SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by mrozel
June 19th, 2015, 4:45 pm
Forum: General Forum
Topic: Everybody is doing it -- Modern Portfolio Theory
Replies: 3
Views: 3164

Everybody is doing it -- Modern Portfolio Theory

<t>I've never seen a list of competing theories and it seems that most firms on some level build off the modern portfolio theory, efficient frontiers, or whatever the kids are calling it these days. MPT is old (outdated?). So, I ask...In the realm of portfolio optimization, what are some competing t...
by mrozel
April 29th, 2014, 5:22 pm
Forum: Trading Forum
Topic: Backtest performance measure
Replies: 18
Views: 9303

Backtest performance measure

<r>Quote and I'm kind of amazed at how many performance metrics there are. Not sure how popular this package is, but yeah... lots of performance metrics <URL url="http://cran.r-project.org/web/packages/PerformanceAnalytics/PerformanceAnalytics.pdfQuote"><LINK_TEXT text="http://cran.r-project.org/web...
by mrozel
April 24th, 2014, 11:25 pm
Forum: Careers Forum
Topic: Services to Buy Side Career
Replies: 3
Views: 5116

Services to Buy Side Career

Well... I am. Still, that is a good question but the problem lies in capital needs, compliance, and industry knowledge. The way I see it, getting my foot in the door will open many more doors in return. This has been a hurdle on my own. Wouldn't you agree?
by mrozel
April 23rd, 2014, 8:21 pm
Forum: Careers Forum
Topic: Services to Buy Side Career
Replies: 3
Views: 5116

Services to Buy Side Career

<t>I'm looking at a "Junior Trader" job posting (and a few others) that are a near perfect fit to my credentials. I am curious what it takes to get your foot in the door for these firms.I have a BS in Finance and have worked in IT for a financial services firm (BPS) the last few years. My passion is...
by mrozel
April 23rd, 2014, 8:16 pm
Forum: The Quantitative Finance Code Library Project
Topic: From Services to a Buy Side Career
Replies: 0
Views: 8228

From Services to a Buy Side Career

ah. wrong forum...
by mrozel
January 18th, 2012, 5:34 pm
Forum: Careers Forum
Topic: Where to take successful strategies. Where to start?
Replies: 5
Views: 15249

Where to take successful strategies. Where to start?

<t>QuoteOriginally posted by: farmerQuoteOriginally posted by: mrozel(>5% month) in its paper trading accountThe difference between paper trading and real trading, and between real trading with $100,000 and real trading with $10,000,000, can easily be many times 5% a month.I hear you on that, I unde...
by mrozel
January 16th, 2012, 6:17 pm
Forum: Careers Forum
Topic: Where to take successful strategies. Where to start?
Replies: 5
Views: 15249

Where to take successful strategies. Where to start?

<t>I have a fully automated portfolio that I have been working with that has proven to be extremely successful and has been generating some out of this world returns(>5% month) in its paper trading account. Due to limited capital and SEC rules (day trading restrictions) I have been unable to trade t...
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