Is Quants particularly slow/hard or is it all one big deep end?

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mojo69

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Quants took me 8 days just to get through its three chapters. Worry…
Granted I could have worked harder and done more in a day (and I will do from now on as I gather momentum) but I gotta ask; will the rest of the course be as grueling or is quants one of the harder ones? I sure hope it is…
 
it depends what you are good at.
generally no, with the exception of maybe derivatives
 
Quant is particularly slow/hard; it’s probably the most difficult material in L2 to grasp fully.
Most people pass L2 with only a very basic understanding of quant.
Spend a bit of time on quant, then move on.
 
I would have to whole-heartedly disagree here. In my opinion, Quant is not only structured in more retention-conducive format - not the same shotgun approach experienced in L1 - but, is also finally becoming applicable to real world analysis scenarios. Granted, I have only gotten halfway through FRA as of now, I would posit to say that Quant is potentially one of the more ejoyable study sessions.
 
Alt Investments + FI was pretty easy, and I heard equity is as well.
 
Quant was hard for me. Like Beanz said, it is applicable to real world analysis but if you’ve never used a program such as Excel to develop a fully functional model, then it’s hard to think of the concepts in your head.
 
Quant was by far the most painful read for me in L2. And like many I started on quant first so worried that the entire L2 text would be that brutal. But it’s not. Equity is the saving grace in L2. Highly weighted and easy material.
As bad as quant is, it’s low weight so you don’t to be a complete master of every quant concept.
 
I just finished creating the Level I and Level II Quant slides and instructor notes for Wiley, and they took forever: lots of equations and lots of graphs that are tediously slow.
That said, Quant’s not all that difficult, really. You have to keep things straight because different things look similar, but at least you can develop it from a few general principles, so if you forget something during the exam you have some hope of reconstructing it.
I grant you that the write-up on MA models is a little cryptic: they make it sound as though you can model any old time series using an MA model, when, in fact, you cannot: the mean has to be zero. Once you realize that they’re saying that a time series is consistent with an MA model (not that the time series equals the MA model), you’ve made a huge leap in your understanding.
 
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