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by volatilitysmiles
October 16th, 2013, 7:09 pm
Forum: Careers Forum
Topic: Career move for $ vs interest
Replies: 21
Views: 11517

Career move for $ vs interest

<t>Hi there,I would really appreciate any advice regarding my situation. I am a fundamental quant working for a quantitative analytic provider for past 4 years (lost my job at a hedge fund after financial crisis) and currently working on my masters in math finance from Columbia. I did have frequent ...
by volatilitysmiles
August 12th, 2010, 1:48 pm
Forum: Numerical Methods Forum
Topic: Panel Regression vs Cross sectional Regressions (with smoothing function)
Replies: 0
Views: 26692

Panel Regression vs Cross sectional Regressions (with smoothing function)

<t>Hi,I am curious as to why factor loadings are somewhat more accruate when using Panel Regression vs Cross Sectional Regression (with a smoothing function). The data had decent coverage. I was expecting results to be close, not significantly different. Any thoughts would be appreciated.Thank you, ...
by volatilitysmiles
June 18th, 2009, 2:55 pm
Forum: Programming and Software Forum
Topic: Advanced C++ Quant focused tutotrials
Replies: 0
Views: 38184

Advanced C++ Quant focused tutotrials

<t>Hi there,Is anyone aware of an advanced intensive C++ Quant focused tutorial/class which I attend around NYC area to brush up my C++ skills? I have used it mildly in the past and I want to make sure I can run regressions, handle large amounts of data and multithreaded programming. I want a tutori...
by volatilitysmiles
March 23rd, 2009, 2:13 pm
Forum: Careers Forum
Topic: CUNY/Baruch vs Columbia
Replies: 9
Views: 45427

CUNY/Baruch vs Columbia

<t>I have a dilemma. I currently work as a Quant / Junior PM in long only active quant side with a relatively short track record. I want to move over to market neutral side/hedge fund side but my lack of a Master’s degree is making it very hard for me for people to even look at my resume. I did star...
by volatilitysmiles
February 19th, 2009, 7:21 pm
Forum: Trading Forum
Topic: FX, Interest Rates, Futures & Commodities Data
Replies: 4
Views: 46544

FX, Interest Rates, Futures & Commodities Data

That was useful.Thank you
by volatilitysmiles
February 19th, 2009, 6:04 pm
Forum: Trading Forum
Topic: FX, Interest Rates, Futures & Commodities Data
Replies: 4
Views: 46544

FX, Interest Rates, Futures & Commodities Data

<t>I currently work as a quant within quantitative equities at an Investment Management firm. I want to play around with FX, Interest Rates and Commodities strategies as a part of my hobby. Where can I find free daily data on FX, interest rates, commodities and economic data for the last 15-20 years...
by volatilitysmiles
February 11th, 2009, 7:12 pm
Forum: Careers Forum
Topic: Quantitative investment firms
Replies: 27
Views: 56272

Quantitative investment firms

<t>Just because someone uses optimizers doesn't makes them quant. Generally optimizers are not a source of Alpha and is just a tool in the process. Also, a lot of long only fundamental quant funds (approx. $400 billion+ under management) generally never use leverage. On the other side, you have stat...
by volatilitysmiles
February 3rd, 2009, 1:49 pm
Forum: Careers Forum
Topic: Do you guys think sell side business is toast ?
Replies: 6
Views: 44502

Do you guys think sell side business is toast ?

Here is a nice take on how UBS IB (sell side) will be shutting downhttp://whatupatubs.blogspot.com/
by volatilitysmiles
February 2nd, 2009, 1:58 pm
Forum: Careers Forum
Topic: Do you guys think sell side business is toast ?
Replies: 6
Views: 44502

Do you guys think sell side business is toast ?

<t>Do you guys think sell side business is toast especially when it comes to compensation? I read annoying columns in major newspapers, where people are bashing Wall Street everyday without understanding the business model. Why should everyone suffer just because a few idiots on structured credit si...
by volatilitysmiles
February 2nd, 2009, 1:41 pm
Forum: Careers Forum
Topic: AP Investigation: Banks sought foreign workers
Replies: 38
Views: 49366

AP Investigation: Banks sought foreign workers

<t>QuoteOriginally posted by: quantystWestern cultures have a weighty history of progressive intellectualism. Hardly any of it is apparent in the mental attitudes of most Muslims (and Christians, Buddhists, Animists, Orthodox Jews, etc.). It is fair to say that an open-minded intellectual curiosity ...
by volatilitysmiles
February 2nd, 2009, 1:23 pm
Forum: Careers Forum
Topic: what is the most promising emerging asset class now?
Replies: 24
Views: 48220

what is the most promising emerging asset class now?

Check out todays WSJ. They say Lehman is hiring for a fixed duration of 2 years. They need people with derivatives expeirence.
by volatilitysmiles
January 30th, 2009, 2:36 pm
Forum: Careers Forum
Topic: Correct job search strategy
Replies: 7
Views: 44846

Correct job search strategy

Try Prediction Company in Santa Fe. They are a great firm and are looking for a Quant or two. I would have applied there but they require a Phd. Their contact info is in bloomberg (a week or two back)
by volatilitysmiles
January 27th, 2009, 8:47 pm
Forum: Careers Forum
Topic: Recruiters asking for names...
Replies: 62
Views: 61985

Recruiters asking for names...

Selby Jennings has been doing this stunt for over 2 years now! Search for past posts on wilmott and you will find SJ.