Ah cool… yes I’ve done some work too on this data and spent some on side project cleaning up, mapping the fields (pre and post dec 5th 2022 when they changed all the field names and added new ones)…

Lemme know what you are looking for specifically and over what kind of period will see if I can help

hello, old thread but have spent some time looking at DTCC data recently and came across this post. There are a few methods ppl are using now to estimate liquidity risk and bid offer spreads from trade data, just wondering if anyone has come across good papers on this or are already using dtcc data ...

hello, interesting, i was also looking at the SDR data (i think you mean the reported trades data?) did you manage to find other sources of data?

<t>so... is the conclusion that its a bad idea to buy the 3rd volume standalone? im tempted by the contents of vol3 but feel that contents of vol1&2 sounds a bit like something that I could find in a mixture of shreve/joshi/rebonato/bjork which are already sitting on the desk..i had planned to c...

<t>i think house of money and market wizards answers this question quite well...? but my 2cts is that most of the replies are spot on although no one really expressly said it out so far - the actual career route to being a hf manager seems to be largely irrelevant when compared to their social/perso...

<t>you have to understand that people dont actually "read" your resume.... u can write:"king kong ate jane then kicked C++ over the moon" and it wld make not very much difference to what the interviewer sees. he'll just see C++ and ask you abt it.i think one guy who interviewed me a while back put i...

erm yeah sure. i'll send it to you if u name a few books that u have that u can send me. something like wilmott vols 1 and 2 might be nice.

<t>sorry for thread jackbut thot its quite funny...theres this thing called put ur money where ur mouth is.. carolynt so happens to have the signature "live everyday as if it is your last".exciting gal you would have thot.but turns out she cant handle a pic of some chick playing pool.gosh, how u mus...

well.. to be honest, i think id much rather give out my password than my login or my namewhat are u going to do with it if u dunno who i am? i guess people on a train station arent as dumb as the researchers want to make out...

<t>i think the only thing that matters is whether u can help make money for the firm isnt it? if i was a boss i personally wouldnt care if i only hired whites, only blacks or only asians (oh gosh, did i just mention colours?) as long as they helped me to make money. I am sure in a few months/years t...

<t>hi leah, congrats on getting offers!just thot i'd reply cos i had a friend who had pretty similar choices.. i think i'd say the same kind of thing i said to him.. since both names are not bad.. i really think the choice isnt really where you go so that u get the best brand name.. its much more a ...

gen. depends on economy. will fluctuate n.p.

you must love your friend very much

<t>No way! Really? 50% is a lot for a first year... i thot a more probable range wld be around 10 - 20% ?I dont think even if ur name was like emanuel derman taleb vasicek you would get 50%... unless ur base was like 100dollars.. and then they might be nice and let you go home with 150 plus taxi far...

I know that traderjoe posted that as an example^21. hes trying to point out that it might be a little pointless to send out letters to ceos2. even if you go ahead and try it, dont forget to get his/her name right.