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by andrew2002
November 24th, 2008, 10:20 am
Forum: Careers Forum
Topic: How much a junior Stat Arb + Algo Trader can earn?
Replies: 3
Views: 47979

How much a junior Stat Arb + Algo Trader can earn?

<t>QuoteOriginally posted by: DominicConnorRVP is about right, though that is base rather than total comp, which can be a much wider range.I see, a much wider range. Is base £90K+ bonus £50K a reasonable expectation? QuoteJob titles aren't a big thing at entry level, don't sweat that. I don't really...
by andrew2002
November 19th, 2008, 1:07 pm
Forum: Programming and Software Forum
Topic: CEP
Replies: 3
Views: 55651

CEP

I am also interested in CEP, just curious if any one actually use it.This one seems pretty good, I will try it laterhttp://www.cs.cornell.edu/bigreddata/cayuga/ I downloaded coral8, this one seems better.
by andrew2002
November 19th, 2008, 12:51 pm
Forum: Careers Forum
Topic: How to move into Algo Trading and Stat Arb?
Replies: 17
Views: 54547

How to move into Algo Trading and Stat Arb?

<t>QuoteOriginally posted by: nov1cewhat are those books? I thought black swan was really annoying ==Well, those books I believe related to my interest in finance, especially stat arb and algo.The most helpful one (for me) is this book.Trading and Exchanges: Market Microstructure for Practitioners T...
by andrew2002
November 18th, 2008, 1:11 pm
Forum: Careers Forum
Topic: How much a junior Stat Arb + Algo Trader can earn?
Replies: 3
Views: 47979

How much a junior Stat Arb + Algo Trader can earn?

<t>I am going to learn stat arb + algo trading, just curious, how much my market value would be within 1 or 2 years.Let assumed: - I am a good C++ developer (real time, parallel processing, etc...5 years experience) - Expert in machine learning (a PhD degree) - Developed an open source algo trading ...
by andrew2002
November 18th, 2008, 10:55 am
Forum: Careers Forum
Topic: How to move into Algo Trading and Stat Arb?
Replies: 17
Views: 54547

How to move into Algo Trading and Stat Arb?

<t>Well, you can do a PhD in stat arb or in any topics. However, I believe it is hard to find a PhD thesis in stat arb. - if the method does not work, it is not worth for a PhD thesis. - if the method works, it also not worth to be published as a PhD thesis , because it is worth more if you keep it ...
by andrew2002
November 17th, 2008, 11:08 am
Forum: Careers Forum
Topic: How to move into Algo Trading and Stat Arb?
Replies: 17
Views: 54547

How to move into Algo Trading and Stat Arb?

<t>I am interested in AlgoTrading and StatArb. Currently, I am working for a bank in Sydney, doing risk & analytic tasks, not my dream job. I had been a C++ developer for a few years, also holds a PhD degree in Machine Learning/Data Mining (Computer Science). My current activities to move closer...
by andrew2002
August 7th, 2008, 9:49 am
Forum: Careers Forum
Topic: Is SAS useful in Quant finance?
Replies: 24
Views: 112391

Is SAS useful in Quant finance?

<r>QuoteOriginally posted by: csaQuoteOriginally posted by: LSEstatHow do you learn SAS by yourself? You have it on my laptop? I never got a chance to learn it, cannot afford to buy it myselfThe way I learned it outside of school/work was to access it through remote desktop/Citrix. I am not sure if ...