I hear the same. I guess, in the midst of this turmoil, quants are viewed as among the few assets carrying a real value...

I am not looking, thanks. Rather...

Wonder what happens to the system... anyone works for the team pls?

Does anyone know the mechanics of zero-cost protection CDO?

<t>It's kind of silly to answer my own question, but the CodePharm's Galapagos does optimization of synthetic CDO tranches to "optimize" CDO tranche ratings and spreads, by running huge iteration between portfolio CDS spreads, market correlation, and tranche rating. Apparently, the system runs the r...

Hello - Does anyone has info as to how CodeFarm's Galapagos Structurer optimizes a CDO reference portfolio? I hear that it optimizes the port based on the desired tranche rating....