SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by endian675
May 31st, 2011, 10:01 am
Forum: Book And Research Paper Forum
Topic: HIGH-FREQUENCY TRADING A Practical Guide to Algorithmic Strategies and Trading Systems
Replies: 25
Views: 29822

HIGH-FREQUENCY TRADING A Practical Guide to Algorithmic Strategies and Trading Systems

It's a reasonable introduction, gives some basic stuff to stimulate thoughts for your own strategies.
by endian675
May 6th, 2011, 9:43 am
Forum: Careers Forum
Topic: Masters in Applied Math (distance education)
Replies: 8
Views: 23759

Masters in Applied Math (distance education)

Open University do a Master of Mathematics programme, it takes around 6 years to complete so it's a very long-term thing. Better off taking another year off work/school and doing it in 9-12 months.
by endian675
January 27th, 2011, 2:56 pm
Forum: Careers Forum
Topic: Cambridge MASt/CASM/Part III
Replies: 12
Views: 25120

Cambridge MASt/CASM/Part III

Have you read the Unofficial Guide to Part III available on the Cam website? Also there are a few people doing it and posting about it on a site called "the student rooms", which I'm sure Google can find for you.
by endian675
January 20th, 2011, 9:09 am
Forum: Careers Forum
Topic: offer comparison
Replies: 6
Views: 21678

offer comparison

If this Excel product is called "EORE" and the company name rhymes with "Crapital" then run away, very very fast.
by endian675
December 30th, 2010, 7:50 am
Forum: Careers Forum
Topic: QD entry position at asset manager
Replies: 3
Views: 22553

QD entry position at asset manager

<t>1. I usually take this as a bad sign, I have generally had my best experiences when I've been thoroughly grilled either technically or mathematically. 2. Is there anybody there to pick up this knowledge from, though? If nobody asked you at the interview, then there's a very good chance that nobod...
by endian675
December 23rd, 2010, 10:51 am
Forum: Careers Forum
Topic: recruiter not responding after passing interviews
Replies: 12
Views: 26163

recruiter not responding after passing interviews

<t>QuoteOriginally posted by: oracle1Thanks for your replies. I'm going to find out how miserably I failed by calling them up directly Er, that's a big mistake. You get labelled as stalker and immediately binned, even if you were in line for a job. Just keep interviewing elsewhere then if/when this ...
by endian675
December 23rd, 2010, 10:23 am
Forum: Trading Forum
Topic: Technical trading signals with statistical significance
Replies: 4
Views: 25902

Technical trading signals with statistical significance

<t>QuoteOriginally posted by: farmerQuoteOriginally posted by: endian675Can you define "not significantly better than a random rule" for me?I saw a headline the other day said something like "studies show echinacea does very little to cure cold." It should have said "Stop the presses, echinacea actu...
by endian675
December 22nd, 2010, 10:47 am
Forum: Trading Forum
Topic: Technical trading signals with statistical significance
Replies: 4
Views: 25902

Technical trading signals with statistical significance

Can you define "not significantly better than a random rule" for me?
by endian675
December 17th, 2010, 9:37 am
Forum: Careers Forum
Topic: bored to death in physics but have prospects...
Replies: 17
Views: 23022

bored to death in physics but have prospects...

Plenty of people "break in" to finance at 37 and above, stop scaremongering.
by endian675
December 17th, 2010, 9:10 am
Forum: Numerical Methods Forum
Topic: C# cointegration
Replies: 9
Views: 29818

C# cointegration

If the cointegration test is purely part of the backtest then I suggest you use the RCom connection to push your data in to R, calculate the statistics in there (Google for "Chan cointegration price R" for R source code), then get your results out. I had that up and running in one day.
by endian675
December 15th, 2010, 8:17 am
Forum: Careers Forum
Topic: Actuary with risk modelling experience and coding expertise
Replies: 2
Views: 22152

Actuary with risk modelling experience and coding expertise

Quant dev would be my best guess, which is a good job.
by endian675
December 9th, 2010, 2:55 pm
Forum: Careers Forum
Topic: Theoretical Physics Ph.D. looking to get into the Quant business
Replies: 214
Views: 53671

Theoretical Physics Ph.D. looking to get into the Quant business

<t>Phrases like "next best thing" will get you booted out in my opinion. How about accentuating the positives of corporate life over academic life - the opportunity to put theory in to practice, working with highly-motivated like-minded individuals, and perhaps looking for a different challenge that...
by endian675
December 1st, 2010, 5:04 pm
Forum: Careers Forum
Topic: Part time or distance Phd in Maths
Replies: 3
Views: 23208

Part time or distance Phd in Maths

Open University is the obvious option. A part-time PhD is a massive commitment, six years at least. I'm studying a two-year master's programme part-time, which is much more manageable in my opinion.
by endian675
December 1st, 2010, 11:37 am
Forum: Careers Forum
Topic: Dealing with stupidly aggressive people
Replies: 19
Views: 25397

Dealing with stupidly aggressive people

<t>QuoteOriginally posted by: StutchWhen I was 19 I was set loose as cop on the streets of a relatively poor area in the northeast of england. I have been shot at, people have tried to run me down, stab me and hit me with a variety of objects ranging from ashtrays to motorcycle seats. At the same ti...
by endian675
November 30th, 2010, 7:47 am
Forum: Careers Forum
Topic: Morgan Stanley Desk strats - MSSM group
Replies: 2
Views: 28844

Morgan Stanley Desk strats - MSSM group

<r>This thread came up on the search, <URL url="http://www.wilmott.com/messageview.cfm?catid=16&threadid=79920there"><LINK_TEXT text="http://www.wilmott.com/messageview.cfm? ... 79920there">http://www.wilmott.com/messageview.cfm?catid=16&threadid=79920there</LINK_TEXT></URL> were a few other...
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