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Search found 11 matches

by Ludo
April 4th, 2005, 8:10 am
Forum: Careers Forum
Topic: DEA 104
Replies: 6
Views: 155147

DEA 104

<t>Hello,Could you tell me please what the career path (traders, structurers, sales, M&A ... or anything else) do people from DEA 104 - Dauphine follow ?I ask for this question because contrary to dess 203, the DEA 104 communication/PR seems really poor and i can't find any CV about people from ...
by Ludo
March 2nd, 2004, 10:53 am
Forum: General Forum
Topic: Forex
Replies: 1
Views: 189507

Forex

Hello,what is the index, stock or anything else which is commonly known as being anti correlated with Forex Eur/Usd ?Thank you.
by Ludo
February 25th, 2004, 6:48 pm
Forum: General Forum
Topic: Stat Arb
Replies: 15
Views: 192181

Stat Arb

Could someone tell me what is the "logic", i mean the explanation behind mean reversion ? Why should this work ?
by Ludo
February 25th, 2004, 6:06 pm
Forum: General Forum
Topic: Stat Arb
Replies: 15
Views: 192181

Stat Arb

Happy to see people on this subject...Could some of you give me important book to read/ references (web and book) about stat arb ? And theses subjects: Mean reversion, Co-integration...
by Ludo
February 25th, 2004, 6:01 pm
Forum: Programming and Software Forum
Topic: Matlab vs Scilab
Replies: 5
Views: 190320

Matlab vs Scilab

Hello Guys,i use to make some stuff on matlab and at school they only have Scilab. I was wondering what was the main differences between the two, except the price. If we consider performance, simplicity and toolboxes available which one is the winner ?
by Ludo
February 24th, 2004, 8:39 pm
Forum: General Forum
Topic: Stat Arb
Replies: 15
Views: 192181

Stat Arb

<t>Yes RookieQuant i know this subject has been treated in long and large, and i have all the possible search on "stat arb" "statistical arb" ... But what i wanted in fact is most a guide from someone who really know his subject and can help me to begin by provinding essential reading and references...
by Ludo
February 24th, 2004, 7:45 pm
Forum: General Forum
Topic: Stat Arb
Replies: 15
Views: 192181

Stat Arb

<t>Hello,Could you tell me what are the key concept (from general to specific) to know to start in statistical arbitrage ?(i mean for example, Necessary knowledge: Econometric, Time Series, Co-Integration...)Please be as detailed as possible and don"t forget to give References from the web of from b...
by Ludo
February 4th, 2004, 4:43 pm
Forum: General Forum
Topic: Forex
Replies: 0
Views: 189287

Forex

<t>Hello,could you help me on some interrogation i have ?What is the basic size of forex contract traded ? i think it is $1 000 000. So with the 1:100 leverage you only have to get $10 000 to trade one contract. So my big question is how could you trade mini contract size ($10 000 - deposit needed $...
by Ludo
February 2nd, 2004, 9:33 pm
Forum: Student Forum
Topic: How to hedge risk on "personalised" contract ?
Replies: 0
Views: 189114

How to hedge risk on "personalised" contract ?

<t>Hello everyone,I just have a question about Forex contract. I know that standard contract on forex for EUR/USD for example are $1 000 000. With the 1:100 leverage, you only have to get $10 000 in deposit. Since forex market is an interbank one, i understand how contracts are trader. The bank play...
by Ludo
June 10th, 2003, 8:46 pm
Forum: Careers Forum
Topic: Actuary - Financial market
Replies: 1
Views: 189746

Actuary - Financial market

<t>Hi everyone,i have a few question to ask about actuary study:1) Does actuary works in another fiels than insurance pricing ? If yes, what sort of jobs ?2) what's the expected salary of an actuary ?3) Could actuary work on financial markets ?4) Could actuary work on quantitative finance ?5) Could ...
by Ludo
June 3rd, 2003, 8:11 pm
Forum: Careers Forum
Topic: Dauphine Dess Actuary
Replies: 2
Views: 189848

Dauphine Dess Actuary

<t>Hi everyone,i'm currently a student in a french engineer school specializing for my last year in financial engineering. I can do in parallel one year in Dauphine and another year (n+1) in Dess Actuary to get the actuary degree.I clearly want to work in financial market, managing funds using quant...