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Search found 15 matches

by stratamad
August 17th, 2010, 8:49 pm
Forum: Careers Forum
Topic: Trader in New York
Replies: 46
Views: 31223

Trader in New York

by stratamad
May 9th, 2010, 3:47 pm
Forum: Programming and Software Forum
Topic: How to Build & Automate a Clean and Sanitary FX Database
Replies: 6
Views: 30106

How to Build & Automate a Clean and Sanitary FX Database

<t>Hi ntxman,Thanks for the detailed response and yes this should be helpful. I will share it with the team. Yes, it looks really solid for us getting more and more business scrubbing data and building databases. We have some comparitive advantageous in handling this type of work. We also ussually f...
by stratamad
May 4th, 2010, 3:41 pm
Forum: Programming and Software Forum
Topic: How to Build & Automate a Clean and Sanitary FX Database
Replies: 6
Views: 30106

How to Build & Automate a Clean and Sanitary FX Database

<t>Farmer:Regarding Manipulations. Data from BBG often has been changed. For example, you will sometimes come across 4 or 5 days in row where the currency closing spot price is exactly the same for each day down to several decimal places. This is highly unlikely. BBG has applied some set of rules to...
by stratamad
April 30th, 2010, 12:52 pm
Forum: Programming and Software Forum
Topic: How to Build & Automate a Clean and Sanitary FX Database
Replies: 6
Views: 30106

How to Build & Automate a Clean and Sanitary FX Database

<t>Greetings Forum Members, Our internal quant group is in the process of building an emerging market currency database. We have done a whole slew of financial database projects in the past, but we have never done one exactly like this. We wanted to cross check some of our ideas with the forum. Gene...
by stratamad
April 1st, 2010, 7:35 pm
Forum: Careers Forum
Topic: Goldman - Options Research versus Detusche-Money Market Derivatives
Replies: 3
Views: 30343

Goldman - Options Research versus Detusche-Money Market Derivatives

<t>My company does outsourced quant work from India, China, others on a large scale for folks like the ones you mention. Not just trade ops or data cleaning/assurance dressed up as quant, although that too! Real strategy stuff is given to those who excel. Why wouldn't it! There are a billion people ...
by stratamad
April 1st, 2010, 7:17 pm
Forum: Careers Forum
Topic: will relocating to NYC help the job search a lot?
Replies: 48
Views: 39822

will relocating to NYC help the job search a lot?

<t>If you really WANT to do quant work you won't let anything get in your way. Sounds like you are not sure since you are considering the other job. Think hard, don't bounce around. Make a long term goal and stick with it. Offer yourself at half price if needed. Do the grunt work until a better oppo...
by stratamad
October 31st, 2009, 4:11 pm
Forum: Technical Forum
Topic: CIO of 5+ Billion Hedge Fund – Quant Finance Research Needed
Replies: 3
Views: 33955

CIO of 5+ Billion Hedge Fund – Quant Finance Research Needed

<t>To Anthis,It has certainly crossed my mind. However, I have been forthright with this individual on our capabilities from the outset (in writing on several occasions). He wants quality research and support from our firm. Why wouldn't accessing a forum like Wilmott to get the job done effectively ...
by stratamad
October 31st, 2009, 4:00 pm
Forum: General Forum
Topic: CIO from 5+ Billion Hedge Fund - Detailed Quant Research Needed
Replies: 8
Views: 34266

CIO from 5+ Billion Hedge Fund - Detailed Quant Research Needed

<t>To Farmer,Thanks for taking the time to reply!With regards to econ, testing, trading combo – 1. Do you have any papers/materials/references on hand that outline various econometric models used to relate relative interests rates with exchange rates. Still broad but maybe there are some shining sta...
by stratamad
October 31st, 2009, 3:56 pm
Forum: General Forum
Topic: CIO from 5+ Billion Hedge Fund - Detailed Quant Research Needed
Replies: 8
Views: 34266

CIO from 5+ Billion Hedge Fund - Detailed Quant Research Needed

<t>To Dominic,I must say, I have had many laughs reading your posts over these years; thanks for this. Also, thanks for taking the time to respond. Your inputs show that you understand my situation as a salesperson. In response to your comments:1. With Regards to "Topic 3" Nice Idea! Yes, given the ...
by stratamad
October 31st, 2009, 3:45 pm
Forum: General Forum
Topic: CIO from 5+ Billion Hedge Fund - Detailed Quant Research Needed
Replies: 8
Views: 34266

CIO from 5+ Billion Hedge Fund - Detailed Quant Research Needed

<t>To J,Thanks for taking the time to reply!No list - This serves as example of the type of study we would work with them on. They want to see our approach. As Dominic said, we can suggest “Topic 3” and give reasons. They are not aren't necessarily looking for heavy thought leadership or a dazzling ...
by stratamad
October 30th, 2009, 5:31 pm
Forum: General Forum
Topic: CIO from 5+ Billion Hedge Fund - Detailed Quant Research Needed
Replies: 8
Views: 34266

CIO from 5+ Billion Hedge Fund - Detailed Quant Research Needed

<t>The potential client wants to understand how we would process quantitative historical investment research for the following two example projects:Research Topic #1 – Empirically examine the daily historical interaction between changes in relative interest rates and exchange rates on a predictive b...
by stratamad
October 30th, 2009, 2:38 pm
Forum: Technical Forum
Topic: CIO of 5+ Billion Hedge Fund – Quant Finance Research Needed
Replies: 3
Views: 33955

CIO of 5+ Billion Hedge Fund – Quant Finance Research Needed

<t>Greetings Wilmottians, I have been a passive observer on this forum for almost two years. I am also a past CQFer – Saludos!Currently, I am a research salesperson in a global research firm. We have a quant finance research team of over 150+ people holding PhDs, Masters in Engineering/Science, MBAs...
by stratamad
October 30th, 2009, 2:34 pm
Forum: General Forum
Topic: CIO from 5+ Billion Hedge Fund - Detailed Quant Research Needed
Replies: 8
Views: 34266

CIO from 5+ Billion Hedge Fund - Detailed Quant Research Needed

<t>Greetings Wilmottians, I have been a passive observer on this forum for almost two years. I am also a past CQFer – Saludos!Currently, I am a research salesperson in a global research firm. We have a quant finance research team of over 150+ people holding PhDs, Masters in Engineering/Science, MBAs...
by stratamad
October 26th, 2009, 10:26 pm
Forum: Careers Forum
Topic: Two sigma investments interview
Replies: 23
Views: 63585

Two sigma investments interview

I used to work in that building. I made friends with some of the analysts/managers. They would invite me up and I would raid there refrigerator. It was always stocked with good stuff. Great folks that were very kind and generous. If you work there, you will enjoy it!Good luck!
by stratamad
September 21st, 2009, 11:44 pm
Forum: Careers Forum
Topic: Any quant jobs in India?
Replies: 82
Views: 219328

Any quant jobs in India?