SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by untwigged
July 8th, 2013, 1:11 pm
Forum: Careers Forum
Topic: Challenges in quantitative equity management
Replies: 1
Views: 7321

Challenges in quantitative equity management

Google this and you'll get itChallenges in quantitative equity management filetypedf
by untwigged
August 31st, 2012, 6:45 am
Forum: Careers Forum
Topic: 48hrs working week limit
Replies: 20
Views: 13595

48hrs working week limit

<t>QuoteOriginally posted by: HansiBasically I don't think you can get it trouble but if your employer follows your time tracking to a tee and then there is some kind of audit; they might be forced to give you some time off so that over 17 weeks the average would come down to 48hr/wk.I think this is...
by untwigged
April 28th, 2011, 11:58 am
Forum: Careers Forum
Topic: 2 year general noncompete for the entire industry
Replies: 9
Views: 22291

2 year general noncompete for the entire industry

Have you spoken to the firm about this? It seems ridiculous.Whether enforceable or not I would be wary about signing, if they are a litigious place.
by untwigged
March 21st, 2011, 3:50 pm
Forum: Careers Forum
Topic: Starting my career in firm like Algorithmics, etc.
Replies: 3
Views: 21750

Starting my career in firm like Algorithmics, etc.

<t>QuoteDo you think that if I start my career within these companies, it will be impossible to move to investment banks (as a quant, algo trading strategies, etc.)?? No. It is very much possible and happens all the time at junior level. If you can't get your foot through the door of an IB at the mi...
by untwigged
January 28th, 2011, 5:07 pm
Forum: Careers Forum
Topic: why is it so easy to get contact info @ banks?
Replies: 14
Views: 35404

why is it so easy to get contact info @ banks?

<t>A while back I used to sit beside the PA to someone quite important at the firm I was working at. She was most adept at ensuring that any distractions (particularly the calls / emails of random unimportant individuals) never made it through to Mr. BSD. Doing this is actually quite a talent - tell...
by untwigged
December 30th, 2010, 3:58 pm
Forum: Trading Forum
Topic: Gold bubble? How to estimate fundamental price of gold.
Replies: 13
Views: 26395

Gold bubble? How to estimate fundamental price of gold.

<t>This quote from Buffet (here) gives one perspective anyway:Quote"Look," he says, with his usual confident laugh. "You could take all the gold that's ever been mined, and it would fill a cube 67 feet in each direction. For what that's worth at current gold prices, you could buy all -- not some -- ...
by untwigged
October 18th, 2010, 8:44 am
Forum: Programming and Software Forum
Topic: exporting function from dll
Replies: 9
Views: 26677

exporting function from dll

Follow this walkthrough if you are using visual studio.
by untwigged
September 21st, 2010, 11:24 am
Forum: Careers Forum
Topic: 3 mths notice period!!
Replies: 23
Views: 25395

3 mths notice period!!

3 months notice for both parties is becoming more common in the UK I think, but this is the first time I've heard of such an asymmetric deal. Ask them if they can amend the contract so that after the probationary period they have to give you 3 months notice - that seems only fair.
by untwigged
September 7th, 2010, 2:13 pm
Forum: Careers Forum
Topic: FX vs. Risk
Replies: 10
Views: 25853

FX vs. Risk

QuoteOriginally posted by: tt293 I did read on here and in MJ's guide that moving from FO to somewhere else is easy, from Risk to FO hard. Is that still true?Yes, and in the current environment possibly even harder than when those words were first written.
by untwigged
August 3rd, 2010, 7:19 am
Forum: Technical Forum
Topic: Variance Gamma Model European Options
Replies: 7
Views: 28008

Variance Gamma Model European Options

If you understand C++, some FFT / Analytical solutions (using MJ's method) are available in QuantLib
by untwigged
June 30th, 2010, 10:57 am
Forum: Student Forum
Topic: UK Base Rate curve construction
Replies: 3
Views: 28487

UK Base Rate curve construction

Good overview from the BOE
by untwigged
June 28th, 2010, 2:18 pm
Forum: Brainteaser Forum
Topic: Integral of x^x
Replies: 26
Views: 129386

Integral of x^x

Alpha has the series expansion of the integral, which helps if you just need a numerical answer. May of course not be the best way.
by untwigged
June 10th, 2010, 2:31 pm
Forum: Programming and Software Forum
Topic: Registering TWS.ocx on Windows 7 (Using IB's ActiveX Control on Win7 64)
Replies: 14
Views: 41531

Registering TWS.ocx on Windows 7 (Using IB's ActiveX Control on Win7 64)

I have no direct experience but one thing to check is that you are running in an command prompt window with elevated rights
by untwigged
May 8th, 2010, 4:38 pm
Forum: Off Topic
Topic: tactical nuclear penguin
Replies: 7
Views: 27172

tactical nuclear penguin

The TNP looks super
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