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by yod1
September 18th, 2012, 12:32 am
Forum: Brainteaser Forum
Topic: True or false
Replies: 35
Views: 23344

True or false

<t>Hi all,I came across this question today:Albert is taking a test where each of the questions has one of two answers: true or false. Having not prepared for the test, he does not know the answer to a single problem and resorts to intelligent guessing. He knows that the number of questions on the t...
by yod1
June 2nd, 2012, 9:24 pm
Forum: Student Forum
Topic: ETF dividends
Replies: 2
Views: 12192

ETF dividends

How far in advance are dividends on ETFs usually declared? Is there anywhere to find announcements for upcoming dividends other than issuer websites? Thanks.
by yod1
May 15th, 2012, 4:06 am
Forum: Careers Forum
Topic: advice - going back for a phd?
Replies: 23
Views: 17097

advice - going back for a phd?

<t>Thanks for the responses guys.It's probably not realistic for me to get into a top tier brand name school, although I'd certainly look into it. I was thinking along the lines of Columbia, Princeton etc. As far as topics within ML, I'm not sure ... perhaps something like compressed sensing applica...
by yod1
May 11th, 2012, 2:13 am
Forum: Careers Forum
Topic: advice - going back for a phd?
Replies: 23
Views: 17097

advice - going back for a phd?

<t>Hi all,I'm currently a quant developer at an HF firm and have worked in similar roles in other buy-side groups for a few years. I am entirely doing development work but would like to be doing more analysis and research work. I'm not really sure how realistic this is right now. Therefore I am thin...
by yod1
August 5th, 2011, 4:02 am
Forum: Student Forum
Topic: characteristic portfolios
Replies: 3
Views: 21094

characteristic portfolios

Thanks. So how is exposure quantified? Say I want the characteristic portfolio reflecting # of employees. What does it mean to say the portfolio has an exposure of 1?
by yod1
August 4th, 2011, 10:06 pm
Forum: Student Forum
Topic: characteristic portfolios
Replies: 3
Views: 21094

characteristic portfolios

<t>Hi all,Apologies for probably a very basic question. I am reading Grinold and Kahn, and am having trouble understanding the concept of a characteristic portfolio. Can someone explain the definition of the term to me? Would it be accurate to say the characteristic portfolio of characteristic xyz h...