Hi guys,I am in a similar dilemma. I have to decied on two quant positions: one is quantitative support for mortgage products, the other is algrothimic trading. I want to ask which sector is mor promising in 5 years? Thanks

yes, it is

<t>The problem is like this: Let X be a normal distribution with mean mu and standard deviation sigma. Suppose M samples are drawn from X. However, only N ( N < M ) samples are observable to us, with the property that these N samples have the largest values of the set of M samples. What are the maxi...

for quant position, fresh phdIn the 1st round on-site, they asked almost all technical questions.What will the 2nd round look like? what types of questions will they ask? Are there going to be more behavior or fit questions? Any advice is welcome

QuoteOriginally posted by: ajmI have an interview at Bloomberg for an entry-level quant researcher position. Can anyone tell me what to expect at this 1st interview? Is it going to be a HR screening interview or will it be more technical?Thanks.phone or on-site?

don't worry.. I thin they'll consider the time effectBTW, which position are you interviewing with? What kind of questions do they ask?good luck

<r>Dates Available: Summer 2006Location: NYC, Chicago, Hongkong, LondonCurrent Status: PhD student in PhysicsBrief Summary:I am doing my PhD in theoretical physics in a top-tier university in the US, finishing in the summer of 2006. I aslo had a Master degree in Statistics from the same school. I ha...

QuoteOriginally posted by: RofikWhat is the role you're gonna be interviewed for?The role is QUANTITATIVE ANALYSTS/DEVELOPERS

It's based in New Yorkvirtually I couldn't find any information about this company on the internet..

I am going to have a first round on-site interview with them (without going through phone interview first, which is kind of wired to me )Anyone in this board had experience with this company? How is it perceived to the quants?Thanks for any input

suppose X_t = log(S_t), the best form i get for the process of X_t isdX_t = (mu/exp(X_t) - s^2/2)dt + sdW_tI don't know how to solve this eq yet.

hi, it seems that your solution is not right. you can use ito's formula to check it directly.