<t>Can anybody help me out working with conditional variance single step prediction in Matlab?I have fitted a garch model using the garchfit function. Once done, I intend to use it to predict one observation forward and try to plot it against the real series. Can anybody suggest me a function or met...

<t>QuoteYou could. The pros is that the same code could be integrated for real-time trading if you don't go to extreme high frequency. Last AutomatedTrader magazine (Q2 2009) has a nice review how to do that.The cons:1. Possible "look into the future" cheating. Disabled in standard backtesting softw...

QuoteHaha, let me know what you're trading, i'd love to trade with youYou mean trading against you...?

Somebody just tell me, is IIM really gonna help me in this?I thought, finance programs in IIM is not comp-fin oriented

<t>ROFL....This is singularly the best thread I have come across on Wilmott. Yes, there was also a thread on determination of a call structured note. But it sheerly beats in the surprise factor. A piece of mind: If you are a quant, then you surely dont want to ask dating advice from people who are d...

<t>QuoteOriginally posted by: arsjaySo, the bottomline is, had our(Indian) education system been a bit more developed, we would have more deserving candidates study in good schools(think about it, close to 3.5million guys appear for admissions in IIT every year, and guess what.How many seats are the...

<t>QuoteYou will never get an interview call with this resume. You are in the wrong place(What are u doing in Assam?). You don't have any big names in your resume(you are not from a well known university and you have not even worked for a well known company in India). Try to get into big schools for...

<r>QuoteIf you are in Mumbai you can take some classes from <URL url="http://www.pristinecareers.com/index.htmThanks,I">http://www.pristinecareers.com/index.htmThanks,I</URL> did go through the link you sent. It definitely is a good step, but I was looking forward for preferably more "hard core" qua...

<t>QuoteThe thing I found out that most people who don't attend these premier institutes don't have the exposure to think beyond the obvious , thus they tend to settle for less.I absolutely second this. Far better than anything else in IIT/IIM is the tremendous ecosystem of ideas, and intellectualis...

<t>QuoteOriginally posted by: sidkumraQuoteNo you got it wrong. I am based in India and the bad news is I dont have an IIT/IIM degree. Not an MBA(didnt really understand what MBA has to do with FE, hence didnt quite pursue it). So thats that. And $40k is a lot out here Oracle,MS, Goog pay around in ...

<t>QuoteI think that people are fully aware that even if you have MFE / MBA / PhD from USA, those people from IIT / IIM General Category are probably a lot smarter than you. Those IIT people have no hesitation to turn down full scholarships from MIT / Stanford / CalTech if they are able to get admis...

QuoteOriginally posted by: RiskUserAMBA Research have offices in SL and India - not sure how they split the work.Thanks

QuoteOriginally posted by: KackToodleson the upside, the work is much more relaxed in india. they take weeks to do simple things that would be done in one new york hour. Haha... didnt really know that

<t>QuoteThere are lot of quant jobs in India. GS and MS have shifted a lot of back-office work to India. The pay is very low, only about $40K or Rs. 18 lacs. They hire mostly from IIT / IIM / returning USA PhDs. I think that they will hire USA PhDs from any USA university and do not require any IVY ...

<t>Any update on this thread? I think I am in the same position today Quant2000 was back in '03 An ECE graduate, largely self taught in financial techniques like time series modelling, stochastic pde etc , looking for getting my foot inside the room. I think in the previous two three years the situa...