<t>yes, get in touch with head hunters. Go to some meet ups like bloomberg seminars and try to interact with some people. Introduce yourself and see if you can grab a coffee with anyone later to talk more in detail about you. But there are some good recruiters out there - I know a few but there are ...

<t>a problem for which I do have a solution but not the most elegant. Would like your all 2 or more cents :-)I have 1 month alpha on around 200 stocks. I also have a 30 minute alpha and 1 day alpha, let's say. What would be a good way to combine them together. Let's assume that I could re balance ev...

<r>QuoteOriginally posted by: HansiWhat vendors do you have a relationship with already? BBG is pretty common to have, they offer PORT had a look at that?Almost everything in this space is expensive because it's only targeted as enterprise solutions.Want to build your own, R has a lot of options for...

quantigic cost of 100k is also expensive.

Is anyone using a third party vendor portfolio optimizer that I could purchase - need to run several simulations and also experiment with factor models. I know barra and axioma exist but they are expensive. Anything else?

Any one knows a good paper on using implicit risk factors (PCA for example) to manage risk and portfolio optimization? Looking for a good literature review here. The more recent the better.

Has anyone worked with semi parametric methods like Cosslett (1983) or Ichimura or Klein-Spady for binary outcomes? I was wondering if anyone has any code that he/she could share?thanks,

<t>I have two questions:1) I have around 140 stocks and not all stocks are poolable meaning the distribution is quite different. I am using the standard F test to test for poolability. Just wanted to know if there is any better way to pool stocks together for analysis rather than a hit and trial met...

<t>QuoteOriginally posted by: farmerQuoteOriginally posted by: mynetselffarmer, thank you. Your comments are making my day. And I don't know if it's what you say or that you are completely delusional about it. But thank you anyway.Next time you are at the gym, just consider that you could instead be...

<t>It is most likely better to do the CFA mainly because most buy sides like you to have that designation. It is not hard but time consuming. FRM/PRM is not going to be of any real use. However, neither CFA or FRM would help you do any real research. If you publish a paper in fixed income (even an e...

Stanford location is not a con. There are enough firms in the bay area and in the LA area that need quants and traders. This is also partly due to the HFT boom.They can't find many because most want to flock to NYC or Chicago.

<t>QuoteOriginally posted by: AnalyStratWell, given how useful a quant trader is for the society, you deserve 0 as bonus. So 10k is good, yes.Then janitors should make the most. and analysts like yourself and many more on this web site should pay for jobs. Having said that, it definitely looks like ...

At least till end of Q1 2012

QuoteOriginally posted by: JimLet me guess...European bank, has offices in NYC, pays terrible bonuses.Must be HSBC!!!RUN, don't walk, to the nearest exit.UBS, Credit Su, Deutche bank, Barclays.UBS pays terrible bonus too.

True.Evidence Goldman has shutdown its global alpha fund.