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by vincentsg
August 14th, 2012, 8:58 pm
Forum: Trading Forum
Topic: How ro replicate volatility or variance for arbitrage?
Replies: 1
Views: 11975

How ro replicate volatility or variance for arbitrage?

<t>It has been long observed (Lo and MacKinlay 1988) that, for a mean-reverting process, the high frequency volatility is bigger than the low frequency volatility, hence an arbitrage opportunity. For instance, the daily volatility > monthly volatility > yearly volatility. I meant historical vol, not...
by vincentsg
December 18th, 2010, 1:19 am
Forum: Careers Forum
Topic: Should I go for PHD?
Replies: 16
Views: 25487

Should I go for PHD?

Thanks, SPVDo you have any reference/basis when you statedQuoteOriginally posted by: spv205vincentSo you should still be considered with an MFE from a top school even if the ad says PhD.
by vincentsg
December 18th, 2010, 1:18 am
Forum: Careers Forum
Topic: Should I go for PHD?
Replies: 16
Views: 25487

Should I go for PHD?

by vincentsg
December 14th, 2010, 4:49 am
Forum: Careers Forum
Topic: Should I go for PHD?
Replies: 16
Views: 25487

Should I go for PHD?

<t>Thank all for the response.I don't need sponsorship for employment in US.I don't have any relevant quant experience.I've applied for some interships/junior positions in US, unfortunately....Life is hard, PHd might not be a bad choice. After all I can go to teach with a PHD when quant business fad...
by vincentsg
December 12th, 2010, 8:19 pm
Forum: Careers Forum
Topic: Should I go for PHD?
Replies: 16
Views: 25487

Should I go for PHD?

<t>Hi fellow quants: I am finishing my MFE from ( one of CMU NYU Chicago) . I noticed that many jobs requrie PHD and a PHD give one more options in career development/advancement and likely more $$$. As far as I know , recently MS , GS ets require PHD for their junior quant positions. So this is my ...
by vincentsg
October 24th, 2009, 7:46 pm
Forum: Careers Forum
Topic: background check at UCB?
Replies: 12
Views: 35052

background check at UCB?

UCB states that they would do employment verification for the admitted students.is that true? to what extent do they carry out the background check?Because the company i worked is small and has been closed.how they can verify?
by vincentsg
October 24th, 2009, 7:44 pm
Forum: General Forum
Topic: background check at UCB?
Replies: 0
Views: 33029

background check at UCB?

UCB states that they would do employment verification for the admitted students.is that true? to what extent do they carry out the background check?Because the company i worked is small and has been closed.how they can verify?
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