Thanks for your reply.  It doesn't talk about the version of C++.  I'd assume at least C++11 but you would know better than me. By PM, I could tell you the exact text of the posting.  (I'm not making the job posting public in order to try and avoid adding more competitors against me.) [However, if I...

I have a number of documents that I'll look for this evening.  I implemented a MAR-Trade Surveillance system in 2018!

Thank you so much, Carter!

Suppose some quant code is approved by a peer, and the peer then leaves the company soon after, before the code is taken to the next stage.  Should the approval stand, or should another approver be found? I know that the answer may well be "It depends".  In that case, it would be good to h...

I would start with a naive solution: minima/maxima of moving averages.  The default has to be a random walk, however, so that you are simply constructing time points that may be visually suggestive but have no out-of-sample predictive implications.  For (attempting to find) predictive models, the s...

I'm looking for advice on prep resources for C++ Quant dev interviews.
Of course, this is very easily googlable but I'd love to hear what readers here
think because it's such a great forum for getting help.

Thank You.

CommodityQuant

Suppose we have a graph of noisy real-world data such as market tick data of midprices of a given instrument. The naive human eye can readily spot trend reversals (these may be random noise but they are trend reversals nevertheless).  For example, an uneducated observer can say:  "Hmmm, the pri...

hi CQ.  what kind of trading acitivities does "quant" in your question refer to, please? There are various market abuse activities discussed in ESMA documents for example insider-trading, marking the close etc. Trade Surveillance quants use quantitative methods to write code to assess whe...

Any info on resources (preferably free so that I can read them now) on market abuse?  My starting point is the ESMA documents -- for example https://www.esma.europa.eu/sites/default/files/library/2015/11/2015-224.pdf  The language is often vague and the documents are bureaucratic rather than quant-u...

If we want to see whether trades were "close" together in time, we might want to take volaility into account. For example, if the time distance between the trades stays constant, we would regard trades in low-volatility conditions as being closer together because we anticipate less market ...

Does anyone have any tips about starting investing in bitcoin?  Basically, my question is which platform?  Is coinbase a good idea? I want to avoid regrets in case it climbs up sharply.  Thanks for any advice.

CommodityQuant

..... Can't get my head around this one.. Thanks but what can't you get your head around?  If you mean why I didn't ring my boss, I just felt a bit shy, I suppose, with a wish to avoid being overly assertive.  I was trying to be flexible and go along with their plans (or non-plans).  Bearing in min...

I think it’s the least you can do! Then there's the question of when I send the email.  Perhaps one week before my start date because the situation is changing? Or should it just be as soon as possible?  I'm supposed to start in mid April.   These questions might seem a bit silly/unnecessary but st...

I'm expecting to start a new quant job at a major London bank around mid April.  However, I haven't heard anything about remote working or coronavirus?  Obviously, I would prefer to work from home.  Should I email my employer and ask them to set me up for remote working? They would presumably need t...

A lot has been written about job applications via linkedin rather than the more traditional routes. I've noticed some linkedin postings don't have an associated recruiter. Does anyone have any thoughts about linkedin applications (for example via easy apply) as it pertains specifically to the quant ...

For CV/resume purposes, what is a good brief job title for a quantitative developer who works for a consultancy, as a consultant, for various banking clients who are clients of the consultancy.  Would that be Quantitative Developer Consultant?  Or just Quantitative Developer? By the way, the officia...