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by Pokerboy
September 1st, 2005, 11:54 am
Forum: Careers Forum
Topic: It's Sept, is it worthwhile to fill those apps again?
Replies: 3
Views: 137574

It's Sept, is it worthwhile to fill those apps again?

<t>Hi, My profile: Just grad from UWat with Comp Sci undergrad Going into MStat in UWat thi Sept. Looking for intern for summer 2006. Does it worth while to fill out those apps on those ibank websites? I mean.. it seems impossible to get a job through those sites and most of the good jobs I heard ar...
by Pokerboy
September 1st, 2005, 11:54 am
Forum: Careers Forum
Topic: sorry for double post
Replies: 0
Views: 136756

sorry for double post

by Pokerboy
August 29th, 2005, 3:21 pm
Forum: Careers Forum
Topic: Quant Finance Programs, Please Help
Replies: 32
Views: 140714

Quant Finance Programs, Please Help

UWaterloo is a good place to be too.
by Pokerboy
August 26th, 2005, 6:07 pm
Forum: Technical Forum
Topic: Credit Sail by Caylon
Replies: 4
Views: 138994

Credit Sail by Caylon

<r><URL url="http://db.riskwaters.com/public/showPage.html?page=printer_friendly_sp&print=202065Sorry"><LINK_TEXT text="http://db.riskwaters.com/public/showPag ... 02065Sorry">http://db.riskwaters.com/public/showPage.html?page=printer_friendly_sp&print=202065Sorry</LINK_TEXT></URL>.. but I d...
by Pokerboy
August 25th, 2005, 5:40 pm
Forum: Technical Forum
Topic: Managed account/Fund on credit indices..
Replies: 0
Views: 137540

Managed account/Fund on credit indices..

Hi.. Are there any fund units, that give us the exposure to credit indices (whether it is option type payout or straight tracking units, etc)??Thanks!
by Pokerboy
July 22nd, 2005, 1:52 pm
Forum: Careers Forum
Topic: From Quant to Trader? How?
Replies: 15
Views: 143647

From Quant to Trader? How?

Why you want to become a trader just curious?I always thought trader is a job that can be automated. But not quant.
by Pokerboy
July 19th, 2005, 6:46 pm
Forum: Careers Forum
Topic: Best Program
Replies: 15
Views: 144868

Best Program

UWaterloo?
by Pokerboy
July 14th, 2005, 8:46 pm
Forum: General Forum
Topic: Trading vol
Replies: 5
Views: 143292

Trading vol

<t>QuoteOriginally posted by: GeistQuoteOriginally posted by: PokerboyHi all, Say 1 stock is listed in 2 exchanges and they both have options on their exchange. One trades at 20% impl vol and another at 25% impl vol. Is there a way to arbritrage on this? Note that at the current FX, the prices are f...
by Pokerboy
July 14th, 2005, 8:45 pm
Forum: General Forum
Topic: Trading vol
Replies: 5
Views: 143292

Trading vol

<t>QuoteOriginally posted by: daveangelso one equity is the foreign currency equivalent of the other ? then its fairly simple - the option on the foreign ccy stock is basically a composite option and relationship between the vol of that option and the domestic option vol is volf^2 = vold^2 + volx^2 ...
by Pokerboy
July 14th, 2005, 11:42 am
Forum: General Forum
Topic: Trading vol
Replies: 5
Views: 143292

Trading vol

<t>Hi all, Say 1 stock is listed in 2 exchanges and they both have options on their exchange. One trades at 20% impl vol and another at 25% impl vol. Is there a way to arbritrage on this? Note that at the current FX, the prices are fair and we can't buy one/sell the other immediately to make profit....
by Pokerboy
July 13th, 2005, 2:55 pm
Forum: Careers Forum
Topic: Finance Societies at University
Replies: 7
Views: 143196

Finance Societies at University

For us, we don't because the program is small, 20 ppl or so.. and we all gear towards quant work.. so I don't see the need for a club to 'gather these ppl'On the other hand, our director of the program is the one who invites industry people to come and talk, that sort of things.
by Pokerboy
July 12th, 2005, 11:26 am
Forum: General Forum
Topic: Soc Gen Offer Memo
Replies: 4
Views: 143702

Soc Gen Offer Memo

haha. it's alright interesting when you need to deal with all kinds of issue, which a listed stock don't have.. such as liquidity, credit, etc. But I guess all those products are private placement then.. =p
by Pokerboy
July 11th, 2005, 2:25 pm
Forum: General Forum
Topic: Soc Gen Offer Memo
Replies: 4
Views: 143702

Soc Gen Offer Memo

<r>Here, they said they will immediately offer these products (Nov 2004)<URL url="http://72.14.207.104/search?q=cache:USG9dw_Im7YJ:www.forrelease.com/D20031124/nym122.P0.11242003101621.11773.html+SG+%22principal+protected%22+%22MSCI+Hedge%22&hl=enNow"><LINK_TEXT text="http://72.14.207.104/search...
by Pokerboy
June 30th, 2005, 12:10 pm
Forum: Careers Forum
Topic: How much does one need to stay alive in Ldn?
Replies: 20
Views: 147241

How much does one need to stay alive in Ldn?

<t>Is the following true? I have seen code written by PhD that really sucks. It gives the right PL... but it's not well OO design, no comment, etc. That makes me feel that there's a need in general in the industry for someone to come in, who understands both the model and programming, to fix the cod...
by Pokerboy
June 29th, 2005, 5:13 pm
Forum: Careers Forum
Topic: How much does one need to stay alive in Ldn?
Replies: 20
Views: 147241

How much does one need to stay alive in Ldn?

<t>This seems quite discouraging..... =(I would love to stay in TO.. but they don't have much FO quant jobs.. (Most shops of Cdn banks are in Ldn =p and I don't want model vetting)I prefer not to go NYC since I don't like the states (and yes, it affects my career decision)... Anyone else?? Thanks a ...