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Search found 18 matches

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by jmskny
July 19th, 2011, 12:34 pm
Forum: Careers Forum
Topic: first interview/test with DPFM London, wht to expect?
Replies: 2
Views: 43074

first interview/test with DPFM London, wht to expect?

<r>The focus is on quant trading strategies and the firm has an academic style. Math brain-teasers. (E.g. statistics, probabilities, applied maths).Check out the following past papers covering advanced probability, statistics, etc. I think they would be useful pre-reading. <URL url="http://www.maths...
by jmskny
November 23rd, 2010, 5:44 pm
Forum: Trading Forum
Topic: Any books or references for newbies in quantitative equity trading?
Replies: 5
Views: 42575

Any books or references for newbies in quantitative equity trading?

Check out: Statistical Arbitrage: Algorithmic Trading Insights and Techniques (Wiley Finance)Active Portfolio Managementhttp://quantyjobs.blogspot.com/2010/10/i-recommend-these-books-for-pre.html
by jmskny
November 23rd, 2010, 5:39 pm
Forum: Careers Forum
Topic: hitting the books, but what books?
Replies: 21
Views: 49980

hitting the books, but what books?

<r>You can check out some of these books. For high frequency market making look at machine learning & time series and programming. For mid frequency quant trading look at portfolio management, optimisation, time series. Time Series Analysis: With Applications in R (Springer Texts in Statistics)D...
by jmskny
September 20th, 2010, 6:50 am
Forum: Careers Forum
Topic: HIGH FREQUENCY TRADERS - SETTING UP SILO BUSINESSES
Replies: 6
Views: 26201

HIGH FREQUENCY TRADERS - SETTING UP SILO BUSINESSES

<t>Sorry, I'm not able to give any specific figures at this stage and as technology/speed moves on quickly it would be out of date fairly soon. However, I can tell you that they have been hiring traders with speed arb and high frequency market making strategies from some of the better shops in Chica...
by jmskny
September 20th, 2010, 6:46 am
Forum: Careers Forum
Topic: HIGH FREQUENCY TRADERS - SETTING UP SILO BUSINESSES
Replies: 6
Views: 26201

HIGH FREQUENCY TRADERS - SETTING UP SILO BUSINESSES

They offer high quality execution + the relevant infastructure and data to get up and running.
by jmskny
September 17th, 2010, 7:49 am
Forum: Careers Forum
Topic: HIGH FREQUENCY TRADERS - SETTING UP SILO BUSINESSES
Replies: 6
Views: 26201

HIGH FREQUENCY TRADERS - SETTING UP SILO BUSINESSES

<t>This relevant to high frequency traders who require technology and infastructure rather than large amounts of capital. This type of trader is probably not going to come from a traditional hedgefund, more likley a prop trading firm or prop desk that specialises in high frequency trading and market...
by jmskny
September 16th, 2010, 5:02 pm
Forum: Careers Forum
Topic: Quant trading: electronic options market making vs. delta one vs. high frequency FX, which one is better?
Replies: 5
Views: 37858

Quant trading: electronic options market making vs. delta one vs. high frequency FX, which one is better?

<t>It depends where you are based The main HF equity option firms are based in the states. there are a few firms doing it in Europe, mostly Amsterdam and London. - (but not many) there are a growing number of firms in Asia. HF FX trading is generally a good area to be, however - are you working in a...
by jmskny
September 16th, 2010, 4:44 pm
Forum: Careers Forum
Topic: What's the future career path of a high frequency programmer/trader?
Replies: 18
Views: 40405

What's the future career path of a high frequency programmer/trader?

I'm in touch with a specialist private equity firm that seeds high freq trading firms.
by jmskny
September 16th, 2010, 4:38 pm
Forum: Careers Forum
Topic: What's the future career path of a high frequency programmer/trader?
Replies: 18
Views: 40405

What's the future career path of a high frequency programmer/trader?

<t>If you are a high frequency trader @ a good shop with a profitable strategy, high sharpe (8+) and the ability to conduct your own R&D and able to do your own backtests, simulations etc - or if you lead a team and have a very profitable strategy, then you should approach me and I could put you...
by jmskny
September 16th, 2010, 4:24 pm
Forum: Careers Forum
Topic: Knowledge base for algorithmic high frequency trading
Replies: 8
Views: 49250

Knowledge base for algorithmic high frequency trading

<t>HFT is bigger in the states so most HF traders get educated in the US. CMU, MIT & Caltec guys seem to be most popular, - most HF shops get the Crem del la creme from the top technical/sci uni's when they do the milk rounds. CompSci and Electrical Enginners are often top of the list. There are...
by jmskny
September 16th, 2010, 4:07 pm
Forum: Careers Forum
Topic: Less well-known high frequency trading shops
Replies: 6
Views: 47065

Less well-known high frequency trading shops

I know the less well known firms. Send me an email if you would like to discuss.
by jmskny
September 16th, 2010, 4:03 pm
Forum: Careers Forum
Topic: Stat Arb / High frequency in London
Replies: 1
Views: 49053

Stat Arb / High frequency in London

I'm looking for high frequency traders in London, NYC and Asia. Call me for more information on the specific firms.
by jmskny
September 16th, 2010, 4:00 pm
Forum: Careers Forum
Topic: systematic high frequency trading methods
Replies: 13
Views: 140557

systematic high frequency trading methods

<r><URL url="http://www.bearmarketinvestments.com/time-to-revisit-rentecs-allegedly-illegal-dark-pool-limit-order-and-swap-transaction-strategies"><LINK_TEXT text="http://www.bearmarketinvestments.com/ti ... strategies">http://www.bearmarketinvestments.com/time-to-revisit-rentecs-allegedly-illegal-d...
by jmskny
September 16th, 2010, 3:48 pm
Forum: Careers Forum
Topic: High Frequency FX
Replies: 7
Views: 165338

High Frequency FX

Incidently, if your looking for a HF FX prop role let me know. I might be able to help.
by jmskny
September 16th, 2010, 3:44 pm
Forum: Careers Forum
Topic: High Frequency FX
Replies: 7
Views: 165338

High Frequency FX

It can be order flow analysis. Generally machine learning and data mining methods are used to find corrolations in data and strategies are built around this. Some firms use statistical methods, (particularly bayesian methods) and time series.
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