SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by Hansi
February 27th, 2019, 9:34 am
Forum: Careers Forum
Topic: 30 yrs old too late to become quant???
Replies: 3
Views: 1590

Re: 30 yrs old too late to become quant???

What's a quant? It's just a label for 1000 different jobs. More recently data scientist seems to have become synonymous. Anything is possible, just try to not focus on a bank because they'd never look at your CV.
by Hansi
September 17th, 2018, 3:05 pm
Forum: Careers Forum
Topic: Procedural question on quantish job application
Replies: 4
Views: 1413

Re: Procedural question on quantish job application

Use the recruiter. Bank hiring managers usually have no benefit from short circuiting the process.
by Hansi
August 22nd, 2018, 6:44 pm
Forum: Trading Forum
Topic: Hedging oil ETF using Airlines ETF
Replies: 4
Views: 669

Re: Hedging oil ETF using Airlines ETF

Why do you want to do this? What's the rational/strategy? This is not what a novice personal account trade normally contains, that's more about just buying diversified large, cheap ETFs with a specific strategic asset allocation in mind. If you want a perfectly hedged position capping all up and dow...
by Hansi
April 24th, 2018, 9:27 am
Forum: Programming and Software Forum
Topic: RTOOLS and C# Visual Studio
Replies: 7
Views: 898

Re: RTOOLS and C# Visual Studio

I haven't used this but here's a convoluted answer. Use bilingual C++/CLI (a .NET language) that interfaces with both C# and native C++. (we did its using a front-end Excel-DNA application to Quantlib code). You do have to write some wrapper classes but it's very easy. We (DD/MK) have two planned W...
by Hansi
April 18th, 2018, 8:59 pm
Forum: Programming and Software Forum
Topic: RTOOLS and C# Visual Studio
Replies: 7
Views: 898

Re: RTOOLS and C# Visual Studio

Yes, R.NET is a buggy, barely supported thing that doesn't lend itself well to multiple R processes on the same machine. If you only need one R process and use it serially then it's fine. RTools is a very specific thing, I don't think that's what you are talking about: https://cran.r-project.org/bin...
by Hansi
March 15th, 2018, 8:29 pm
Forum: Programming and Software Forum
Topic: Free Student version of Sybase and ADO.NET?
Replies: 5
Views: 781

Re: Free Student version of Sybase and ADO.NET?

Sorry but Sybase is dead, why would you want students to use that?
by Hansi
February 28th, 2018, 7:38 pm
Forum: Programming and Software Forum
Topic: Flash on Chrome
Replies: 4
Views: 408

Re: Flash on Chrome

Google has disabled flash from Chrome 56 on by default. There is an opt in option but many sites seem to be using the feature detection incorrectly. For https://www.platts.com/videos/2018/february/interview-jim-rogers it shows the get flash button and when I click it asks if I want to allow Flash on...
by Hansi
January 4th, 2018, 7:12 pm
Forum: General Forum
Topic: level
Replies: 16
Views: 2005

Re: what level can I get if I finish the quantitative finance by paul wilmwilmott

Level 43 at least, might have to grind a bit though.
by Hansi
December 26th, 2017, 5:20 pm
Forum: Careers Forum
Topic: Msc Statistics Quant Position in London
Replies: 3
Views: 1300

Re: Msc Statistics Quant Position in London

1) Yes. 
2) Doable but needs so relevant work experience on top. You'll not pass most HR CV screening for direct from uni.
3) Same as the last 10 years really, old school traditional vs ML being the core two focus path.
by Hansi
November 7th, 2017, 2:20 pm
Forum: Programming and Software Forum
Topic: Equity momentum strategy in Python
Replies: 2
Views: 799

Re: Equity momentum strategy in Python

Should be some examples on https://www.quantopian.com/
by Hansi
April 18th, 2017, 8:14 am
Forum: Careers Forum
Topic: Asked to login at desk of colleague
Replies: 5
Views: 1202

Re: Asked to login at desk of colleague

Discuss it with your manager. It's most likely his fault for not requesting the correct access for you ahead of you joining. I have seen exactly zero places where "correct access" would be requested ahead of time. In two banks I worked for, as well as a few startups and whatnot, the first days (in ...
by Hansi
April 17th, 2017, 9:45 am
Forum: Careers Forum
Topic: Asked to login at desk of colleague
Replies: 5
Views: 1202

Re: Asked to login at desk of colleague

I've heard of and even seen this done in places with bad IT. Provisioning credentials and permissions for new people takes so long that people have them log in as other people. This is however almost always against the companies IT policies and in the case of banks against regulation. Discuss it wit...
by Hansi
April 10th, 2017, 6:13 pm
Forum: Trading Forum
Topic: Factor investing - Momentum, Reversal, Value
Replies: 3
Views: 816

Re: Factor investing - Momentum, Reversal, Value

I fear that threads like that aren't common on here, most of that stuff people just keep to themselves either because they are profiting from it or are bound to non-disclosure since the IP is their employers.
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