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by minuteman
March 31st, 2012, 12:07 pm
Forum: Trading Forum
Topic: Historical Corporate Action Database
Replies: 4
Views: 16419

Historical Corporate Action Database

Where can I get historical corporate action data for computing adjustment factors. Ideally I am looking for something free or cheap. Just US equities is fine.
by minuteman
March 25th, 2012, 10:28 pm
Forum: Careers Forum
Topic: Compensation
Replies: 6
Views: 29133

Compensation

Also interested in finding out if any banks are putting caps on cash bonuses, what kind of stock options are being granted and vesting periods.Whats like on the Quant Side??
by minuteman
March 25th, 2012, 10:26 pm
Forum: Careers Forum
Topic: Compensation
Replies: 6
Views: 29133

Compensation

<t>What is the job market like these days -- I have close to 7 years experience, PhD degree from a top school, was making 500K pre market crash, and now half that....I now work as a trader at an investment bank, and am looking to move...Whats the market like, what kind of offers are firms making, so...
by minuteman
March 4th, 2012, 12:22 pm
Forum: Trading Forum
Topic: VWAP slippage
Replies: 0
Views: 15376

VWAP slippage

One question is how close do these VWAP algorithms come to achieving VWAP, lets say for members of the SP500 (on very liquid stocks). I would be specially curious to hear about the performance of these algorithms at various hedge funds.
by minuteman
March 4th, 2012, 12:20 pm
Forum: Trading Forum
Topic: STP modifiers on NYSE and NASDAQ
Replies: 0
Views: 14767

STP modifiers on NYSE and NASDAQ

<r><URL url="http://www.nyse.com/pdfs/7277_STP_Modifiers.pdfhttp://nasdaqtrader.com/TraderNews.aspx?id=ETA2009-43Question"><LINK_TEXT text="http://www.nyse.com/pdfs/7277_STP_Modif ... 43Question">http://www.nyse.com/pdfs/7277_STP_Modifiers.pdfhttp://nasdaqtrader.com/TraderNews.aspx?id=ETA2009-43Ques...
by minuteman
March 4th, 2012, 11:47 am
Forum: Trading Forum
Topic: Crossing ones own order
Replies: 12
Views: 17505

Crossing ones own order

<t>Actually as far as the "painting the tape" is concerned, the venues could easily build in the following logic into their system -- do not report trades with oneself on the tape!!The specific issue here is one strategy sends in a MOC close order to buy and another strategy send a LOC close to sell...
by minuteman
March 4th, 2012, 12:52 am
Forum: Trading Forum
Topic: Crossing ones own order
Replies: 12
Views: 17505

Crossing ones own order

No attempts to paint the tape. Multiple PMs trading independently -- no one has an idea of what strategy the other guy is running. And in this context this issue would occur only in open and close auction.
by minuteman
February 26th, 2012, 11:40 pm
Forum: Trading Forum
Topic: Crossing ones own order
Replies: 12
Views: 17505

Crossing ones own order

<t>Hello,I have one connection to an exchange, say NYSE. I have multiple strategies using the same connection. It is possible that one order will submit an order to buy and the other an order to sell and the exchange will end up matching these for me. I would have traded with myself!!Is there any re...
by minuteman
February 18th, 2012, 10:56 pm
Forum: Trading Forum
Topic: GVWAP Fees
Replies: 0
Views: 16539

GVWAP Fees

<t>I do not want to develop my own VWAP algorithm. I would rather hand off my positions to another trading desk to liquidate my positions at VWAP on a Guananteed basis (GVWAP). Of course I am willing to pay a fee. Question is which trading desks would be willing to provide me such a service and what...
by minuteman
February 4th, 2012, 1:47 pm
Forum: Trading Forum
Topic: WorldQuant
Replies: 0
Views: 16706

WorldQuant

Hello,I would like to hear people's experiences about working as a PM at WorldQuant -- both from people that work there and have worked there in the past.Minuteman
by minuteman
January 2nd, 2012, 3:23 am
Forum: Trading Forum
Topic: Historical Index and ETF Members
Replies: 1
Views: 15829

Historical Index and ETF Members

Where can I get historical index and etf members??
by minuteman
January 2nd, 2012, 3:07 am
Forum: Careers Forum
Topic: 10k bonus
Replies: 31
Views: 23876

10k bonus

Is this a French bank??