SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 110 matches

  • 1
  • 2
  • 3
  • 4
  • 5
  • 8
by martingull
October 8th, 2015, 8:06 am
Forum: Careers Forum
Topic: Programmer/Analyst Aptitude Test - CEB
Replies: 5
Views: 11329

Programmer/Analyst Aptitude Test - CEB

<t>I just got a request to do this test for a job interview. They want me(and everybody who went through the first screening) to do the test. If you 'make it', there will be another round. I've heard that the cutoff is 85% (don't know what this means, or if its true). Would be nice with some example...
by martingull
January 18th, 2012, 1:34 pm
Forum: Careers Forum
Topic: Specialisations of AI ==> finance.
Replies: 11
Views: 17016

Specialisations of AI ==> finance.

@celala That would be great. I'll PM you when I am in Amsterdam
by martingull
January 18th, 2012, 1:32 pm
Forum: Student Forum
Topic: Filtering extreme returns papers
Replies: 2
Views: 14268

Filtering extreme returns papers

<t>Hi,I am currently working on an academic paper and I need some help finding some littérateur. In the paper 'Idiosyncratic risk and the cross-section of expected stock returns' Fu removes all observations which has a monthly return of over 300%. He neglects in citing anything for this choice, so m...
by martingull
January 18th, 2012, 1:13 pm
Forum: General Forum
Topic: Fine wine assets and fund's
Replies: 27
Views: 17614

Fine wine assets and fund's

<r>Hi,had some paper lying around work titled 'fine wine as an alternative investment', don't remember the author. A quick search a google scholar revelled some papers (<URL url="http://scholar.google.com/scholar?q=fine+wine+as+an+alternative+investment&hl=en&btnG=Search&as_sdt=1%2C5&...
by martingull
January 2nd, 2012, 1:57 pm
Forum: Careers Forum
Topic: Specialisations of AI ==> finance.
Replies: 11
Views: 17016

Specialisations of AI ==> finance.

<t>QuoteOriginally posted by: spv205I would say that Machine learning is a subset of AI. (other areas are eg computer vision/reasoning/language)I don't believe sentiment analysis is currently being used much ( except to bring in investors!)I would say Machine learning & statistical models for hu...
by martingull
December 22nd, 2011, 3:03 pm
Forum: General Forum
Topic: Annualize Standard Deviation
Replies: 6
Views: 19626

Annualize Standard Deviation

QuoteOriginally posted by: daveangelstudent forum ?agreed, student forum
by martingull
December 22nd, 2011, 12:09 pm
Forum: Careers Forum
Topic: Specialisations of AI ==> finance.
Replies: 11
Views: 17016

Specialisations of AI ==> finance.

<t>QuoteOriginally posted by: taylanHi Martin,I am doing a PhD. on Machine Learning Techniques in Finance, in Intelligent Systems Lab, UVA, Amsterdam. I have been struggling to find a mid-point between finance and Machine learning as well. I have to admit it's not an easy challenge to satisfy both f...
by martingull
December 22nd, 2011, 9:04 am
Forum: General Forum
Topic: Entering in the recession and you will never recover.
Replies: 0
Views: 14855

Entering in the recession and you will never recover.

<t>Hi,I frequently hear people cite some paper(s) that gives 'evidence' that people that enter the job market during a recession will have a less prosperous future than people that enter during a boom. The paper(s) are often said to test for many factors that explains future income but the most pron...
by martingull
December 22nd, 2011, 8:50 am
Forum: Careers Forum
Topic: Career path with combination of CFA and CQF?
Replies: 10
Views: 18966

Career path with combination of CFA and CQF?

<t>QuoteOriginally posted by: DDUKONQuoteOriginally posted by: lichaoAn analyst in investment management company? or a trader role in IB? For myself, I don't really like pure programing jobs, or pure quant jobs, but also, I like quantiative finance very much.Get a job first . Situations are very com...
by martingull
December 22nd, 2011, 8:13 am
Forum: Careers Forum
Topic: Specialisations of AI ==> finance.
Replies: 11
Views: 17016

Specialisations of AI ==> finance.

<t>Hi,I am currently applying for an artificial intelligence program in VU in Amsterdam. As I am already working in finance and would continue to work in finance after this graduate degree it is important to me that the education can be related to finance. The current list of specialisations Click h...
by martingull
December 22nd, 2011, 7:58 am
Forum: Student Forum
Topic: Mean-Variance optimization
Replies: 6
Views: 16715

Mean-Variance optimization

<t>QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: StrandiThanks, good to hear that the standard formula blows up and that it is not necessarily my spreadsheet :-)But strange enough the formula also blows up when the correlation = -0.8 - any idea why?Chances are, you've made the ma...
by martingull
October 31st, 2011, 9:15 am
Forum: General Forum
Topic: Minimum Volatility Portfolios
Replies: 4
Views: 18950

Minimum Volatility Portfolios

<t>Well sorry it seems that my question was not clear enough.I am looking for providers of low volatility portfolios. The portfolios can be sort-based or optimized portfolios. (Sort based is when you calculate volatility and include the low vol stocks. Optimized is when you solve for the minimum vol...
by martingull
October 28th, 2011, 2:26 pm
Forum: General Forum
Topic: Minimum Volatility Portfolios
Replies: 4
Views: 18950

Minimum Volatility Portfolios

<t>Hello All,I am doing an assessment of different minimum volatility schemes at work and I need some help finding more providers. So far I have found MSCI Min Vol, MSCI Risk Weighted, Russel Defensive, Russel Volatility Control, Stoxx Min Vol and S&P500 Low Vol. As you probably can see from my ...
by martingull
October 25th, 2011, 4:15 pm
Forum: General Forum
Topic: Dividend Yield in CRSP
Replies: 0
Views: 18012

Dividend Yield in CRSP

<t>Hi,I just need some help checking some work I am doing with factor models. I have created a dividend yield factor by using CRSP data where i took the (dividend) adjdiv data type and divided it with the (price) prc data type. Does anyone have any idea if these are the correct data types or the cor...
by martingull
September 19th, 2011, 2:24 pm
Forum: Student Forum
Topic: Bonds with weekly returns
Replies: 0
Views: 16462

Bonds with weekly returns

<t>Hi,I am currently working on a project where I need weekly returns way back in time. Ideally I would like data from mid 1963, but this probably does not exist. So does anybody know of any bond-index providers that have good historical data? So far the oldest I have find is Bank of America ML whic...
  • 1
  • 2
  • 3
  • 4
  • 5
  • 8
GZIP: On