Best Undergrad Major for HF

I was a math major + CS minor. The computer science is helpful to a degree but even at quant shops, the programming that you do is surprisingly not that complicated from an algorithmic perspective. I think understanding principles in CS gives you some intuition on how to do things efficiently but for the most part you don't need any crazy CS knowledge to work at a quantitative hedge fund in research. Obviously this would be even less the case at a more fundamental fund.

Statistics on the other hand is extremely important. Financial data is super hard. It's very easy to misuse stats in application to financial data so understanding how to use statistics appropriately is very valuable. I never took an econometrics class in college but I wish I did because that stuff is super helpful because you learn how to deal with some of the difficulties with financial data such as serial correlation, etc.

A lot of this won't apply if you work for a fund where you are doing more deep fundamental analysis but if the fund is quantitatively oriented or higher turnover it's very useful stuff. And even if you are at a fundamental fund, knowing this stuff is likely to be very helpful as even fundamental funds are trying to figure out what their factor exposures are as to differentiate themselves from quants who have replicated their strategies with low fee smart beta products.