SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 238 matches

  • 1
  • 2
  • 3
  • 4
  • 5
  • 16
by yoshimura1
March 11th, 2010, 7:25 am
Forum: Careers Forum
Topic: みかじめ料
Replies: 3
Views: 29699

みかじめ料

日本の銀行のトレーダーのお給料はどんなかんじ?
by yoshimura1
February 22nd, 2010, 9:42 am
Forum: Careers Forum
Topic: Sunrise Brokers
Replies: 0
Views: 29688

Sunrise Brokers

does anyone know anything about Sunrise Brokers? what products are they doing?
by yoshimura1
February 10th, 2010, 1:17 am
Forum: Careers Forum
Topic: why work for a bb?
Replies: 1
Views: 30326

why work for a bb?

if you are good at trading, why do you work ? why dont you start a fund or trade your own account?
by yoshimura1
February 8th, 2010, 11:19 pm
Forum: Trading Forum
Topic: Sharpe ratio
Replies: 9
Views: 35044

Sharpe ratio

i calculated using a longer PL history and the sharpe is about 6.5.I daytrade US stocks using a long/short approach. Are there any performance measures that better reflect the risk/return profile of a long/short approach ?
by yoshimura1
February 8th, 2010, 10:48 am
Forum: Trading Forum
Topic: Sharpe ratio
Replies: 9
Views: 35044

Sharpe ratio

my initial trading capital is $200,000 USD I did not multiply the Avg(return)/Stdev(return) by the SQRT(250) factor, that's why i was getting a low sharpe. my trades are not self-financing.
by yoshimura1
February 8th, 2010, 12:53 am
Forum: Trading Forum
Topic: Sharpe ratio
Replies: 9
Views: 35044

Sharpe ratio

<t>Here is my personal trading PL (daily). I am getting a Sharpe ratio different from what other people are telling me. Could you please try and let me know what is the sharpe for this period. Thanks.1250150350150175200-2005001200325-1750175-125175900-3751425900725-150825375-450-30012517572530010004...
by yoshimura1
November 17th, 2009, 8:31 am
Forum: Careers Forum
Topic: roles with lots of travelling
Replies: 9
Views: 33233

roles with lots of travelling

let alone whether travelling is crap or not, which kinda role in a bank would involve the most travelling to different countries? sales?
by yoshimura1
August 25th, 2009, 8:39 am
Forum: Careers Forum
Topic: CQG
Replies: 1
Views: 35104

CQG

http://www.cqg.com/Products.aspxanyone knows about it? my HH is pushing this firm to me..
by yoshimura1
July 31st, 2009, 3:43 am
Forum: Trading Forum
Topic: What software is good for backtesting trading strategies?
Replies: 26
Views: 68182

What software is good for backtesting trading strategies?

u can backtest using matlab?
by yoshimura1
June 4th, 2009, 1:18 am
Forum: Student Forum
Topic: Minibond
Replies: 0
Views: 37767

Minibond

there has been a huge cry about the Minibonds sold by lehman.what is a minibond? can anyone describe the trade and product?
by yoshimura1
June 3rd, 2009, 11:07 am
Forum: Careers Forum
Topic: a dick headhunter
Replies: 12
Views: 40568

a dick headhunter

<t>maybe i am not perfect for the jobs they have but whenever i emailed him for an update, i seldom get a reply. i think that firm is relatively good over here so i would like to use them but i just dont wanna use that dickheadhunter. whenever i contact another recruiter in that team he would tell m...
by yoshimura1
June 3rd, 2009, 1:36 am
Forum: Careers Forum
Topic: a dick headhunter
Replies: 12
Views: 40568

a dick headhunter

<t>i used a headhunter at a major recruting firm and he turned out to be a dick. useless. i see some seemingly real postitions (that suit my profile) coming out from that firm and he just never called me. i dont wanna use him no more and when i called the firm they will tell me that my "consultant" ...
  • 1
  • 2
  • 3
  • 4
  • 5
  • 16
GZIP: On