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by quantmax
October 25th, 2010, 11:00 pm
Forum: Careers Forum
Topic: Is the crisis really that bad?
Replies: 29
Views: 28253

Is the crisis really that bad?

<t>Finally, some guys here (NOT everyone...) seem to fail dramatically while reading 'between the lines' of my message:1. You work and someone pays you = good.2. You work for free = slavery3. You are asked to work for free and pay the employer = my case. PS.I have 2 dimplomas as it's clear now and o...
by quantmax
October 25th, 2010, 10:59 pm
Forum: Careers Forum
Topic: Is the crisis really that bad?
Replies: 29
Views: 28253

Is the crisis really that bad?

<r>QuoteOriginally posted by: BankingAnalystAs traderjoe suggested, uni of liverpool does not look great on your cv. I have to remind you that a lot of Oxbridge guys and gals still work in back office these days.There are loads of hirings at the moment and people are jumping ship all the time. There...
by quantmax
October 25th, 2010, 10:46 pm
Forum: Careers Forum
Topic: Is the crisis really that bad?
Replies: 29
Views: 28253

Is the crisis really that bad?

<t>QuoteOriginally posted by: BankingAnalystAs traderjoe suggested, uni of liverpool does not look great on your cv. I have to remind you that a lot of Oxbridge guys and gals still work in back office these days.There are loads of hirings at the moment and people are jumping ship all the time. There...
by quantmax
October 25th, 2010, 10:37 pm
Forum: Careers Forum
Topic: Is the crisis really that bad?
Replies: 29
Views: 28253

Is the crisis really that bad?

<t>QuoteOriginally posted by: AnthisQuoteOriginally posted by: quantmaxQuoteWhat the hell have you been smoking? Where can I get some too?you're yet to explain this stupid post...10x.There are proverbial phrases to describe your situation and the outcome. But they are not polite enough to be posted ...
by quantmax
October 25th, 2010, 10:32 pm
Forum: Technical Forum
Topic: Question about a neural network
Replies: 9
Views: 26535

Question about a neural network

<t>QuoteOriginally posted by: rmb623I have been toying with neural networks to see about their functionality. The model that I have, which i did not build, seems absolutely ridiculous to me. What the model does is it trains on time series for several stocks. Then it makes its daily predictions for a...
by quantmax
October 25th, 2010, 10:28 pm
Forum: Careers Forum
Topic: would you hire einstein to be a quant?
Replies: 70
Views: 33235

would you hire einstein to be a quant?

i wouldn't hire anyone for something so useless (my very position on the whole financial bullshit these days..including - quantism in it's very own .
by quantmax
October 25th, 2010, 10:12 pm
Forum: Book And Research Paper Forum
Topic: Libor Market Models with time-varying (or stochastic) correlations?
Replies: 5
Views: 26967

Libor Market Models with time-varying (or stochastic) correlations?

<r>QuoteOriginally posted by: pnrodriguezHi everyone,Is anyone aware of a paper that extends a Libor Market Model with time-varying correlations and vols?There you go:<URL url="http://fengzhao.rutgers.edu/smiles_JF_07.pdfhttp://ideas.repec.org/p/boe/boeewp/16.htmlMany"><LINK_TEXT text="http://fengzh...
by quantmax
October 25th, 2010, 10:07 pm
Forum: Careers Forum
Topic: Is the crisis really that bad?
Replies: 29
Views: 28253

Is the crisis really that bad?

QuoteWhat the hell have you been smoking? Where can I get some too?you're yet to explain this stupid post...10x.
by quantmax
October 25th, 2010, 10:05 pm
Forum: General Forum
Topic: Swaption Cash Settlement
Replies: 3
Views: 26360

Swaption Cash Settlement

<t>QuoteOriginally posted by: lamotta1974Anyone know where I can find ISDA documentation on Swaption Cash Settlement possibilities.Particularly I am interested in whether US Banks offer a European type Cash Settlement ability - ie where the Swaption price & payoff is discounted using a flat yiel...
by quantmax
October 25th, 2010, 9:51 pm
Forum: Careers Forum
Topic: Reality Check on General Knowledge
Replies: 62
Views: 31765

Reality Check on General Knowledge

<t>QuoteOriginally posted by: EscapeArtist999QuoteOriginally posted by: quantmaxWhy not ask the applicants questions 100% related to finance...someone might have not even heard of Mendeleev but being a great trader/quant. And...i've heard of mandelbrot before, though fractals are one of the most bor...
by quantmax
October 25th, 2010, 9:35 pm
Forum: Careers Forum
Topic: Is the crisis really that bad?
Replies: 29
Views: 28253

Is the crisis really that bad?

<t>QuoteOriginally posted by: traderjoe1976For some jobs, they ask for MFE or Math/Physics/Engineering/Computer Science Masters/PhD.For other jobs, they ask for MBA.There is usually very little overlap between these jobs. Have you tried applying for jobs where they actually need your MBA degree.If t...
by quantmax
October 25th, 2010, 9:17 pm
Forum: Careers Forum
Topic: Is the crisis really that bad?
Replies: 29
Views: 28253

Is the crisis really that bad?

<t>QuoteOriginally posted by: tu160QuoteOriginally posted by: quantmaxAnd why not? It's the 21st century...you need to be ahead of competition - i can give you even a better analogy: Some people speak japanese, english and rusian - how does it go together when english is a germanic language, japanes...
by quantmax
October 25th, 2010, 8:29 pm
Forum: Careers Forum
Topic: Is the crisis really that bad?
Replies: 29
Views: 28253

Is the crisis really that bad?

<t>QuoteOriginally posted by: rusti999Let me dig in on your trading experience. What are the Sharpe ratios of the trading strategies that you've implemented, and how do you measure them (what kind of assets, frequency, etc)?Nice try, mate - next time ask me to for "stock picks"....but...thanks for t...
by quantmax
October 25th, 2010, 8:15 pm
Forum: Careers Forum
Topic: Is the crisis really that bad?
Replies: 29
Views: 28253

Is the crisis really that bad?

<t>QuoteOriginally posted by: traderjoe1976If you want a programming job show them a degree in Computer Science or some programming experience in computer programming.If you want a job in Mathematical modeling, show them a degree in Math or Physics or Engineering or some work experience in the area....
by quantmax
October 25th, 2010, 8:10 pm
Forum: Careers Forum
Topic: Is the crisis really that bad?
Replies: 29
Views: 28253

Is the crisis really that bad?

<t>QuoteOriginally posted by: tu160>>I have developed about 30 programs/scripts in C#, Mathematica, PHP and C++ to model different risk and other problems, including but not limited to: Derivatives pricing (options, bonds, swaps, futures, accruals, CMS, CDO, forwards, repos, MBS, CFDs, ASX listed CF...
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