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by timechaser
September 7th, 2013, 4:40 am
Forum: Trading Forum
Topic: Return profile from strategy testing - something wrong?
Replies: 1
Views: 6923

Return profile from strategy testing - something wrong?

<t>I am testing a strategy which looks at a macro driven sentiment signal at the stock level in Asia (equity markets). The signal is predicated on mean reversion. When I test the signal (it is available daily) on a 5-day rebalance i.e. Compute signal at 0400 on Monday morning (I can do that as all i...
by timechaser
July 19th, 2006, 7:41 am
Forum: Careers Forum
Topic: Is anyone alive at Orgtel?
Replies: 9
Views: 99618

Is anyone alive at Orgtel?

Esp. Elizabeth Ezratty... has anyone EVER had a response from sending an email to Orgtel or calling her up?I have tried to repeatedly contact her over the past week, but my inability to reach her probably indicates itll be easier to talk to the Queen.
by timechaser
July 10th, 2006, 8:01 am
Forum: Book And Research Paper Forum
Topic: Signal Processing
Replies: 11
Views: 103524

Signal Processing

Anyone... help please?
by timechaser
July 6th, 2006, 9:28 am
Forum: Book And Research Paper Forum
Topic: Signal Processing
Replies: 11
Views: 103524

Signal Processing

<t>hi all, I am looking for a book on signal processing and how it can be tied in to trading strategies. I have a little bit of knowledge about the area, and understand the concepts but would like to expand my knowledge... so something which starts slowly?Any recommendations and more importantly - w...
by timechaser
June 5th, 2006, 9:06 am
Forum: Careers Forum
Topic: Headhunter
Replies: 1
Views: 102769

Headhunter

I got a call from someone there - who despite talking to me, and my sending him my CV (I thought he was legit) has never replied to me.I think it is a cowboy outfit, not unlike some around in London. Best avoided in my opinion.
by timechaser
March 20th, 2006, 11:59 am
Forum: Careers Forum
Topic: First job: IB versus hedge fund
Replies: 4
Views: 115424

First job: IB versus hedge fund

IMHO, the IB job would be better. As starting off, in the IB you would be exposed to much more than just your own area. This kind of exposure you will not get in the HF. All other things being equal, I would pick the IB
by timechaser
November 17th, 2005, 4:24 pm
Forum: Careers Forum
Topic: Drug Testing ?
Replies: 45
Views: 136245

Drug Testing ?

In recent memory - Bear Stearns, ABN Amro, Deutsche Bank, Golden Pants and CSFB asked people for drug tests. Could be random and you werent targeted MattF, but I know people who needed to be screened to get in here - no bias visible as well.
by timechaser
November 17th, 2005, 10:56 am
Forum: Careers Forum
Topic: Drug Testing ?
Replies: 45
Views: 136245

Drug Testing ?

<t>It is almost certain that you will be tested for Drugs in London. I can reel off a list of I-banks where it is done, from secretary upwards. As someone else said - not so much if you have used any, make sure they are out when you go there. Also, they tend to ask you if you have had poppy seeds (b...
by timechaser
November 16th, 2005, 10:33 am
Forum: Careers Forum
Topic: bear stearns exotics London
Replies: 4
Views: 132193

bear stearns exotics London

<t>The derivatives business in BS is one of the fastest growing areas. I joined BS (diff divn) in July - since then, they have hired 4 seniors and god knows how many junior people... and they are still understaffed. Exotics is at the head of all this. If I were you - contingent on a sensible offer, ...
by timechaser
August 23rd, 2005, 7:44 am
Forum: Careers Forum
Topic: ADVICE SOLICITED- Please Reply...Please
Replies: 4
Views: 138904

ADVICE SOLICITED- Please Reply...Please

I dont think he can clear the CAT
by timechaser
June 15th, 2005, 8:30 am
Forum: Careers Forum
Topic: Headhunters
Replies: 45
Views: 151589

Headhunters

<t>@RiskI had a run in with MillarAss recently. Went for 4 rounds with Merrill. The guy there liked me, and I liked the job etc. Was told by Millar that I was his preferred candidate, and I should wait to hear back in the first week of may. Havent heard back since then... Interestingly, no replies t...
by timechaser
June 13th, 2005, 5:46 am
Forum: Careers Forum
Topic: Bonus Guarantees
Replies: 13
Views: 148026

Bonus Guarantees

<t>Thanks for the replies have made up my mind to go ahead. Am sick and tired of where I am -- besides, guarantee or not, the base itself is as much as I would expect to make at my current workplace for the whole year. Besides, the team I would join is headed by a well resepected guy and do actual "...
by timechaser
June 13th, 2005, 5:43 am
Forum: Careers Forum
Topic: Bear Stearns
Replies: 2
Views: 146657

Bear Stearns

<t>The culture, at least at BS London is pretty good. IT is not uptight and "pushed hard" as some other banks are. But then Bear has a reputation of working in smaller than usual teams, so you will get a lot of good exposure/work. Havent heard of <edit>, but if he is well known, you would have a lot...
by timechaser
June 10th, 2005, 8:39 am
Forum: Careers Forum
Topic: Bonus Guarantees
Replies: 13
Views: 148026

Bonus Guarantees

I trust them, and well... if I prove to be valuable, they should pay me to keep me, otherwise nothing prevents me from jumping ship. Had a chat with them again, but was told it was global policy not to give written guarantees, so none for me as well.
by timechaser
June 9th, 2005, 2:44 pm
Forum: Careers Forum
Topic: Bonus Guarantees
Replies: 13
Views: 148026

Bonus Guarantees

<t>How common are bonus guarantees at the Senior Associate/VP level? I have an offer from an IB for Quants Research, Associate - 3rd year, and they have offered me a reasonable level of base + bonus. However, they are not prepared to put the bonus guarantee down in writing. They do say that I need t...