and I feel like I'm missing the bridge between learning and actually building things.
I like math a lot, and I already know Python and C++, but I don't come from a finance background. Whenever I look for beginner quant projects, people say things like "build a backtester," "implement Black-Scholes," or "make a limit order book." My problem is that I have no idea where those ideas even come from. I don't know what they are, why they're useful, or what I should learn before trying to build them.
Even if I learn the finance concepts, I still don't think I'd naturally know what to build or how to turn those concepts into actual projects. It feels like there's a huge gap between understanding the theory and saying, "Okay, now go implement this." I can code if I know what I'm building, but I don't know how people go from learning about markets or options to deciding, "I'm going to build this model," or "I'm going to calculate that metric." Is there some roadmap that teaches both the finance and the engineering side together, where you learn a concept and then build something meaningful with it?
I'd really appreciate hearing what and how u guys started, because right now it feels like I'm missing an entire step that everyone else somehow already knows.