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by player
August 7th, 2008, 5:12 pm
Forum: Student Forum
Topic: high freq vol
Replies: 0
Views: 49637

high freq vol

If I wanted to measure volatility at a high frequency level...say 1-5 min...what is a relatively easy but accurate way of doing this? (excluding using fourier transforms.)
by player
August 6th, 2008, 9:24 am
Forum: Student Forum
Topic: Non-Pos Definite Covariance Matrix in Matlab
Replies: 4
Views: 97934

Non-Pos Definite Covariance Matrix in Matlab

<t>Can someone clarity an issue for me. I have a matrix which i am trying to make into psd. All eigenvalues are >0 bar 2 which are negative but extremely close to zero. If I change this eigenvalues to something like 1^e-8 then do i just mutiply the matrix of the adjusted eigenvalues with the previou...
by player
July 7th, 2008, 10:06 am
Forum: Student Forum
Topic: vol measure
Replies: 1
Views: 50851

vol measure

<t>Does anyone know of a simple way of calculating intra day vol using tick data..eg say i have tick data (bid /ask prices) for a minute on a stock..so say there are 33 prices at the best bid/ask level that were observed on a stock in a minute....What is a good way of measuring intraday volatility g...
by player
February 21st, 2008, 12:43 pm
Forum: Careers Forum
Topic: What should one expect at a hedge fund interview?
Replies: 7
Views: 61475

What should one expect at a hedge fund interview?

Rule of thumb: Take everything twofish says, and then do the oppositelol
by player
February 5th, 2008, 1:52 pm
Forum: Book And Research Paper Forum
Topic: energy trading
Replies: 7
Views: 61636

energy trading

Im more interested in who that picture is of?
by player
January 31st, 2008, 3:14 pm
Forum: Careers Forum
Topic: risk management
Replies: 6
Views: 59898

risk management

<t>Quoteif you are into analytics role like building models or tools for measuring portfolio risk, especially tail risk, then there are huge plus points. If the portfolio is of options or some other exotic instruments, then all the more betterThat is exactly the kind of role I want. Essentially what...
by player
January 29th, 2008, 4:17 pm
Forum: Careers Forum
Topic: risk management
Replies: 6
Views: 59898

risk management

2 questions then1) By reasonable but not exciting pay what are we looking at 2) is it a good place to be to move elsewhere later on? By move elsewhere I mean go and work as a trader in exotics..(Not Delta One desk)
by player
January 29th, 2008, 10:07 am
Forum: Careers Forum
Topic: risk management
Replies: 6
Views: 59898

risk management

CAn someone explain the pros and cons of working in risk management for a bank and what are the better roles in these areas? In addition what is the pay like/ bonus like and what kind of work in involved and where do most people go on from risk management.
by player
January 17th, 2008, 9:51 am
Forum: Careers Forum
Topic: Good Headhunters for an entry level quant position !
Replies: 6
Views: 64350

Good Headhunters for an entry level quant position !

does this work Quotelook up important people on bloomberg
by player
January 9th, 2008, 10:28 am
Forum: Programming and Software Forum
Topic: recording
Replies: 3
Views: 60638

recording

I'm listening to an mp3 file from the web. However I cant store it on my machine since it is on a website. However I want to listen to this on my MP3 file. Does anyone know how it can be done? eg is there some way of recording the sounds played on my soundcard and if so how do i do it?
by player
January 9th, 2008, 9:15 am
Forum: Trading Forum
Topic: what is Quantitative trading, algorithmic trading?
Replies: 4
Views: 63180

what is Quantitative trading, algorithmic trading?

Can someone explain what volume participation is?
by player
January 5th, 2008, 4:38 pm
Forum: Careers Forum
Topic: Quant Job Guide 2.01
Replies: 9
Views: 62359

Quant Job Guide 2.01

Paris Hilton?
by player
January 4th, 2008, 9:03 am
Forum: General Forum
Topic: prop trader
Replies: 8
Views: 60906

prop trader

To get a job there, you gotta be at the right place, right time. And have the right skillsSo true!
by player
January 1st, 2008, 3:17 pm
Forum: Programming and Software Forum
Topic: encryption
Replies: 6
Views: 61491

encryption

<t>basically I'm looking for something generic that gives a broad overview of encryption techniques used when sending /receiving email and other ways to prevent someone from hacking in to your system..Like I say something basic tohugh. ie a free version of an idiots guide to encryption on the web......
by player
December 31st, 2007, 10:11 am
Forum: Programming and Software Forum
Topic: encryption
Replies: 6
Views: 61491

encryption

Does anyone have a pdf document they would be willing to share which describes encryption for the internet. I just want a basic understanding how hte encryption works so I know in a general detail how to make my internet as secure as possible
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