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by kennethlou
October 6th, 2010, 8:55 pm
Forum: Trading Forum
Topic: Reuters RICs - EURIBOR1MD vs EUR1MD
Replies: 3
Views: 28287

Reuters RICs - EURIBOR1MD vs EUR1MD

Hey I would like to borrow your wisdom once more. If I want to price a short-term FX forward, should I be using fixing or depo? Apparently depo and fixing should be similar but I checked Reuters just now and they are quite different. Any idea?
by kennethlou
October 6th, 2010, 2:25 pm
Forum: Trading Forum
Topic: Reuters RICs - EURIBOR1MD vs EUR1MD
Replies: 3
Views: 28287

Reuters RICs - EURIBOR1MD vs EUR1MD

<t>I am trying to build a Yield Curve for EUR.A yield curve consists of short term libor rates (cash deposit), medium term (future) and long term (swaps)For the short term libor rate (cash deposit), do we use RtGet("IDN","EURIBOR1MD=","PRIMACT_1")orRtGet("IDN","EUR1MD=","PRIMACT_1")?btw what are the...
by kennethlou
October 4th, 2009, 4:33 pm
Forum: Trading Forum
Topic: FX Index Pricing
Replies: 2
Views: 36458

FX Index Pricing

<t>I received a question regarding pricing a geometric basket of FX Index. Let's say we have GBP index that constitutes GBP to USD, to JPY and to EUR with proportion 50%, 30% and 20% respectivelyIt has to be priced as "for three tensors or trade value dates: Spot, IMM1, IMM2. Index value for spot va...
by kennethlou
August 10th, 2009, 11:37 pm
Forum: Economics Forum
Topic: How IBs invest money
Replies: 2
Views: 41132

How IBs invest money

A piece paper with loads of music note seems to be a piece of rubbish for non-musician like me. The same can be applied to a chart.
by kennethlou
August 10th, 2009, 11:32 pm
Forum: Careers Forum
Topic: Sanford Bernstein
Replies: 1
Views: 35836

Sanford Bernstein

They seem to be quite good at equity research ... not sure about the quantitative side of the firm
by kennethlou
July 8th, 2009, 9:04 am
Forum: Careers Forum
Topic: headhunter blues
Replies: 10
Views: 40506

headhunter blues

The headhunter is just there to make money. If he/she does not help you to find a job in the future, there are still a lot more headhunters who want to work with you
by kennethlou
June 29th, 2009, 11:18 pm
Forum: Careers Forum
Topic: Graduate Trading Program with german undergrad
Replies: 15
Views: 40564

Graduate Trading Program with german undergrad

If you don't really have any internship just forget trading roles in the top tier banks in London. If you want roles in continental europe then yes jobs are easy to obtain there.
by kennethlou
June 29th, 2009, 6:28 pm
Forum: Careers Forum
Topic: CQF, quant masters or high ranking masters in finance - which part-time option is best?
Replies: 3
Views: 38899

CQF, quant masters or high ranking masters in finance - which part-time option is best?

Given your profile and your work experience in the infrastructure IT the chance of moving into front office IT is already very slim (unless you work for one of the top investment banks)
by kennethlou
June 29th, 2009, 8:01 am
Forum: Careers Forum
Topic: Why on earth is anyone getting a PHD?
Replies: 112
Views: 53940

Why on earth is anyone getting a PHD?

<r>Not sure about US but for UK research has shown that ppl having a uni degree definitely makes more money than ppl without one and the number was about 600,000 pounds more over the lifetime earning.The world is changing and in my current generation there are way too many universities and the value...
by kennethlou
June 28th, 2009, 10:56 am
Forum: Careers Forum
Topic: Finance vs. dentistry
Replies: 30
Views: 43463

Finance vs. dentistry

Agree with traderjoe1976. Actually it is more than that. I heard that a lot of traders in IBs lost all their savings last summer since their bonus and compensation were issued as shares in the equity market. Apparently they cannot sell their shares since they have to hold it for +5 years.
by kennethlou
June 28th, 2009, 9:33 am
Forum: Careers Forum
Topic: Finance vs. dentistry
Replies: 30
Views: 43463

Finance vs. dentistry

<t>Lucky enough I bumped into a guy during a dinner two months ago and he worked as a dentist. He changed his career doing an MPhil in some sort of art subject in his early 40s. A lot of people will do loads of planning and keep on saying that "Yeah I will work 9-6 for 5 days a week making 5/6 figur...
by kennethlou
June 28th, 2009, 9:20 am
Forum: Careers Forum
Topic: Boutique versus IB
Replies: 5
Views: 37805

Boutique versus IB

<t>IBs. They have better reputation and you will be more employable in a few years time assuming that both roles are exactly the same. Smaller firms may offer you more stuffs to learn since you have to get your hands dirty on a lot more stuffs. Roles in large IBs are a lot more specific plus they ha...
by kennethlou
June 26th, 2009, 2:54 pm
Forum: Careers Forum
Topic: Mathematics and Economics graduate 2.2 degre :( Need advice!
Replies: 45
Views: 45898

Mathematics and Economics graduate 2.2 degre :( Need advice!

Agree with EscapeArtist999, UK uni sees international students as cash cow and doing MFE is just a waste of time
by kennethlou
June 26th, 2009, 2:51 pm
Forum: Careers Forum
Topic: Depressed
Replies: 46
Views: 44179

Depressed

well, whenever there is a down trend in the economy ppl w/o jobs will normally extend their studies for a year or so. Most of the friends I know are trying to do this.
by kennethlou
June 26th, 2009, 2:21 pm
Forum: Careers Forum
Topic: Mathematics and Economics graduate 2.2 degre :( Need advice!
Replies: 45
Views: 45898

Mathematics and Economics graduate 2.2 degre :( Need advice!

<t>With a 2.2 there will not be any big firms to take you as a grad trainee. There is always a filter and the first one is the grade. Your best bet is to get some experience from your dad's company / network from your dad's business and use it as a leverage to move into other big firms a few years l...