SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 72 matches

by arsenalboi
July 2nd, 2008, 1:31 pm
Forum: Careers Forum
Topic: Just been made redundent!
Replies: 13
Views: 54351

Just been made redundent!

<t>Thanks alot guys. I think I feel I bit better now.I have no idea for exactly how much payoff I get. As I am just a junior I guess it's not going to be something I'll be able to retire on!I've got a few interviews lined up (I got these before I found out I was getting the redundency, so I guess it...
by arsenalboi
July 2nd, 2008, 10:48 am
Forum: Careers Forum
Topic: Just been made redundent!
Replies: 13
Views: 54351

Just been made redundent!

Can you believe this shit
by arsenalboi
July 1st, 2008, 12:04 pm
Forum: Careers Forum
Topic: Should I do the Chicago MSFM at Singapore ?
Replies: 34
Views: 64569

Should I do the Chicago MSFM at Singapore ?

I don't think everyone needs 2-3 days to recover from jet lag. Typical spud
by arsenalboi
June 26th, 2008, 1:34 pm
Forum: Careers Forum
Topic: FSA exams
Replies: 9
Views: 53126

FSA exams

Sorry I forgot to mention that this is at a Buy-Side firm
by arsenalboi
June 26th, 2008, 8:00 am
Forum: Careers Forum
Topic: FSA exams
Replies: 9
Views: 53126

FSA exams

<t>Hi Guys,I wanted to know whether as a junior trader, is it necessary to complete the FSA regulatory examinations. I understand if you are trader who takes risk than you must, but I want to begin my trading career as an execution trader, so will not doing this exams damage my chances of getting a ...
by arsenalboi
June 23rd, 2008, 12:46 pm
Forum: Careers Forum
Topic: GSA Captial
Replies: 7
Views: 54276

GSA Captial

Is there anyone who could provide me with any info on GSA Capital (a stat arb, high freq trading fund)Many thanks
by arsenalboi
June 5th, 2008, 11:28 am
Forum: Careers Forum
Topic: Programming language to learn for trading?
Replies: 5
Views: 53770

Programming language to learn for trading?

<t>I think VBA is useful only if you want to work toward becoming a quantitative trader, as normal traders have quants who do most of the programming for them. C++ is a highly desired language especially when building trading systems is concerned.In the buy side you need to know alot of econometrics...
by arsenalboi
May 21st, 2008, 11:28 am
Forum: Trading Forum
Topic: Institutional Forex Trading Strategies
Replies: 8
Views: 57397

Institutional Forex Trading Strategies

<t>Another interesting model is that of RBS's. They have a variety of models, including an Emerging Market Yield model. It calculates a risk-adjusted yield for each emerging market country by regressing the 1-month forward implied yield against measures of credit, market and liquidity risk across al...
by arsenalboi
May 21st, 2008, 11:25 am
Forum: Trading Forum
Topic: Institutional Forex Trading Strategies
Replies: 8
Views: 57397

Institutional Forex Trading Strategies

<t>Lehman's have a good Foreign Exchange quant model called Marcus. The idea is to have 6 portfolios, each portfolio have their own determinants. For example, one porfolio is related to the commodity market, and has currencies like AUD, NZD, etc. Although it has only traded for about 2 years, it has...
by arsenalboi
May 19th, 2008, 2:36 pm
Forum: Careers Forum
Topic: MSc Applied Statistics
Replies: 1
Views: 54501

MSc Applied Statistics

Applied statistics is normally used in quantitative trading and research. Econometrics and financial economics are also 2 other areas
by arsenalboi
May 14th, 2008, 8:47 am
Forum: Trading Forum
Topic: VWAP, TWAP algorithms
Replies: 8
Views: 65675

VWAP, TWAP algorithms

Can't really help you here. But it would be wierd if someone would want to share an algorithm publically.
by arsenalboi
May 7th, 2008, 1:38 pm
Forum: Trading Forum
Topic: Future for Trading
Replies: 3
Views: 55839

Future for Trading

How big of an impact do you feel Quant/Algo based trading is making in the current market. 50% of trading in equities is all machine based. 30% in FX. Will machines take over? Will there be no traders? Will I get a job?
by arsenalboi
April 25th, 2008, 2:28 pm
Forum: Careers Forum
Topic: Dear DCFC
Replies: 8
Views: 56300

Dear DCFC

Maybe he doesn't want to give it to you?
by arsenalboi
April 24th, 2008, 12:43 pm
Forum: Trading Forum
Topic: Forex Trading Platform for the Poor Man?
Replies: 14
Views: 58800

Forex Trading Platform for the Poor Man?

Try cantorindex or CMCmarkets
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