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by r2338t
May 27th, 2010, 6:48 pm
Forum: Careers Forum
Topic: HH salary info
Replies: 4
Views: 28274

HH salary info

<t>Are there any hh out there that offer salary info possibly for a fee. I'm trying to get clear picture of the market rate for someone with my level of experience and background.I'm a buyside quant (research) so there as much transparancy as to what people make relativeto the sellside.Anyone hh spe...
by r2338t
March 25th, 2010, 7:34 pm
Forum: Student Forum
Topic: Really basic question
Replies: 8
Views: 32577

Really basic question

<t>As is evident, I am really bad with probability! I can't seem to wrap my brain around this problem.I flip two coins at the same time, I tell you one is a head. What is the probability that the other is a tail?The answer is 1/3 but I have no idea what the intuition is as to how you get this answer...
by r2338t
March 8th, 2010, 4:04 pm
Forum: Careers Forum
Topic: Living in New York
Replies: 12
Views: 33354

Living in New York

<t>Wow, you should consider changing careers. You would make a smashing script writer for certain segments of the film industry! I didn't mention that if the doorman has big biceps, we get a nanny with big ...Thanks for all the feedback. I figured Craigslist was a little sketchy for rental price poi...
by r2338t
March 8th, 2010, 5:47 am
Forum: Careers Forum
Topic: Living in New York
Replies: 12
Views: 33354

Living in New York

<t>I tried searching the forum on this topic but didn't get much back.Does anyone have any information on living in New York. Specifically cost of living and commuting. I'm looking to live close to Central Park and I'll be moving with my wife and baby. From what I've been able to find on Craigslist ...
by r2338t
November 16th, 2009, 5:17 am
Forum: Careers Forum
Topic: Relocating to London
Replies: 0
Views: 32568

Relocating to London

<t>Just wondering if anyone can point me to a headhunter with good buyside contacts. I have five years experience working on global macro and long/short equity funds along with a Bsc and Msc in Finance. I can work legally in the UK (I have right of abode) but am coming from the US. PM me if you know...
by r2338t
May 21st, 2009, 5:26 pm
Forum: General Forum
Topic: Options on Futures Data
Replies: 3
Views: 39100

Options on Futures Data

Thanks for the feedback. I looked into the CME and CBOT and they do provide the data (nymex contracts are included as well).r
by r2338t
May 20th, 2009, 6:42 pm
Forum: General Forum
Topic: Options on Futures Data
Replies: 3
Views: 39100

Options on Futures Data

<t>Hello,I'm looking for historical data for options on futures (commodity futures) as well as an ongoing data provider for day to day pricing.I've checked out a few providers (CSI, Optionmetrics) and they seem okay but I was wondering if anyone has had any experiences they'd be willing to share. I'...
by r2338t
January 9th, 2009, 5:10 pm
Forum: Numerical Methods Forum
Topic: Genetic Alogrithms in Matlab
Replies: 1
Views: 44544

Genetic Alogrithms in Matlab

Has anyone tried Matlabs Genetic Algorithm and Direct Search toolbox? Any feedback on performance relative to the standard optimization toolbox?I'm looking to solve large scale optimization problems with bounds, linear constraints and linear equalities.Thanksr
by r2338t
May 2nd, 2008, 3:56 pm
Forum: General Forum
Topic: LME Futures Q
Replies: 3
Views: 55961

LME Futures Q

What no metalheads here?
by r2338t
May 1st, 2008, 9:23 pm
Forum: General Forum
Topic: LME Futures Q
Replies: 3
Views: 55961

LME Futures Q

<t>This might belong in the student section but here goes.Can anyone tell me how the futures prices on LME contracts are related to the 3, 15, 27 month forward prices that the LME quotes on their website? For example, if I look on bloomberg, there are monthly contracts for say aluminum but I don't g...
by r2338t
February 15th, 2008, 3:46 pm
Forum: General Forum
Topic: Data on Cheapest to Deliver
Replies: 3
Views: 60374

Data on Cheapest to Deliver

Thanks. Do you know if they keep track of the ctd for a decent history. I can get it for the current contract but can't find anything for the history.
by r2338t
February 14th, 2008, 10:56 pm
Forum: General Forum
Topic: Data on Cheapest to Deliver
Replies: 3
Views: 60374

Data on Cheapest to Deliver

Does anyone know where I might find historical data on the cheapest to deliver for the US Treasury future. I'm looking for the maturity, yield and duration. I already tried thomson and bloomberg with no success.Thanks
by r2338t
May 4th, 2007, 11:36 pm
Forum: Technical Forum
Topic: Test of Orthogonality Condition by Regression Approach
Replies: 10
Views: 72729

Test of Orthogonality Condition by Regression Approach

Check the distribution of your Y, if it's not normal, take your orthogonality test with a huge grain of salt. Not sure what test you are using but my guess would be that is doesn't work very well under a non-normal distribution.r
by r2338t
November 27th, 2006, 8:21 pm
Forum: General Forum
Topic: CFTC Reporting Guidelines
Replies: 3
Views: 87220

CFTC Reporting Guidelines

<t>Does anyone know what the cutoff is for a trader to designate him or herself as non-reporting on the Commitment of Traders report? I'm thinking specifically for currency futures contracts.I've read that non-reporting is usually considered as traders with very small positions and most people ignor...
by r2338t
October 2nd, 2006, 4:21 pm
Forum: General Forum
Topic: Currency Related Conferences
Replies: 0
Views: 91043

Currency Related Conferences

<t>Hello, Does anyone know a good source where I can find information on upcoming conferences related to currency? Also, has anyone attended any broker conferences on the subject and what was their experience? I'm looking for events where the content would be more applicable to the buy side rather t...
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