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by Maursh
April 24th, 2012, 8:36 pm
Forum: Careers Forum
Topic: Returning to work after maternity break
Replies: 47
Views: 20247

Returning to work after maternity break

<t>QuoteOriginally posted by: traderjoe1976You may want to avoid mentioning that you have young kids. The firms will be concerned about your commitment to work and whether you will be able to put in the hours. They do make allowances, but will take it into account at the time of hire.IMHO, this is a...
by Maursh
April 24th, 2012, 8:35 pm
Forum: Careers Forum
Topic: Returning to work after maternity break
Replies: 47
Views: 20247

Returning to work after maternity break

<t>Just to clarify: I have been applying for a variety of positions (not just trading) at both more junior and more senior levels, if fact anything that matches my skill set, but with no avail. I will focus my attentions on market risk and see if this yields any results.DDukon and Askhar - I haven't...
by Maursh
April 23rd, 2012, 8:06 pm
Forum: Careers Forum
Topic: Returning to work after maternity break
Replies: 47
Views: 20247

Returning to work after maternity break

<r>Thanks for all the replies. It's a good suggestion to study more programming languages, Cuchulainn, or brush up on a few old ones. I do look for ways to keep the grey cells churning over and I am currently studying, a somewhat insubstantial, distance learning course. It would make a good next pro...
by Maursh
April 23rd, 2012, 3:11 pm
Forum: Careers Forum
Topic: Returning to work after maternity break
Replies: 47
Views: 20247

Returning to work after maternity break

<t>I left my job as a trader (London) some 18mths ago because I was 20 weeks pregnant and my husband was offered an attractive contract in Madrid. There are various reasons why I didn't stay on, keep my job open and take maternity leave (we thought we would be away much longer, I couldn't get health...
by Maursh
March 7th, 2012, 1:22 pm
Forum: General Forum
Topic: Company generates revenues in different currencies - FX risk exposure
Replies: 3
Views: 14719

Company generates revenues in different currencies - FX risk exposure

VAR (value-at-risk) is the most commonly used for assessing a portfolio value, which assumes the portfolio is fixed into the future. But here you have a stochastic element to your "currency portfolio" in the p/l being uncertain.
by Maursh
February 11th, 2011, 2:11 pm
Forum: Careers Forum
Topic: Best Head Hunter to search for candidates
Replies: 18
Views: 28732

Best Head Hunter to search for candidates

<t>I currently live in Madrid. I followed my other half over here since he took up a contract (he works in a different industry) late last year. I am 8 months pregnant so am taking some time out of the workforce but from Dominic was saying, I am not sure that you could afford me anyway ;-)It may be ...
by Maursh
August 24th, 2010, 10:27 am
Forum: Careers Forum
Topic: Curriculum inflation
Replies: 28
Views: 27178

Curriculum inflation

<t>I experienced a similar frustration when I was regularly interviewing bods for fairly low level jobs several years ago. I couldn't understand why someone who claimed to have umpteen years experience in equity settlement couldn't describe the trade cycle or work out simple percentages. I ended up ...
by Maursh
December 23rd, 2009, 3:14 pm
Forum: Student Forum
Topic: Discerning Annual Patterns in Gold
Replies: 10
Views: 34337

Discerning Annual Patterns in Gold

<t>If the data is normal then there are a whole host of tests available. Do a Shapiro–Wilk test for normality as a starter (and look at log returns as well as arithmetic to see whether this makes a difference). If results are normal then for starters look into:- t-test- ANOVA- correlations- if not n...
by Maursh
November 25th, 2008, 8:36 pm
Forum: General Forum
Topic: Random Walkers November - Thurs 27th
Replies: 0
Views: 45749

Random Walkers November - Thurs 27th

<t>I'm starting a new thread just in case anyone thought the frequent reoccurrence of the "Random Walkers October" thread near the top of the postings list was owing to much hilarity ensuing after an event having taken place. Actually it has been rearranged to this week.Meeting place: Counting House...
by Maursh
November 19th, 2008, 11:33 pm
Forum: General Forum
Topic: Random Walkers October
Replies: 44
Views: 57050

Random Walkers October

<t>Hello,Is this going ahead next Thursday? I idly flicked through Dominic's original post for September meet, but I couldn't see that a firm venue had been set. Both the Counting House on Cornhill and Corney and Barrow in Broadgate are mentioned. I might pop along if there is a firm plan. I have no...
by Maursh
August 22nd, 2008, 3:59 pm
Forum: Student Forum
Topic: Basic Sharpe Ratio question in FX
Replies: 2
Views: 51014

Basic Sharpe Ratio question in FX

<t>The formal definition of the Sharpe ratio is the excess return per unit of risk taken. You decide which bit is the excess part based on your desired return. So if you were running a cash equity portfolio it might be the portfolio alpha (ie the return in excess of the market), or if you had an abs...
by Maursh
August 22nd, 2008, 2:19 pm
Forum: Student Forum
Topic: New researches including regression methods
Replies: 3
Views: 50319

New researches including regression methods

<t>A suggestion:Most universities give students online access to journals. Try sites such as JSTOR and run a subject search for articles.You just need to find one relevant article and you can then run a search on the referenced articles within that. They may be directly relevant or they may have bee...
by Maursh
August 20th, 2008, 8:03 pm
Forum: Student Forum
Topic: Jump diffusion: Why using a jump term?
Replies: 3
Views: 50189

Jump diffusion: Why using a jump term?

I suggest that you check out some papers by Eberlain and Keller on the hyberbolic distribution in finance
by Maursh
August 20th, 2008, 6:53 pm
Forum: Careers Forum
Topic: Time for a change?
Replies: 6
Views: 51199

Time for a change?

<t>How about looking at the Quant Developer roles if your programming is up to it? I understand that it used to be easier to "get in" that way, although market conditions may have changed.I am certainly no expert on this, but I suspect that you will probably need a mathematical finance / financial e...
by Maursh
August 20th, 2008, 6:10 pm
Forum: Student Forum
Topic: A more than stupid question on BSM
Replies: 20
Views: 53313

A more than stupid question on BSM

Starting with:Now using taylor /ito's lemma we may obtain:Subsitute in the dS term from above and then emploing Ito's rules (ie dWdt=dt^2=0) yields:So the asset follows an exponential function and hence the use of the lognormal distribution