Quantitative trading, also known as programmed trading, is a rapidly developing trading method in domestic securities trading and futures trading. 60%-70% of securities and futures transactions in European and American markets are completed by programming. Programmatic trading focuses on team operation, and asset management companies generally set up positions such as strategy researcher, quantitative trading programmer, trader and risk control. The main responsibility of quantitative trading programmers is to program the trading logic and thinking of strategy researchers with computer language. After the programming is completed, we have to do some tests and parameter modification. The most basic requirement for programmers is that you should know the most commonly used computer languages, such as c++ and Python, and it is better to know AutoIt, MATLAB and R. Programming traders have low requirements for computer languages, but they should have experience in securities trading, be able to understand K-line diagrams and understand basic technical analysis theories and technical indicators. Many companies' programmed transactions are not completely executed by computers. You need to know what kind of trading strategy to use under what market conditions, and analyze the changes of market institutions when a strategy system performs poorly for a period of time. Formal asset management companies rarely hire traders with no trading experience and programmers who don't understand computer language. If you meet the above requirements, you can apply. As for the pressure, it is much lighter than those traders who trade subjectively. Whether to work overtime depends mainly on whether the products invested by the company are in domestic or overseas markets. If it is a domestic securities and futures product, there will be less overtime work, and there will be people working night shifts in overseas markets. Overtime during non-trading hours depends on work needs and corporate culture. I wonder if my answer is clear to you.