SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 2260 matches

by player
April 13th, 2010, 7:28 am
Forum: Trading Forum
Topic: optimized basket
Replies: 7
Views: 31081

optimized basket

the point is that on average some of the futures can trade with 50 bps point spread. some of the others futures trade with say 10 bps spread. but the 50 points spread ahs lower tracking erro than the 10 bps spread. How can i capture this trade off when doing the regression??
by player
April 3rd, 2010, 5:44 pm
Forum: Trading Forum
Topic: optimized basket
Replies: 7
Views: 31081

optimized basket

<t>i have an index and want to work out an optimized basket from a some futures. How do I account for the variation in the bid/asl spreads of the futures when deciding the optimzed basket. eg suppose there are tow futures I consider to hedge the index. One tracks the index but has a high bid/ask spr...
by player
April 2nd, 2010, 11:00 am
Forum: Trading Forum
Topic: optimized basket
Replies: 7
Views: 31081

optimized basket

A trivial question but does anyone know how i would start to test an optimized basket against an index but also taking into account bid/ask spreads on the underlying instruments?
by player
November 14th, 2009, 4:23 pm
Forum: Off Topic
Topic: iphone
Replies: 212
Views: 43781

iphone

anyone have the HTC hero phone? Any good?
by player
November 12th, 2009, 9:43 pm
Forum: Off Topic
Topic: iphone
Replies: 212
Views: 43781

iphone

a questionIf i buy the iphone can i get it unlocked so i can put in any sim card in...ie i buy an iphone and put a tmobile sim card in there..and it will work?
by player
October 23rd, 2009, 1:37 pm
Forum: Careers Forum
Topic: HH Question
Replies: 4
Views: 33811

HH Question

anyone?
by player
October 23rd, 2009, 7:10 am
Forum: Careers Forum
Topic: HH Question
Replies: 4
Views: 33811

HH Question

<t>Hi Does anyone know of any decent generic HH who doesnt just look at quant roles?Having worked over 2 years in a quant role and now over a year as a trader/MM, the problem is that the Quant HHs which I have seen dont seem to recognise the last year where I have worked as a MM/Trader. They put me ...
by player
October 4th, 2009, 5:20 pm
Forum: Careers Forum
Topic: advice
Replies: 1
Views: 33674

advice

<t>My situationI am currently working as a trader/MM (1 year) having previously worked as a stat arb quant (2 years). (I changed due to reasons beyond my control). I am looking to leave (mainly for for financial reasons although I would also like a change of environment)Having enjoyed my time as a q...
by player
September 12th, 2009, 11:26 am
Forum: Brainteaser Forum
Topic: prob of ruin
Replies: 1
Views: 36294

prob of ruin

You start with W=a>0...You toss a coin. If it turns head you get £2. If it turns tail you lose -£1. What is prob of ruin
by player
August 29th, 2009, 5:49 am
Forum: Brainteaser Forum
Topic: counters
Replies: 5
Views: 36496

counters

<t>There are 100 reversible black/white counters on a table. 90 are black side up, 10 are white side up. You are blindfolded so can't see them, but can touch them and flip them as much as you want. How do you arrange the pieces into two distinct piles, each containing an equal number of pieces with ...
by player
August 24th, 2009, 9:58 am
Forum: Careers Forum
Topic: Career Break
Replies: 3
Views: 35439

Career Break

If i wanted to have a career break for 3 months what would be a good thing to do so that when i come bak to look for work it would not count against me.
by player
January 23rd, 2009, 4:36 pm
Forum: Careers Forum
Topic: Warwick or CASS MSC?
Replies: 8
Views: 45380

Warwick or CASS MSC?

i would stick to vol smilesand retrain as a medic....Who knows what the finance industry will be like in a years time..Would not be surprised if more banks went under and a whole lot of more firings take place....
by player
November 14th, 2008, 3:43 pm
Forum: Careers Forum
Topic: Commodities desk interview
Replies: 6
Views: 47281

Commodities desk interview

CAN YOU ALSO SEND ME THE INFO. tHANKS
by player
October 31st, 2008, 3:10 pm
Forum: Careers Forum
Topic: Working 9-5 while finishing PhD
Replies: 47
Views: 49301

Working 9-5 while finishing PhD

<t>yes...and it is not pretty...working 9-5 rushing home and starting your phd leaves you mentally drained and pyhsically dead at the end of it...you need to start getting some mental discipline..as was said by others it sounds like you are just very lazy.....living just 15 min away from your job is...
GZIP: On