SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 16 matches

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by Keener
April 23rd, 2008, 1:26 am
Forum: Technical Forum
Topic: Time-varying drift
Replies: 1
Views: 55702

Time-varying drift

<t>Hi All,I am analyzing a trading model for a "spread" that over small time intervals (i.e. days) seems to be a zero-drift process with noise. However, over longer periods (weeks to months), there is clearly a drift, and the mean seems to "float around" within a small range. Further, the mean often...
by Keener
March 26th, 2008, 9:26 am
Forum: Careers Forum
Topic: VGSF - need advice
Replies: 0
Views: 56374

VGSF - need advice

Anyone have any views on this program (PhD.)? I've seen some other threads on this but looking for some additional viewsI've been offered admission - and I realize it is relatively unknown outside of central europe... How would it be ranked against top-tier or second-tier US and UK schools?
by Keener
March 19th, 2008, 10:02 pm
Forum: Careers Forum
Topic: Columbia vs Cornell
Replies: 11
Views: 59058

Columbia vs Cornell

For career prospects, location for Columbia is key - especially if you plan on making contacts in the industry throughout your studies. Ithaca's distance to NYC may make it tough to network, if you plan on doing that at all. All else equal, Columbia is probably the better name as well
by Keener
March 19th, 2008, 9:50 pm
Forum: Careers Forum
Topic: Stat Arb - Msc not enough?
Replies: 2
Views: 57426

Stat Arb - Msc not enough?

<t>Hi All,I've read several posts regarding stat arb, and it seems to me that PhD's do most of the meaningful research / idea generation. I know that in the more vanilla businesses, an undergraduate is certainly not handicapped when it comes to career progression and working on interesting topics. T...
by Keener
December 31st, 2007, 12:45 am
Forum: Careers Forum
Topic: Verbal GRE for BSchool PhD finance
Replies: 8
Views: 61982

Verbal GRE for BSchool PhD finance

<t>Hi all,I have read several posts that imply that the verbal score on the GRE General test does not matter much for math finance. My question is - for a PhD in finance at a business school - is the verbal score largely irrelevant? While these schools demand a good quantitative background, they ARE...
by Keener
December 25th, 2007, 6:22 pm
Forum: Careers Forum
Topic: PhD programs
Replies: 6
Views: 62234

PhD programs

Thanks for the responses,Benczur - do you know anywhere I can get a list of good "applied statistics schools"??Cheers
by Keener
December 9th, 2007, 8:34 pm
Forum: Careers Forum
Topic: PhD programs
Replies: 6
Views: 62234

PhD programs

<t>Hi all,I am looking into applying for a phd program starting in the fall of 2008. Two areas of research I am interested in is:1) Statistical Analysis of Accounting data (i.e. stat-arb research using accounting numbers instead of asset prices) 2) Neural networks / AI with applications in financeCa...
by Keener
November 15th, 2007, 10:47 pm
Forum: Careers Forum
Topic: PHD after masters
Replies: 17
Views: 63948

PHD after masters

<t>Thanks for the responses. How about re-rentering the industry at an age in the early 30's. I dont really intend on working for an i-bank afterwards (I am already at one) - ideally, I'd like to get a placement at a hedge fund. Are researchers/traders in hedge funds older, on average? It seems to m...
by Keener
November 10th, 2007, 8:35 pm
Forum: Careers Forum
Topic: PHD after masters
Replies: 17
Views: 63948

PHD after masters

<t>Hi all,I completed my Masters in Math-Finance 2 years ago and am now considering doing a PhD. Can anyone shed some light on whether my Masters degree will contribute anything to the PhD curriculum? Does anyone offer an "accelerated" PhD program if one has already completed a Masters??Also, are th...
by Keener
October 25th, 2007, 11:04 pm
Forum: Careers Forum
Topic: URGENT! Need an excuse for interviewing
Replies: 6
Views: 66298

URGENT! Need an excuse for interviewing

<t>Hi all, I will need to take a day off from work for an interview. The problem is, I took a week off work (for vacation) very recently. What excuse could I give to "legitimately" book a day off without generating suspiscion??Any advice or clever excuses to take a day off are most welcome!Thanks,Ke...
by Keener
December 17th, 2004, 4:49 pm
Forum: Careers Forum
Topic: Profitable Trading Groups
Replies: 15
Views: 167027

Profitable Trading Groups

Isn't it generally true that what is lucrative for the bank is also lucrative for the employee?Where should a quant/trader seek to be if he wishes to participate in a high-profit market?
by Keener
December 16th, 2004, 11:23 pm
Forum: Careers Forum
Topic: Profitable Trading Groups
Replies: 15
Views: 167027

Profitable Trading Groups

<t>Generally speaking, which groups are considered to be the most (and least) lucrative:1. Fixed Income2. Equities3. Credit Derivatives4. Equity Derivatives5. Foreign Exchange6. FX Options7. Interest Rate Derivatives8. Commodities9. ExoticsI realize this differs from firm to firm, but would someone ...
by Keener
December 6th, 2004, 1:01 am
Forum: Careers Forum
Topic: Canadian Banks
Replies: 1
Views: 166856

Canadian Banks

by Keener
December 3rd, 2004, 9:48 pm
Forum: Careers Forum
Topic: Bonus time!
Replies: 4
Views: 170929

Bonus time!

How about 1st year trading? 2nd year? etc...I've heard that for the first few years, the bonuses aren't too high (i.e. there is a ceiling).. is this true?
by Keener
September 25th, 2004, 6:44 pm
Forum: Careers Forum
Topic: Internships Wanted
Replies: 109
Views: 200532

Internships Wanted

<t>Dates Available: January - April 2005Locations: London, NYCurrent Status: Enrolled in top North American MFE program. Summary: Previously worked on two trading desks: Fixed Income (Quant. Analyst) and Equity (Assistant trader). Looking for internship on a derivatives trading desk.Please PM me for...
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