本科纯金融专业，研究生想转方向到金融工程，量化投资需要做哪些准备

关于课程方面的补充，我建议可以先看看美国金融工程或金融数学的课程设置情况。我觉得你如果数学功底也不错，R,Python等主流的工具都学习过或接触过，应该集中注意力在实习或数模大赛等软实力提升方面。 金融工程/金融数学硕士Program课程设置介绍 •Stochastic Calculus & Black Scholes – •The core of nearly all MFE courses is a solid grounding in stochastic calculus techniques as applied to options pricing theory, the theory of Black-Scholes and subsequent models. •Fixed Income Derivatives – •Fixed income derivatives modelling is an advanced area of options pricing, requiring more sophisticated mathematical tools and models. •Numerical Options Pricing – •Monte Carlo and Finite Difference Method techniques are often used to numerically price options. These courses tend to have a strong practical/computational component. •Portfolio Optimization – •Modern Portfolio Theory is an extremely important part of the asset management landscape and as such it gets a lot of attention in MFE courses. •Risk Management – •Many programs provide technically detailed courses on market, counter-party/credit and operational risk for both banking and asset management firms. •Time Series Analysis/Forecasting/Regression – •These are probably the most important courses for pure quantitative trading research. However, they don't seem to have as much prominence as the courses outlined above. •Programming – •Most courses provide a computational aspect. Often this is in C++ or VBA. Sometimes this includes modeling languages such as Matlab. •Corporate Finance/Accounting – •These tend to be optional courses in most MFE programs, but because of the pervasive nature of investment banking jobs they are still considered highly useful skillsets. •Entrepreneurial Finance – •Private equity, venture capital & technology startups are hot topics recently with the rise of entrepreneurial hotspots such as Silicon Valley (in San Francisco) and Silicon Roundabout (in London).