<t>Guys, I am trying to model short term alpha for large tick stocks such as SIRI. These have discrete jumps and often long queues. 1) I have a model that comes up with the short term movement of the stock. so I get to know that in x milli seconds the stock would move down or up by 1 tick.2) I need ...

QuoteOriginally posted by: EscapeArtist999QuoteOriginally posted by: iliketopologyTwo offers 1) from a large hedge fund in CT having more than 30B in AUM.Another from a top tier us i-bank in ny. Same job - prop trading and same money. Any comments!Volker?I know. Am surprised they are hiring!

Two offers 1) from a large hedge fund in CT having more than 30B in AUM.Another from a top tier us i-bank in ny. Same job - prop trading and same money. Any comments!

<t>A masters would be lot more useful than CQF and cost wise it would work out to be the same. CFA is an interesting designation to have especially for the long term equity shops. It would even open a door to a good MBA school that is if you are interested down the line. CQF would help you with some...

<t>QuoteOriginally posted by: DevonFangsMy guess: you don't have much experience, but managed to get an high base, and so the bonus is low?I would say- that is a rather bad guess.I am still interested in knowing some other numbers. what kind of people of this experience range are getting at least sa...

<t>QuoteOriginally posted by: euclidnetFor an experienced quant trader, the number does look very surprising. What is the management's take on this? I am sure they must have given you some reason why the bonus numbers are what they are.management take is that it is low. They don't justify it in many...

<t>QuoteOriginally posted by: ThinkDifferent well, you didn't say anything about your and your team's performance...Can't post everything about me but here are some details. I do work for a big European bank. Our group did reasonably well meaning generated profits well beyond what would be required ...

That is what I received for last and this year in US with a front desk job as quant trader and 6 years of experience. I also have a non-compete. is it just me?

Can anyone tell what is the equivalent pay package in London for something like 150k base in NYC? Second question, how much to expect for a blue chip buy side firm (front desk research and portfolio management kind of role) in London at VP equivalent role?

<t>QuoteOriginally posted by: wileyswQuoteOriginally posted by: iliketopologyPerpaps you nailed it although am somewhat not seeing the logical deduction of k being largest number satisfying (N-k)^2+k<=ki guess stylio meant k being the only natural number satisfying (N-k)^2+N <= N, so his example for...

<t>QuoteOriginally posted by: stilyowell the argument can go like this:N is the largest positive natural number.Assume N is not equal to k.then (N-k)^2+k>k.There is no other natural number which satisfies (N-k)^2+k<=k except k.Therefore k is the largest natural number, and since k was arbitrary ever...

QuoteOriginally posted by: ehThe error in the proof is the assumption that the largest natural number exists.quite true. now am trying to prove mathematically that this is indeed the error

<t>QuoteOriginally posted by: stilyo"solution" to what? find the error in the "proof" that N=1 is the largest natural number, is that what the question is?Yes Yes.I had the solution of the candidate typed earlier but removed it. Wel, the question is find flaw in the proof that N= 1 is the largest na...

<t>We interviewed a candidate and the senior quant cribbed at the response given by the candidate (although I found it rather adequate). Here is the problem and the solution. It was felt that the solution was not robust. I would like to know for myself the right solution. Question: N=1 is the larges...

<t>It is quite unusual. If you are in touch with your old boss or colleagues, who are willing to be your references then tell them that you have references and they could check the same. If you don't have copies then the case is closed but if you do have then you might want to pitch the reference st...