Seems to me that quant research (statistical analysis and playing around with data) and engineers (maintain the libraries and other software that can help the fund make $$$) are the big moneymakers in a quant hedgefund  Outside HFT, what in the pipeline do execution guys contribute to?  What does a ...

Many thanks, So let's say I'm trading a treasuries/futures/swaps portfolio, so not as a hedge against options. Then the risk neutral probability and BS hedging you mentioned has little relevance. What use does IR modeling have for non-derivatives? Does a statistical/data driven method suit my IR and...

Hi, I just have a few beginner questions or IR modeling IR modeling is all about using stochastic calculus and asset pricing techniques to impose stochastic factors or IR paths/behavior on short rates. Then one can extrapolate out in time with other factors such as volatility or underlying rate assu...

<t>As a college student with a die hard interest in fixed income, I wish to learn a bit more on how the MBS market will change. I know that mortgages and mortgage securities won't go away, but due to factors such as:1) Fed & QE dominating the agency market2) Rise of new lenders entering the mark...

<t>Alan:I tried Fannie and Freddie. The agencies' data is only part of the overall data. Furthermore, how can I even tell if they are in a specific MBS component or even big enough to impact the pool? Does Bloomberg do this?Since I'm a student, I don't have access to Corelogic, Blackknight, or simil...

<t>Hi, I'm a 4th year undergrad currently trying to formulate a project on mortgage backed securities. I'm hoping to use multiple areas of math/data science to formulate an amateur prepayment model.Based on my little knowledge,1) Interest Rate Model; Probably going to be a simple 1-factor CIR. I don...