SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by RVP1234
December 31st, 2012, 10:35 am
Forum: General Forum
Topic: OIS Fixings Data
Replies: 19
Views: 30968

OIS Fixings Data

<t>What about Japan? I'm a little confused as there are two fixing pages on Reuters; the TONAR and TONAT pages. Comparing the fixing rates with Bloomberg, the TONAR page is out of line, while the TONAT matches up. Does anyone understand the differences between TONAR and TONAT and which one is used b...
by RVP1234
February 8th, 2011, 3:22 pm
Forum: Trading Forum
Topic: Basis risk in FX forwards
Replies: 1
Views: 23707

Basis risk in FX forwards

<t>Hi guys,I have a questions regarding the current levels of interest rate basis present in FX forwards. Can anyone tell me why is basis is present and why it has not been arbitraged away? I.e. the interest rate differential implied by FX forwards on EUR/CHF is less than the interest rate different...
by RVP1234
November 17th, 2010, 3:38 pm
Forum: Careers Forum
Topic: how fast do banks give out offers?
Replies: 14
Views: 24775

how fast do banks give out offers?

Hi guys,I've found myself to be in a very similar situation. Can I ask what sort of push backs HR can have? or anyother barriers that are normally present before the offer is made.CheersD
by RVP1234
October 19th, 2010, 6:50 am
Forum: Careers Forum
Topic: UCL
Replies: 3
Views: 23365

UCL

<r>What's the general perception of UCL (University College London) by employers? It seems the below rankings have UCL as number 4 in the world, higher than Imperial, LSE, etc.<URL url="http://www.topuniversities.com/university-rankings/world-university-rankings/home"><LINK_TEXT text="http://www.top...
by RVP1234
October 6th, 2010, 12:14 pm
Forum: Careers Forum
Topic: C++ and Quant Interview Questions
Replies: 1
Views: 23972

C++ and Quant Interview Questions

Hi Guys,Where can I find typical quant and programming questions typically asked during the interview process?Thanks in advance
by RVP1234
August 3rd, 2010, 1:42 pm
Forum: Careers Forum
Topic: JP Morgan C++ and Math test
Replies: 8
Views: 32046

JP Morgan C++ and Math test

What role are you interviewing for?
by RVP1234
March 16th, 2010, 10:32 am
Forum: Trading Forum
Topic: Vega/Gamma
Replies: 2
Views: 30518

Vega/Gamma

Hi Guys,When an option trader says:"Clearly sellers of both gamma and vega are dominant at the moment .."What does this mean?
by RVP1234
September 10th, 2009, 8:51 am
Forum: Careers Forum
Topic: Looking for some PhD students
Replies: 10
Views: 36818

Looking for some PhD students

Guys, I'm looking to get some PhD students to do some part-time contract quant work (which they will be paid for!). If you know of any please can you get them to contact me.
by RVP1234
July 10th, 2009, 10:28 am
Forum: Careers Forum
Topic: Moving to Research Internally
Replies: 2
Views: 36860

Moving to Research Internally

Hi Guys,Currently I'm working in a trading role with a fund, but I feel my skills would be more suited to a research role (i.e. my modelling and coding ability). What is the best way to go about moving internally? Should I talk to my current manager? HR Manager?
by RVP1234
April 24th, 2009, 12:51 pm
Forum: Trading Forum
Topic: FX Steaming API
Replies: 2
Views: 40847

FX Steaming API

Hi Guys,Would anyone happen to know a good API provider to good real time FX prices?Thanks in advance
by RVP1234
April 1st, 2009, 11:03 am
Forum: Careers Forum
Topic: Hertfordshire
Replies: 4
Views: 41220

Hertfordshire

Don't even think about it
by RVP1234
March 11th, 2009, 1:27 pm
Forum: Careers Forum
Topic: Importance of Bayesian Statistics
Replies: 5
Views: 43430

Importance of Bayesian Statistics

Hi guys, I think its fair to say that bayesian statistics in finance is still pretty new. Do any of you see any growth within the next 5 years?
by RVP1234
January 20th, 2009, 11:57 am
Forum: Careers Forum
Topic: Bank Prop Desk
Replies: 1
Views: 43907

Bank Prop Desk

Does any one know which banks have closed their prop desks in FX and which ones are hiring (if any)?Thanks
by RVP1234
November 18th, 2008, 2:13 pm
Forum: Careers Forum
Topic: How much a junior Stat Arb + Algo Trader can earn?
Replies: 3
Views: 47698

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

I'd say £60K - £100K at a larger fund
by RVP1234
November 14th, 2008, 8:34 am
Forum: Careers Forum
Topic: Quantitative Trading
Replies: 7
Views: 48146

Quantitative Trading

<t>I think there are 3 classes of quantitative traders. Algorithmic, Quantitative, MathematicalAlgorithmic traders use programs to try and achieve efficient execution and minimise market impact. Popular models include VWAP, TWAP.Quantitative trading involves trading purely based on statistical and m...
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