SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 46 matches

by finitud
November 7th, 2012, 10:07 am
Forum: Trading Forum
Topic: about the index arbitrage
Replies: 5
Views: 11178

about the index arbitrage

What are you trying to achieve?
by finitud
November 1st, 2012, 9:12 am
Forum: Trading Forum
Topic: about the index arbitrage
Replies: 5
Views: 11178

about the index arbitrage

Principal Component Analysis?
by finitud
October 10th, 2012, 9:34 am
Forum: Technical Forum
Topic: Aggressive Algorithms
Replies: 11
Views: 11265

Aggressive Algorithms

Why not charge fees per bandwidth usage instead of per executed order? Simple, directly related to costs, and doesn't incentivize bogus quoting.
by finitud
September 14th, 2012, 6:17 am
Forum: Careers Forum
Topic: shared account
Replies: 39
Views: 13074

shared account

Actually... shouldn't this be in the Off Topic or General forum?
by finitud
September 14th, 2012, 6:16 am
Forum: Careers Forum
Topic: shared account
Replies: 39
Views: 13074

shared account

<t>I share an account with my partner, purpose being it's useful for shared expenses (rent, groceries, bills...), since you don't have to add the bills, split the total, etc. Just put X money every month and direct debit everything there. Obviously each of us get paid in a different account, which a...
by finitud
August 29th, 2012, 1:02 pm
Forum: Careers Forum
Topic: Science vs Industry
Replies: 205
Views: 20021

Science vs Industry

<t>QuoteOriginally posted by: DevonFangsQuoteOriginally posted by: carinathank you for sharing your opinion!since you have explained so much, I am also going to tell you what I meant with boring programming job: at least from my perspective, programming is an useful tool, but it should not be a scop...
by finitud
August 29th, 2012, 9:45 am
Forum: Careers Forum
Topic: Science vs Industry
Replies: 205
Views: 20021

Science vs Industry

He has another (newer) blog at Reuters: http://blogs.reuters.com/emanuelderman/
by finitud
August 28th, 2012, 6:03 pm
Forum: Careers Forum
Topic: Science vs Industry
Replies: 205
Views: 20021

Science vs Industry

<t>We are stuck in the "quant question" because the term "quant" is as roughly as generic as the term "scientist". What does a scientist do? Some clean Petri dishes, some do night shifts in underground labs, some spend their day coding, some use paper and pencil as their tools. With the term quant, ...
by finitud
August 1st, 2012, 7:20 am
Forum: Careers Forum
Topic: Physics Undergrad to Quant
Replies: 10
Views: 13273

Physics Undergrad to Quant

<t>QuoteOriginally posted by: EriatarkaQuoteOriginally posted by: katastrofaAlmost certainly, people will still do research in physics 10, 20 or 30 years in the future.It's hard to say if quants will still be employed, or derivatives still traded, 10 years from now.Yeah and if you start a physics Ph...
by finitud
July 27th, 2012, 3:21 pm
Forum: Student Forum
Topic: differential squared
Replies: 2
Views: 11074

differential squared

If you're doing y=1+dx+..., in the dx->0 limit y=1.
by finitud
July 27th, 2012, 3:19 pm
Forum: Careers Forum
Topic: Entry Level Job vs. Post-doc
Replies: 17
Views: 14172

Entry Level Job vs. Post-doc

<t>Depends on what you want to do, but it doesn't hurt to hedge yourself. If you have a postdoc offer, use it to look for a HF job in the mean time, if that's what you want to do. Of course, the down side of a postdoc is the risk to end up for 2y in a remote boring village where the only social life...
by finitud
July 24th, 2012, 7:58 am
Forum: Careers Forum
Topic: Financial Software Houses
Replies: 19
Views: 13484

Financial Software Houses

Two firms on the dev side that are usually hiring in London are OpenGamma and TIMGroup.
by finitud
July 23rd, 2012, 8:41 am
Forum: Careers Forum
Topic: CQF vs MSc - I just did both
Replies: 38
Views: 63655

CQF vs MSc - I just did both

Learn the basics of C++ and then do mj's book on C++. Since you'll need to know s/w dev good practices, some s/w eng can be helpful to know.
by finitud
July 18th, 2012, 9:54 am
Forum: Technical Forum
Topic: Wilmott - Alternative BS derivation
Replies: 11
Views: 12746

Wilmott - Alternative BS derivation

The "Frequently Asked Questions on Quantitative Finance" book has a collection of BS derivations, maybe there?
by finitud
July 11th, 2012, 7:18 am
Forum: Careers Forum
Topic: SURVEY - WHY DO 50% OF QUANTS LEAVE QA AFTER 5 YEARS?
Replies: 45
Views: 20991

SURVEY - WHY DO 50% OF QUANTS LEAVE QA AFTER 5 YEARS?

QuoteOriginally posted by: Gamal10Y ago it was possible, not any more these days, I'm afraid. You're late.It is still possible to make EUR 2m, just not as a quant.
GZIP: On