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by Jeriot
April 5th, 2014, 5:07 am
Forum: Careers Forum
Topic: Oops. I did it again.
Replies: 18
Views: 7561

Oops. I did it again.

<t>Hey guys, thanks for the advice.farmer, thanks for the explanation. I studied machine learning, so the example was particularly apt!CrashedMint, that is an awesome advice. Not that I am pissed at myself for screwing up though, but I should make sure this is not the vibe I'm giving out. I just got...
by Jeriot
March 22nd, 2014, 11:26 am
Forum: Careers Forum
Topic: Oops. I did it again.
Replies: 18
Views: 7561

Oops. I did it again.

<t>Hey guys, thanks for the input.rmax: I thought about doing that, but I was wondering if explaining them will draw more attention to the gaps. (although I suppose it will be ringing alarm bells for most).farmer: you know how some people ask a question, hoping that someone will say what they want t...
by Jeriot
March 19th, 2014, 2:24 am
Forum: Careers Forum
Topic: Oops. I did it again.
Replies: 18
Views: 7561

Oops. I did it again.

<t>I think I've completely screwed up my CV.I've completed my MSc in Sept, since then I've only applied for 5 roles and went for 2 interviews, spending most of my time analysing tick data and coming up with algo trading strategies. (It was fun and surprisingly addictive).So that's a 6 months break. ...
by Jeriot
December 12th, 2013, 12:50 pm
Forum: Careers Forum
Topic: Who are looking for juniors?
Replies: 18
Views: 8387

Who are looking for juniors?

QuoteOriginally posted by: AnalyticalVegaQuoteOriginally posted by: blueraincapworking for an investment fund without pay is a great ideaa great idea for whom?might be some grand scheme to make your first million within 6 years that we're missing out on.
by Jeriot
December 12th, 2013, 11:11 am
Forum: Careers Forum
Topic: Decision - graduate role or Msc?
Replies: 17
Views: 7912

Decision - graduate role or Msc?

<t>QuoteOriginally posted by: HansiEnter the grad role and take the MSc later, like you say getting your foot in the door is the hard bit here.+1Also, being able to move between different roles will also give you a better idea if the MSc you have applied is suitable for the area you want to move to ...
by Jeriot
December 12th, 2013, 11:04 am
Forum: Careers Forum
Topic: IMC
Replies: 11
Views: 7100

IMC

I think a pvt message is in order!
by Jeriot
December 12th, 2013, 10:34 am
Forum: Careers Forum
Topic: IMC
Replies: 11
Views: 7100

IMC

I was silly not to have asked in the first place - do you guys know any other systematic trading firms out there that hires at entry level?
by Jeriot
December 6th, 2013, 12:31 pm
Forum: Careers Forum
Topic: IMC
Replies: 11
Views: 7100

IMC

Ah, gotcha.
by Jeriot
December 6th, 2013, 11:45 am
Forum: Careers Forum
Topic: IMC
Replies: 11
Views: 7100

IMC

QuoteOriginally posted by: chocolatemoneyMost of the trading firms want people who write code and models that go out there and kill and plunder.Arguably, all trading firms should want this!
by Jeriot
December 6th, 2013, 11:09 am
Forum: Careers Forum
Topic: IMC
Replies: 11
Views: 7100

IMC

<t>Hey, thanks for the replies. I went for the interview (Jr Quant Trader in Amsterdam) but didn't get the job. Ah well, first interview since graduation, so kinda expected.Learnt a couple of things from the interviewer tho - The quant trader sits between the quant research and traders, so on one ha...
by Jeriot
November 22nd, 2013, 2:40 pm
Forum: Careers Forum
Topic: IMC
Replies: 11
Views: 7100

IMC

Hi guys,I was wondering if anyone would like to venture a guess what kind of strategies IMC would be using? I'm going in for an interview and thought it would make sense to at least speak the same language!
by Jeriot
November 18th, 2013, 12:48 pm
Forum: Book And Research Paper Forum
Topic: PhD - Money Management
Replies: 2
Views: 33276

PhD - Money Management

<r>I was just searching the archives when I came across this (very old) thread.The link below seems to give a pretty good overview for the topic. If there are more out there, I'd like to get my hands on them, so please do contribute.<URL url="http://finance.martinsewell.com/money-management/muchas">...
by Jeriot
October 1st, 2013, 10:05 am
Forum: Numerical Methods Forum
Topic: Numerical integration of Covariance matrix
Replies: 16
Views: 7808

Numerical integration of Covariance matrix

<t>QuoteYou always say to yourself: now why did I not think of that before?Tell me about it! I was really embarrassed when I realised how simple the solution is. This is a part of my msc project, and I had to submit the report using stratified sampling (mostly because I ran out of time), saying that...
by Jeriot
September 29th, 2013, 6:53 pm
Forum: Numerical Methods Forum
Topic: Numerical integration of Covariance matrix
Replies: 16
Views: 7808

Numerical integration of Covariance matrix

Wow, how do you guys know these things! Thanks a bunch!
by Jeriot
September 28th, 2013, 10:57 am
Forum: Numerical Methods Forum
Topic: Numerical integration of Covariance matrix
Replies: 16
Views: 7808

Numerical integration of Covariance matrix

<t>hey guys,short question: Consider a matrix, with elements [$]\Sigma(\phi)_{i,j} = \phi^{|i-j|}[$] . Is there a good way to integrate [$]\Sigma^{-1} \times p(\phi) [$] on [$]\phi [$] over an interval, numerically or otherwise? I did a simple stratified sampling, which produced terrible results. </t>
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