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by pettenor
August 20th, 2005, 1:46 am
Forum: Careers Forum
Topic: Statistical Arbitrage - what's the word?
Replies: 2
Views: 138648

Statistical Arbitrage - what's the word?

What do people think of the High-frequency stat arb space nowadays? Seems like there is increasing competition in the area and it is becoming more and more difficult to generate $$. Any thoughts on whether it's worth entering the area?
by pettenor
January 8th, 2005, 7:03 pm
Forum: Careers Forum
Topic: High Frequency FX
Replies: 7
Views: 165354

High Frequency FX

Anyone have any opinions about High Frequency FX prop strategies? I come from an equity stat arb background and am considering moving into HF FX... Any thoughts would be much appreciated.
by pettenor
January 16th, 2004, 2:47 am
Forum: Careers Forum
Topic: Has anybody heard about AQR Capital (Hedge Fund)?
Replies: 3
Views: 189947

Has anybody heard about AQR Capital (Hedge Fund)?

A friend of mine interviewed there. Supposedly it's run by a bunch of X Goldman Sachs Asset Management guys. They seem to be pretty top notch and manage a large amount of $ for the number of employees (about 60 I believe).
by pettenor
December 29th, 2003, 12:36 am
Forum: Book And Research Paper Forum
Topic: book on financial products
Replies: 0
Views: 189262

book on financial products

<t>Hey folks,I'm looking for a S&T summer associate position this summer and want to learn more about the different products the large investment banks trade. Would anyone know of a book that gives an overview of all the products (both on the FI and Equities side) and describes some of the basic...
by pettenor
October 23rd, 2003, 2:01 pm
Forum: Careers Forum
Topic: Financial Engineering MBA's...
Replies: 21
Views: 193527

Financial Engineering MBA's...

<t>If it's 3 years for both then I'm not sure if it's worth it. 2 years? Sounds good...Also, if the MBA program is not solid, then it's not really worth the extra year and tuition. By definition, the MBA program is equated with soft skills and prestige. If those are lacking in the program, it's defi...
by pettenor
October 23rd, 2003, 1:52 pm
Forum: Careers Forum
Topic: Financial Engineering MBA's...
Replies: 21
Views: 193527

Financial Engineering MBA's...

<t>I have a BS in Computer Science from a top engineering school and spent 3 years developing software at a bulge-bracket bank. The last 2 years were developing automated market-making systems. But it doesn't really matter where you went to school and where you worked. The most important is how your...
by pettenor
October 23rd, 2003, 12:07 am
Forum: Careers Forum
Topic: Financial Engineering MBA's...
Replies: 21
Views: 193527

Financial Engineering MBA's...

<t>OK. I struggled with the same decision for a long time. I chose to go the MBA route, and I am very happy with my decision. That being said, it really does depend on the program => both the MBA program and the quantitative program (MS/MFE/MCF/CF/etc...). I'm glad I'm finally in a position to give ...
by pettenor
May 19th, 2003, 5:01 pm
Forum: Book And Research Paper Forum
Topic: Statistics for beginners
Replies: 12
Views: 191351

Statistics for beginners

Thanks HedgeQuant.I'm looking for beginner's level, with the goal of attaining a solid understanding of statistics before beginning a FE master's program. The most important aspect of the book I am looking for is readability since I will be learning on my own.Thanks,pettenor.
by pettenor
May 13th, 2003, 7:05 pm
Forum: Book And Research Paper Forum
Topic: Statistics for beginners
Replies: 12
Views: 191351

Statistics for beginners

<t>I'm looking for a book to learn statistics from. It needs to start at the very beginning but would ideally end up pretty deep into the subject matter. It would also be great if it delved a bit into probability and if it at least touched upon stochastic processes. Any recommendations would be very...
by pettenor
April 25th, 2003, 4:22 pm
Forum: Careers Forum
Topic: Any opinion on Columbia Univ's Masters in Financial Mathematics
Replies: 18
Views: 192899

Any opinion on Columbia Univ's Masters in Financial Mathematics

<t>abcdefg4321,Could you turn on Private Messaging in your Profile? I'd like to get a dialogue going. I struggled with the same decision between MS & MBA. I ultimately decided to enroll in MIT Sloan's MBA program this fall. Sloan has an FE 'track' within the MBA program. Students can also take l...
by pettenor
March 6th, 2003, 6:08 pm
Forum: Careers Forum
Topic: Going to Optiver for tests
Replies: 10
Views: 193657

Going to Optiver for tests

Can we also post to the board for the benefit of everyone who reads it? Thanks very much...
by pettenor
February 17th, 2003, 3:38 am
Forum: Careers Forum
Topic: Do we need a CFA?
Replies: 12
Views: 191386

Do we need a CFA?

How about if one is currently in an MBA program? Is the CFA worthwhile? I've been told an MBA from a top school duplicates any knowledge one is expected to learn in the CFA program. Any opinions?Thanks...