<t>QuoteOriginally posted by: threetoedslothI’m a strong candidate looking to find my first quant job in London to start in September/October. I did well in the international olympiads while in high school. I have a double first in physics and applied maths. I completed my PhD in computational physi...

Any horror stories (experiences) of dealing with agencies and headhunters experienced by people in this forum?

<t>Thanks Grafixel for correcting my terminology. Yes we use *current* traded option prices to estimate implied volatility. You are right the current market collectively should know more about the 'external' factors in the near future than any single trader. Implied volatility will reflect those ant...

<t>QuoteOriginally posted by: paramsinghHi,I have finished MSc in Mathematical Finance from University of York and am looking for roles in quantitative fields. I have some knowledge of Matlab and good understanding of Fixed Income MarketKindly let me know if there are any suitable opportunities. Pre...

<t>Excuse me my ignorance. I learned C++ five years ago, but never had to use it seriously in my scieintific research. This is mainly becuase whatever i needed for my reasearch could be done using R-package/IDL/Matlab. These are all fourth generation lanaguages and extremely powerful and past (parti...

While we are on the topic of John Hulls book: I found VaR in this book easy and simple. I suppose there must be much more complex analysis/measure of value at risk. Can anyone gives some related topics/tools?bbkaran

How about a forum to discuss the interview process, questions, type of jobs etc.There are some members with wealth of info here. Newbies could learn a lot.bbkaran

What are the applications of estimating volatility of tomorrow (or next month/year)?IS there any other models available to do this apart from GARCH?bbkaran

<t>Let us say I have daily closing prices for a stock for five years. I want to calculate historical daily volatility. My questions:1) what is the influence of trend (or any other seasonal/annual cycle) over the 5 year period on the daily volatility?Do we have to remove this trend/cycle before we ca...

<t>QuoteOriginally posted by: FirstQuantJobIn my opinion, this is an extremely difficult question to answer under phone-interview conditions but looks deceptively simple once you've seen the solution.FirstQuantJobThe interviewer spent a lot of time on the phone waiting for my answer. It appeared lik...

An IB invites you for an interview but not keen to pay for the travel expenses.I kind of think that if they do not pay for the travel expnese they are not reallyinterested in my candidature. Is this a fair assumption?bbkaran

If 40+ is too old to switch to Quant role, why would the IBs are inviting for interviews?I thought they are too busy to waste their time interviewing people.bbkaran

Thanks guys. Sounds so simple, but I couldn't get it right during the telephone interview.bbkaran

Consider a die with five sides numbered 1 to 5. What is the expected number of attempts to get each side up atleast once?How do we generalize this problem? For example, seven sides in the die etc?bbkaran

<t>QuoteOriginally posted by: KackToodles1) Give 3 reasons why collinearity of explanatory variables is dangerous in multi-variate regressions.2) How do you determine whether your variables are too collinear?For (1)Estimated parameters would be unreliable, and hence incorrect model fitting.In other ...