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by mbunea
October 18th, 2016, 10:58 am
Forum: Careers Forum
Topic: Open source options trading software
Replies: 12
Views: 5725

Re: Open source options trading software

You, the 3% winners, you don't know what zero sum equation really is. If you knew, you haven't had won the fucking competition. Idiots!
by mbunea
October 18th, 2016, 10:55 am
Forum: Careers Forum
Topic: Open source options trading software
Replies: 12
Views: 5725

Re: Open source options trading software

Continuing on the 'fuck this shit' line, lemme introduce me on who I am: I am the 20%.

The 20% you always ignore.
The 20% that always loses any competition that requires only 3% wins.

3% wins means 30 in 1000.
20% means 200 in a 1000 batch. Easy, right?

Well, fuck you.
by mbunea
October 18th, 2016, 9:38 am
Forum: Careers Forum
Topic: Open source options trading software
Replies: 12
Views: 5725

Re: Open source options trading software

First run was a f** fiasco. I tried buying plain call ATM options with short expiries, all delta hedged according to three models I developed. Ran a "model validation" test on =~ 300 underliers (stocks and indices). I'm calling model validation the fact that I blindly trade at TV = market ...
by mbunea
September 22nd, 2016, 5:21 am
Forum: Careers Forum
Topic: Open source options trading software
Replies: 12
Views: 5725

Re: Open source options trading software

Didn't know that, but it can be backtested! :)
by mbunea
September 21st, 2016, 5:29 am
Forum: Careers Forum
Topic: Open source options trading software
Replies: 12
Views: 5725

Open source options trading software

Do you happen to know of an open source options trading software? Not just the quant library (quantlib) but the whole ecosistem around it:  - historical market data  - live market data  - pricing and risk library (like quantlib)  - backtesting engine  - live auto trading engine (on strategies valida...
by mbunea
February 15th, 2016, 6:31 am
Forum: Careers Forum
Topic: Personal consulting company Quant Analysis
Replies: 3
Views: 3747

Personal consulting company Quant Analysis

Funny pictures of cats: http://www.lolcats.com/
by mbunea
February 14th, 2016, 12:49 pm
Forum: Careers Forum
Topic: Personal consulting company Quant Analysis
Replies: 3
Views: 3747

Personal consulting company Quant Analysis

>> Qualifications needed (beyond the obvious)?Finance respects:a) moneyb) proven track record/ability to make serious moneyc) a combination of a) and b)
by mbunea
February 14th, 2016, 12:07 pm
Forum: Careers Forum
Topic: options quant in London
Replies: 1
Views: 2984

options quant in London

<r>All these job ads and the mainstream approach to interviewing is that they list an exact and extensive set of skills which needs to be matched exactly with the supposed effect of providing super quality. That is, once you're accepted to the interview, your 'mark' on a scale from 1 to 10 is somewh...
by mbunea
February 14th, 2016, 11:47 am
Forum: Careers Forum
Topic: Career plan
Replies: 4
Views: 3011

Career plan

<t>Thanks Cuchulainn, option #1 in your list is my current approach actually. #2 it's just for early access to talent, I'm using the laboratories that I do with students to figure out who are the capable ones and it's not always the obvious ones (straight As that is). A whole semester of working wit...
by mbunea
February 13th, 2016, 10:36 am
Forum: Careers Forum
Topic: Career plan
Replies: 4
Views: 3011

Career plan

<r>Referring to my previous thread (What's like to be a quantitative developer in a hedge fund), the bitter realization is that "Working as an air-hostess will not make you a pilot" <E>:P</E> So the question is what would you favor from the following options if you were in my place (as much as you c...
by mbunea
February 13th, 2016, 7:34 am
Forum: Careers Forum
Topic: Career plan
Replies: 4
Views: 3011

Career plan

<t>I've been working in my spare time (quite an amount over so many years eventually) to learn and understand the domain, specifically options trading. I have an electrical engineering / computer science background and don't qualify as a real quant, I'm a hack at best. I recognize hacks in developer...
by mbunea
February 13th, 2016, 7:16 am
Forum: Careers Forum
Topic: Career plan
Replies: 4
Views: 3011

Career plan

<r>I'd like your opinions on the likelihood of success of a career move I'm planning. In short, I wanna upgrade from developer to quant trader. [hysterical laughing from the audience at this point <E>:D</E>].A little background on me first: I'm employed as a programmer since 15 years, last 10 for co...
by mbunea
February 5th, 2016, 7:29 am
Forum: Careers Forum
Topic: Where do I go from here?
Replies: 26
Views: 5978

Where do I go from here?

Taxi drivers earn a lot in tips. Free tip: not all taxidrivers, the nightshift ones.
by mbunea
February 3rd, 2016, 12:09 pm
Forum: Careers Forum
Topic: What's like to be a quantitative developer in a hedge fund
Replies: 4
Views: 3556

What's like to be a quantitative developer in a hedge fund

<r>From one of the other threads referred by Hansi: "Working as an air-hostess will not make you a pilot."Reminds me of Tommy from 'Come Fly With Me' : <YOUTUBE id="EOapECxCeqs" url="https://www.youtube.com/watch?v=EOapECxCeqs"><URL url="https://www.youtube.com/watch?v=EOapECxCeqs">https://www.youtu...
by mbunea
February 3rd, 2016, 6:37 am
Forum: Careers Forum
Topic: What's like to be a quantitative developer in a hedge fund
Replies: 4
Views: 3556

What's like to be a quantitative developer in a hedge fund

<t>Now, my thoughts on this. From the beginning I must say that what he calls 'quant' is not at all my image of it. The part I consider quant work is #2 and he says his involvement in it was exactly 0%. Then I tend to have a very simple rule of thumb for discerning between high quality (career-enhan...
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