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by debkumar
March 24th, 2013, 1:28 am
Forum: Careers Forum
Topic: Role of a Statistician in Quant World
Replies: 18
Views: 11675

Role of a Statistician in Quant World

<t>QuoteOriginally posted by: GamalQuoteOriginally posted by: debkumarQuoteOriginally posted by: GamalHFTCan you please elaborate a little more?High frequency trading. You use ARMAs, GARCHes, mean reversions, momentums (Markov and conditional Markov properties), moving averages, positional statistic...
by debkumar
March 23rd, 2013, 3:01 pm
Forum: Careers Forum
Topic: Role of a Statistician in Quant World
Replies: 18
Views: 11675

Role of a Statistician in Quant World

<t>QuoteI worked for a money manager specializing in equity derivatives. We spent a lot of time refining volatilityprediction models. Although we used various econometrician's on a consulting basis, it would have helpedto have that kind of knowledge full-time on the staff.Good to know. So there is s...
by debkumar
March 23rd, 2013, 1:24 am
Forum: Careers Forum
Topic: Role of a Statistician in Quant World
Replies: 18
Views: 11675

Role of a Statistician in Quant World

QuoteOriginally posted by: GamalHFTCan you please elaborate a little more?
by debkumar
March 23rd, 2013, 1:23 am
Forum: Careers Forum
Topic: Role of a Statistician in Quant World
Replies: 18
Views: 11675

Role of a Statistician in Quant World

QuoteWhat stats, well they will definitely be using regressionSo can someone from the buy side give a rough picture about the things they do? Tools they use?
by debkumar
March 22nd, 2013, 12:17 pm
Forum: Careers Forum
Topic: Role of a Statistician in Quant World
Replies: 18
Views: 11675

Role of a Statistician in Quant World

What are the areas in Stat that are used more often?
by debkumar
March 21st, 2013, 10:49 pm
Forum: Careers Forum
Topic: Role of a Statistician in Quant World
Replies: 18
Views: 11675

Role of a Statistician in Quant World

<t>I am curious about the roles a statistician can play in the finance world. What are the jobs where knowledge of stats is more useful? Most of the job ads I see are more suitable for CS/EE people. So what are the specific roles for which stats degree is more advantageous than a CS/EE/Math degree? ...