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by DigitalRain
January 28th, 2013, 6:24 pm
Forum: Student Forum
Topic: What is the significance of realized volatility?
Replies: 11
Views: 9655

What is the significance of realized volatility?

<t>QuoteOriginally posted by: Alan1. Is this for a Masters or PhD? 2. The 'realized range' is a good example of what you should try for.By that, I mean the following. Suppose no one had thought of using therange as an alternative volatility estimator. Then, doing so would be a greatthesis for you. (...
by DigitalRain
January 28th, 2013, 5:28 pm
Forum: Student Forum
Topic: What is the significance of realized volatility?
Replies: 11
Views: 9655

What is the significance of realized volatility?

thanks bud! there's another area I came across which is something called the realized rangeinputs?
by DigitalRain
January 28th, 2013, 5:05 pm
Forum: Student Forum
Topic: What is the significance of realized volatility?
Replies: 11
Views: 9655

What is the significance of realized volatility?

<t>thanks again for your reply. i forgot to mention earlier that I basically want to write a thesis so I can put it in my resumes to enhance my employability and credentials so hence is the topic of realized volatility worthy of consideration?can anyone recommend any good topics to write about invol...
by DigitalRain
January 22nd, 2013, 4:45 pm
Forum: Student Forum
Topic: What is the significance of realized volatility?
Replies: 11
Views: 9655

What is the significance of realized volatility?

<t>Thanks for the input fellas.On the ther hand theres a topic with another supervisor in regards to extreme value theory and its application in regards to predicting catastrophic events arising in the markets.In comparison of this subject and the other one i mentioned previously. Which one do you t...
by DigitalRain
January 22nd, 2013, 12:32 pm
Forum: Student Forum
Topic: What is the significance of realized volatility?
Replies: 11
Views: 9655

What is the significance of realized volatility?

As part of my postgraduate course, my supervisor has selected the topic on measuring realized volatility.Question is, is realized volatility a "popular topic" in the Quant industry? By that, are IBs and Prop Trading firms interested in this area of topic?
by DigitalRain
January 3rd, 2013, 3:35 am
Forum: Student Forum
Topic: Topic to write about in my minor thesis
Replies: 0
Views: 8812

Topic to write about in my minor thesis

<t>Hi all, I need your help.As part of my course I need to write a minor thesis in econometrics. However I am swaying towards more of a focus on financial econometrics. As a student, I was wondering what are they hot topics in the "quant world" today? That is, what are the issues and topics that fin...
by DigitalRain
November 17th, 2012, 4:28 pm
Forum: Careers Forum
Topic: Quantitative Research Firms
Replies: 1
Views: 10432

Quantitative Research Firms

Does anyone know any firms other than BBIBs that has a Quant Research division?Any input will be greatly appreciated!Thanks!
by DigitalRain
July 29th, 2012, 4:49 pm
Forum: Careers Forum
Topic: Are MCMC methods useful in finace (Gibbs sampling and Metropolis-Hasting algo)
Replies: 8
Views: 15523

Are MCMC methods useful in finace (Gibbs sampling and Metropolis-Hasting algo)

<t>Hi all,At the moment i am given the option to study bayesian inference however the course is centred around programming on R (a stats package) and the major area is pretty much on MCMC (markov chain monte carlo simulations).Given the course the Gibbs sampling algo and the Metropolis-Hastings algo...
by DigitalRain
March 5th, 2011, 5:08 am
Forum: Programming and Software Forum
Topic: Good C++ for finance for newbie
Replies: 21
Views: 28293

Good C++ for finance for newbie

I was wondering wats a good book for someone who has no experience in C++ and has application involving finance, which is used commonly today in the quant world?Any suggestions is much appreciated. Thanks!!
by DigitalRain
February 21st, 2011, 2:18 pm
Forum: Careers Forum
Topic: Which is more useful: VBA and SQL or Java?
Replies: 45
Views: 29986

Which is more useful: VBA and SQL or Java?

<t>QuoteOriginally posted by: HansiQuoteOriginally posted by: DigitalRainWould it be correct to say if i did study for vba it will enhance my employment prospect or make my application stand out more?Not really, almost everyone who applies for a job in finance puts VBA on their CV independent of the...
by DigitalRain
February 21st, 2011, 2:17 pm
Forum: Careers Forum
Topic: Which is more useful: VBA and SQL or Java?
Replies: 45
Views: 29986

Which is more useful: VBA and SQL or Java?

<t>QuoteOriginally posted by: quantmehQuoteOriginally posted by: DigitalRainWould it be correct to say if i did study for vba it will enhance my employment prospect or make my application stand out more?learn all three at once, vb, java, sql. if you cant do it, forget programming jobs. it's not for ...
by DigitalRain
February 21st, 2011, 1:56 pm
Forum: Careers Forum
Topic: Which is more useful: VBA and SQL or Java?
Replies: 45
Views: 29986

Which is more useful: VBA and SQL or Java?

<t>QuoteOriginally posted by: HansiQuoteOriginally posted by: DigitalRainQuoteOriginally posted by: HansiQuoteOriginally posted by: DigitalRainSo in a way ur saying VBA is being phased out now and being replaced by some other programming language?Nope that's not viable to happen for a number of year...
by DigitalRain
February 21st, 2011, 1:18 pm
Forum: Careers Forum
Topic: Which is more useful: VBA and SQL or Java?
Replies: 45
Views: 29986

Which is more useful: VBA and SQL or Java?

<t>QuoteOriginally posted by: HansiQuoteOriginally posted by: DigitalRainSo in a way ur saying VBA is being phased out now and being replaced by some other programming language?Nope that's not viable to happen for a number of years.thanks!Do u think doing VBA will enhance my employment prospects (ge...
by DigitalRain
February 21st, 2011, 12:34 pm
Forum: Careers Forum
Topic: Which is more useful: VBA and SQL or Java?
Replies: 45
Views: 29986

Which is more useful: VBA and SQL or Java?

<t>QuoteOriginally posted by: phil451It depends.For Front Office RAD work you will mostly need VBAFor Application development you will mostly need Java/C#Despite repeated initiatives within IBsto replace RAD developed spreadsheets with stable and relatively robust applications, spreadsheets are like...
by DigitalRain
February 21st, 2011, 5:43 am
Forum: Careers Forum
Topic: Which is more useful: VBA and SQL or Java?
Replies: 45
Views: 29986

Which is more useful: VBA and SQL or Java?

<t>Quite lost here.So which one is more used widely or should i say more appealing for prospective employers (listed in my resume):Having VBA code writing skills orJava.The VBA course at my uni covers:Record Macro, data validation, if() function, protecting cells, ActiveX controls, Object and string...
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