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by ddxf
August 28th, 2008, 8:29 am
Forum: Trading Forum
Topic: Call vs Call strategy
Replies: 5
Views: 58154

Call vs Call strategy

however, two different set of people trade different structures. the statarb-ers usually trade delta 1, while call v call has optionality.would be interesting if the two traders could meet in the market, and create liquidity. Do you see any signs that this happens already?
by ddxf
April 23rd, 2007, 10:05 am
Forum: Student Forum
Topic: hedge
Replies: 9
Views: 74025

hedge

For that work you charge a risk-free comission.
by ddxf
April 23rd, 2007, 9:00 am
Forum: Student Forum
Topic: Moments of Worst-of
Replies: 1
Views: 73198

Moments of Worst-of

Is there an analytical formula for:E[ min(X,Y) ] and Var( min(X,Y) ) ?We probably need a joint distribution here, so, if that helps, we can assume a simple copula model like: U, V~i.i.d. N(0,1)I think I saw that in Rice - Statistics, but I don't have the book at handThanks,David
by ddxf
February 5th, 2007, 10:40 am
Forum: Student Forum
Topic: the "thick" option trader - good exercise for quant student
Replies: 72
Views: 185416

the "thick" option trader - good exercise for quant student

<t>On using the RMS vol:I figured a direct relation between RMS Vol and STDEV Vol:RMS^2=STDEV^2+ Annualized_Average_Return^2Why is this a better measure I don't fully understand apart from the fact that in this particular situation, the returns (1% every day) are not reprezentative for a normal dist...
by ddxf
September 28th, 2006, 7:58 pm
Forum: Careers Forum
Topic: Applying for a Job during an Mphil
Replies: 1
Views: 91371

Applying for a Job during an Mphil

Quant analysis or, if not available, sales & trading. You get into quants in any case.
by ddxf
April 9th, 2006, 6:49 pm
Forum: Careers Forum
Topic: algorithmic trading positions -the good and the bad
Replies: 12
Views: 113223

algorithmic trading positions -the good and the bad

just like the trader, isn't it?
by ddxf
January 31st, 2006, 12:03 pm
Forum: Careers Forum
Topic: BarCap Quantitative Associate Event
Replies: 29
Views: 166823

BarCap Quantitative Associate Event

No verbals. I'm sure the HR is not reading wilmott.com, but the quants who will interview you, they do. And I'm sure they assume some information spillover among candidates.In my view, your questions show commitment.
by ddxf
January 30th, 2006, 7:48 pm
Forum: Careers Forum
Topic: BarCap Quantitative Associate Event
Replies: 29
Views: 166823

BarCap Quantitative Associate Event

There was another assessment in another IB where a fellow had to retake his numerical just because he failed the online one. It was not the case at BarCap where everybody retook it. And you're right, that's not the most important part of the day.
by ddxf
January 30th, 2006, 6:10 pm
Forum: Careers Forum
Topic: BarCap Quantitative Associate Event
Replies: 29
Views: 166823

BarCap Quantitative Associate Event

Yes, repeat the numerical, everybody did so it's not that I failed the online one.D.
by ddxf
January 29th, 2006, 9:47 pm
Forum: Careers Forum
Topic: BarCap Quantitative Associate Event
Replies: 29
Views: 166823

BarCap Quantitative Associate Event

I didn't have any math test, just a standard numerical. Good luck guys,David
by ddxf
January 29th, 2006, 5:01 pm
Forum: Careers Forum
Topic: BarCap Quantitative Associate Event
Replies: 29
Views: 166823

BarCap Quantitative Associate Event

I have. xxxxxxxxxxxxxxSome regular interviews as well.David
by ddxf
January 27th, 2006, 1:50 pm
Forum: Careers Forum
Topic: UK work permit for Eastern Europeans
Replies: 10
Views: 121626

UK work permit for Eastern Europeans

by ddxf
January 3rd, 2006, 3:29 pm
Forum: Careers Forum
Topic: Should I stay in Eastern Europe or should I go?
Replies: 10
Views: 125321

Should I stay in Eastern Europe or should I go?

Go. West.
by ddxf
December 26th, 2005, 8:40 am
Forum: Careers Forum
Topic: curious about hiring procedure for quant
Replies: 20
Views: 129058

curious about hiring procedure for quant

by ddxf
December 25th, 2005, 7:55 am
Forum: Careers Forum
Topic: EU work permit
Replies: 9
Views: 126592

EU work permit

J, that is not "so fast", it's normal, I expected this answer. I have experience with two other EU countries and it took about the same time, for the right job, of course. And the quant jobs in London are right jobs.