Serving the Quantitative Finance Community

Search found 24 matches

  • 1
  • 2
by tomgea
January 13th, 2009, 9:00 pm
Forum: Careers Forum
Topic: How to behave as the new guy on the trading floor?
Replies: 21
Views: 48621

How to behave as the new guy on the trading floor?

<t>Congratulations on the new job. A real achievement in a tough market!A few tips.1. Be nice to the 'less important' people. Your immediate goal is to get converted to a perm contract and this decision will be taken by someone reasonably senior. This doesn't mean that you should be ignoring the lit...
by tomgea
August 21st, 2007, 10:53 am
Forum: Careers Forum
Topic: What careers are similar to what Quants do and what other careers can a mathematical finance degree get you?
Replies: 13
Views: 68411

What careers are similar to what Quants do and what other careers can a mathematical finance degree get you?

<t>QuoteUr advice seems very spurious, if one wants to do Finance, why should one not do a PhD in finance (math finance, like Princeton ORIE or Cornell Fin eng ), this is a clear case of overfitting observed data. I would wish other experienced members give unbiased opinion on this, would the financ...
by tomgea
May 4th, 2007, 12:26 pm
Forum: Careers Forum
Topic: undergraduate financial mathematics vs MFE
Replies: 38
Views: 77886

undergraduate financial mathematics vs MFE

Rather than do an undergrad in financial maths it might be better to do a good physics/maths/engineering degree to keep your options open. With a physics undergrad you can still go into finance afterwards. You can't move into physics from a maths finance undergrad.
by tomgea
May 4th, 2007, 12:22 pm
Forum: Careers Forum
Topic: Which MSc? (UK - London)
Replies: 29
Views: 83726

Which MSc? (UK - London)

I went to Birkbeck. An engineering undergrad will probably get you in there.With the MFE from there plus your background you'd get a QuantDev role pretty easily I reckon.
by tomgea
November 22nd, 2006, 1:38 pm
Forum: General Forum
Topic: How to begin?
Replies: 13
Views: 89553

How to begin?

If you want to get a generic book on C++ you could do worse than Bruce Eckel's thinking in C++ books. You can download them for free from his website.http://www.mindview.net/Books/DownloadSites
by tomgea
October 13th, 2006, 4:11 pm
Forum: General Forum
Topic: Personal Quant Finance?
Replies: 11
Views: 91685

Personal Quant Finance?

I think my posts might be even more incoherent than usual if I attempted to do both...
by tomgea
October 13th, 2006, 10:23 am
Forum: General Forum
Topic: Personal Quant Finance?
Replies: 11
Views: 91685

Personal Quant Finance?

<t>We've just had the "what would you do with $30m" thread. Obviously most of us don't have $30m otherwise we'd all be off licking chocolate off the belly of our supermodel girlfriend and not posting on Wilmott. I'd say most quant driven investment strategies require industrial levels of cash to do ...
by tomgea
October 13th, 2006, 10:14 am
Forum: General Forum
Topic: Where the market heading to?
Replies: 4
Views: 90956

Where the market heading to?

<t>Oddly I think that North Korea with a nuke is actually seen as a positive thing by most people. Why? Because it brings Japan and China together against a common foe. Traditionally the Japs and the Chinese have hated each other and the Chinese have used North Korea to antagonize the Japs. However ...
by tomgea
September 21st, 2006, 8:28 am
Forum: General Forum
Topic: Bonus
Replies: 17
Views: 95528

Bonus

I think anyone earning over $1m in bonus probably doesn't mess around posting on Wilmott.com all day! If anything I am surprised that the number of students on this site didn't skew the numbers down even further.
by tomgea
September 8th, 2006, 3:53 pm
Forum: Careers Forum
Topic: lubs vs bbk?
Replies: 9
Views: 94621

lubs vs bbk?

<t>QuoteCould you please shed some lights about its teaching on programming? Is it actually not a pre-requisite? or one needs to be familair with something well in order to catch up what the lecturer delivers?How they teach programming? Had they just attached the lengthy & complicated codes alon...
by tomgea
September 8th, 2006, 1:39 pm
Forum: Careers Forum
Topic: lubs vs bbk?
Replies: 9
Views: 94621

lubs vs bbk?

<t>I went to BBK myself, so I am a bit biased but I would go for BBK over Leeds.As you say there will be part time city workers there but these are more of an advantage than a threat. You will get some insider knowledge that you would not get from your fellow students up in Leeds - who is hiring, wh...
by tomgea
September 8th, 2006, 12:58 pm
Forum: Careers Forum
Topic: MSc Finance
Replies: 7
Views: 113138

MSc Finance

<t>I went to BBK for the MSc in Finance a few years back. The course might have changed around a bit now, but I thought the course wasn't bad in terms of maths covered. We did ODE and PDE solving as well as some reasonably demanding econometrics amongst other things. Back when I did it, the programm...
by tomgea
November 1st, 2005, 11:52 am
Forum: General Forum
Topic: CDS Dissertation
Replies: 2
Views: 131771

CDS Dissertation

How big is your dissertaion supposed to be? What level of mathematical rigour?With the Delphi thing in the news at the moment maybe a study on the liquidity of the underlying bonds and the effect on the CDS price might not be so bad.
by tomgea
October 6th, 2005, 10:43 am
Forum: Careers Forum
Topic: Econometrics -- what kind of questions to expect on interview
Replies: 12
Views: 141109

Econometrics -- what kind of questions to expect on interview

<t>How about "Why are you mad enough to want to do econometrics all day long?".I hate econometrics but if I was unfortunate enough to get interviewed on it I'd expect interview questions to cover basic linear stuff, GMM, MLE, cointegration, stationarity and probably GARCH/ARCH. However, the definiti...
by tomgea
September 15th, 2005, 1:00 pm
Forum: Programming and Software Forum
Topic: Who's got the best technology on the street?
Replies: 31
Views: 141583

Who's got the best technology on the street?

<t>I don't think you need to quantify, warm feelings are enough.As an example of one of the things I was thinking of is the distributed grid computing that the credit deriv guys use at my place. The grid consists of servers but there are also processes running on regular PCs. I've been told that bei...
  • 1
  • 2