SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by tabris
January 4th, 2010, 7:50 pm
Forum: Book And Research Paper Forum
Topic: Position Sizing
Replies: 2
Views: 34997

Position Sizing

You can look at stuff like Ryan Jones' fixed fraction, Ralph Vince's optimal f/leveraged space model, and some of Sid Browne's old papers as a starting point.
by tabris
February 27th, 2006, 12:19 am
Forum: Careers Forum
Topic: Housing near Greenwich CT
Replies: 3
Views: 117320

Housing near Greenwich CT

I work there now and drive up from Manhattan. About 40 minutes depending on traffic and how fast you drive. 30 minutes was the number to beat on our desk.
by tabris
July 25th, 2005, 12:37 am
Forum: General Forum
Topic: China replaces Yuan-USD peg with "managed" exchange rate to a basket
Replies: 8
Views: 141769

China replaces Yuan-USD peg with "managed" exchange rate to a basket

<t>The problem with CNY is completely different than SGD. Sing MAS puts forth charts that is traded against the NEER and comes out right about whether they changed the policy, allowed for appreciation, and locked in a "trading range" where they might/or might not intervenne. However, the SGD is trad...
by tabris
July 19th, 2005, 7:41 pm
Forum: Careers Forum
Topic: What is the typical working hrs for Quants Analyst? 100+hrs or only 40 hrs?
Replies: 32
Views: 144543

What is the typical working hrs for Quants Analyst? 100+hrs or only 40 hrs?

<t>QuoteOriginally posted by: ddxfQuoteOriginally posted by: tabrisI did my 9-5 days, have friends that breaks down and friends that breaks down or turns alcoholic from the 100hr weeks, and now I am doing the average 13hr/wday. Do you have a stable relationship?Do you do drugs? What are you smoking ...
by tabris
July 19th, 2005, 12:34 am
Forum: Careers Forum
Topic: What is the typical working hrs for Quants Analyst? 100+hrs or only 40 hrs?
Replies: 32
Views: 144543

What is the typical working hrs for Quants Analyst? 100+hrs or only 40 hrs?

<t>1. Yes and No. It is your problem because no one ever force you to do those hours. You have the option of quitting and screwing your boss over. It is not your problem however since you are hired to work and your manager should be diligent enough to time manage their employees well enough so that ...
by tabris
July 18th, 2005, 11:37 pm
Forum: Careers Forum
Topic: What is the typical working hrs for Quants Analyst? 100+hrs or only 40 hrs?
Replies: 32
Views: 144543

What is the typical working hrs for Quants Analyst? 100+hrs or only 40 hrs?

<t>My hours range from 12 hours (on a good day) to 14 hours on a somewhat busy day to 16 hours on a somewhat heavier day that includes some meetings. I usually try to head home if I work around 16 hours. This is not a fashion statement. It also depends on the culture of the firm. Places in NY have t...
by tabris
July 15th, 2005, 12:09 am
Forum: Off Topic
Topic: Vega loses $600mm in June
Replies: 22
Views: 144950

Vega loses $600mm in June

<t>Ok, I am actually with Bashirf in that 600mn figure is probably far from the truth. I can live with the number being around 100mn in one month. So lets work out some details:10.4bn fund, lets say their risk capital is 80% (this is probably more aggressive since I don't think they leverage that mu...
by tabris
July 13th, 2005, 2:53 am
Forum: Careers Forum
Topic: Behavioral Interview Questions
Replies: 5
Views: 142759

Behavioral Interview Questions

<t>Actually, my opinion differs in that I believe these questions should be asked at any interview. It is more of a question of why did you take the time and effort to submit your resume for this position and why I should waste my time continuing to further interview this candidate. The idea of send...
by tabris
July 12th, 2005, 11:26 pm
Forum: Careers Forum
Topic: Behavioral Interview Questions
Replies: 5
Views: 142759

Behavioral Interview Questions

<t>If you applied for a position that you cannot say why you want to work in that position, I suggest maybe not even applying in the first place. If somehow you think that molding an answer to what the interviewer likes to hear will be useful in landing a job, this is more of a debatable point. They...
by tabris
July 8th, 2005, 12:09 am
Forum: Careers Forum
Topic: S-Plus or MATLAB
Replies: 13
Views: 147201

S-Plus or MATLAB

<t>We use splus, matlab, eviews, stata, and sas if that is any indication. Or to narrow it down more precisely, equity guys use eviews, fi guys use stata, quant guys use splus, and everyone uses matlab from time to time. Only one group uses sas which is inside the fi. Not sure about other places. </t>
by tabris
July 7th, 2005, 12:25 am
Forum: Careers Forum
Topic: Cali or bust?
Replies: 15
Views: 144944

Cali or bust?

<t>I'd say 2 of the 3 criteria are needed to work in SF finance sector. I cannot put numbers to the question that you mentioned but the sector is definitely not big. Big companies off the top of my head would be Wells, BGI, Schwab, and a lot of small M&A, venture capital, private equity firms. T...
by tabris
July 6th, 2005, 10:47 pm
Forum: Careers Forum
Topic: Cali or bust?
Replies: 15
Views: 144944

Cali or bust?

<t>I use to live in SF, not anymore. As for knowledge/experience regarding the financial sector in SF, I can tell you what I know. What exactly are you interested in knowing? I still know a good amount of people there in that industry but I can honestly tell you that if you do not have the three cri...
by tabris
July 6th, 2005, 9:43 pm
Forum: Careers Forum
Topic: Cali or bust?
Replies: 15
Views: 144944

Cali or bust?

<t>Azaad79: My last point was just a rant and not directed at anyone in particular. I am just tired of people that went to Berk or Stanford saying that they KNOW and experienced SF when they lived in a city that is 10-30 minutes away from the city. There is a lot more to SF than people just frollick...
by tabris
July 6th, 2005, 7:52 pm
Forum: Careers Forum
Topic: Cali or bust?
Replies: 15
Views: 144944

Cali or bust?

<t>QuoteOriginally posted by: moogleAlso having lived in many places (SF,LA,NY,HK,BKK,SG), I have to say that transportation is one big factor in living in a big city. Less commute time = more time for fun. In particular to SF, I think the BART is quite slow(wait times) and expensive.The system IN S...
by tabris
July 6th, 2005, 3:56 am
Forum: Careers Forum
Topic: Cali or bust?
Replies: 15
Views: 144944

Cali or bust?

<t>Ahh exotiq, somehow this almost seems like a flashback because you had the same opinion two years ago I believe.Considering that I have spent a good amount of time in Hong Kong, San Francisco, Los Angeles, and New York, I would probably say that your opinion seems biased. Respecting time is a goo...
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