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by goekhan
May 22nd, 2012, 9:24 pm
Forum: Brainteaser Forum
Topic: splitting a sphere with points in it
Replies: 14
Views: 15119

splitting a sphere with points in it

<t>Hi Jointy,this is going the right direction for 2D. But more precisely, for this problem you don't need to havethe full coordinate information. You can project the 2d coordinate to the azimtual angle of each point.Now what you do is, you collect the partial sums of these angles. Now you look at t...
by goekhan
May 22nd, 2012, 7:04 pm
Forum: Careers Forum
Topic: Situation in London
Replies: 1
Views: 12861

Situation in London

<t>Hi everybody,I am close to finishing my PhD thesis. So I am starting to look around a bit.I also have relevant market knowledge because I have had an internship in New York at DB.My impression so far is that there are fairly few junior positions in London at the moment.Several recruiters urged me...
by goekhan
March 9th, 2012, 10:02 am
Forum: Brainteaser Forum
Topic: another three doors problem
Replies: 6
Views: 14926

another three doors problem

<t>What decisions does the host exactly mine? The initial door-guess of repeated games or also the decisions within a sub-game after the initial door-guess? For instance, if I choose door 2 but the prize is behind one of the other doors, I would have to make an additional (conditional) guess, 3 or 1...
by goekhan
August 25th, 2010, 1:55 pm
Forum: Trading Forum
Topic: How to beat VWAP?
Replies: 14
Views: 37997

How to beat VWAP?

<t>The thing is, the professionalalgo-execution business has been traditionallya sell-side business. But because of compliance, the execution guys are forced to seperate their businessfrom the trading people, particularlywith regard to technology and methodology.Hence, they wouldn't use anything tha...
by goekhan
August 23rd, 2010, 12:12 pm
Forum: Trading Forum
Topic: How to beat VWAP?
Replies: 14
Views: 37997

How to beat VWAP?

<t>"you excute the volume proportionately to the usual volume distribution on the day (say historically 30% on opening, 40% on closing, etc), second, you only buy at below (or sell at above) realtime VWA"That is stupid, because you might not be able to find prices below/above realtime vwap. And if y...
by goekhan
January 23rd, 2010, 7:11 pm
Forum: General Forum
Topic: Most prestigious finance journals
Replies: 36
Views: 45781

Most prestigious finance journals

<t>QuoteOriginally posted by: KackToodlesQuoteOriginally posted by: goekhankack, there are obviously also math professors from princeton and even nobel prize winners in financial mathematics. They still dont reach the level of attention economics does. There is perhaps only one nobel prize winner in...
by goekhan
January 23rd, 2010, 6:37 pm
Forum: General Forum
Topic: Most prestigious finance journals
Replies: 36
Views: 45781

Most prestigious finance journals

<t>kack, there are obviously also math professors from princeton and even nobel prize winners in financial mathematics. They still dont reach the level of attention economics does. This has political reasons, but also because their is a big clientel of upper middle-class stupids who get employed in ...
by goekhan
January 22nd, 2010, 1:24 pm
Forum: Programming and Software Forum
Topic: Algo-trading system design question
Replies: 4
Views: 35750

Algo-trading system design question

<t>No its not the way to go. You have to have a dynamic setting, either in the sence of constant recalibration and toolsthat test whether recalibration is necessary. But also your methodologies have to by dynamic as well.There are ways how you can algorithmize the evolution of your methodology inste...
by goekhan
January 21st, 2010, 3:49 pm
Forum: General Forum
Topic: Most prestigious finance journals
Replies: 36
Views: 45781

Most prestigious finance journals

Most prestigious quantitative Financial Journals:Journal of Financial MathematicsMathematical FinanceJournal of Financial EngineeringJournal of Finance and EconomicsJournal of Quantitative Finance
by goekhan
January 21st, 2010, 3:45 pm
Forum: General Forum
Topic: Most prestigious finance journals
Replies: 36
Views: 45781

Most prestigious finance journals

<t>QuoteOriginally posted by: Traden4AlphaKackToodles is right. Go to Google Scholar, type in the name of a journal and look at the citation counts. Econometrica beats Mathematical Finance by an order of magnitude. And Risk Magazine is very rarely cited. Now, some might argue that Econometrica is "t...
by goekhan
January 21st, 2010, 1:44 pm
Forum: General Forum
Topic: Starting a hedge fund
Replies: 33
Views: 35848

Starting a hedge fund

<t>The margins diminish because the arbitrage-methodologies of the investors converge.There are simply to many playing the same game and possibly also because broker jump on their clients strategies, once they find outthat they are succesfull (cut out the middleman!).But besides that, your technique...
by goekhan
January 21st, 2010, 11:15 am
Forum: General Forum
Topic: Starting a hedge fund
Replies: 33
Views: 35848

Starting a hedge fund

Its a tradeoff. Orthodoxy or Vision ? Do you just want to have a hedge-fond because you wanna be richt fat ass guy, making money in the first place?Or do you believe in your methodology, the secrets you have discovered and seen. Then a hedge-fonds is just a consequence of it.
by goekhan
January 21st, 2010, 11:00 am
Forum: General Forum
Topic: Starting a hedge fund
Replies: 33
Views: 35848

Starting a hedge fund

<t>QuoteOriginally posted by: daveangelQuote And they accomplish that goal by taking that alpha. Alpha is there. Are you sure ? How confident can you be that it is alpha and not luck ?alpha is a synonym for recurrent patterns (recurrence in the sense of statistical significance). those patterns ar n...
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