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## Search found 2260 matches

August 7th, 2008, 5:12 pm
Forum: Student Forum
Topic: high freq vol
Replies: 0
Views: 49656

### 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.)
August 6th, 2008, 9:24 am
Forum: Student Forum
Topic: Non-Pos Definite Covariance Matrix in Matlab
Replies: 4
Views: 97974

### 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...
July 7th, 2008, 10:06 am
Forum: Student Forum
Topic: vol measure
Replies: 1
Views: 50874

### 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...
February 21st, 2008, 12:43 pm
Forum: Careers Forum
Topic: What should one expect at a hedge fund interview?
Replies: 7
Views: 61513

### What should one expect at a hedge fund interview?

Rule of thumb: Take everything twofish says, and then do the oppositelol
February 5th, 2008, 1:52 pm
Forum: Book And Research Paper Forum
Replies: 7
Views: 61685

Im more interested in who that picture is of?
January 31st, 2008, 3:14 pm
Forum: Careers Forum
Topic: risk management
Replies: 6
Views: 59934

### 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...
January 29th, 2008, 4:17 pm
Forum: Careers Forum
Topic: risk management
Replies: 6
Views: 59934

### 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)
January 29th, 2008, 10:07 am
Forum: Careers Forum
Topic: risk management
Replies: 6
Views: 59934

### 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.
January 17th, 2008, 9:51 am
Forum: Careers Forum
Topic: Good Headhunters for an entry level quant position !
Replies: 6
Views: 64397

### Good Headhunters for an entry level quant position !

does this work Quotelook up important people on bloomberg
January 9th, 2008, 10:28 am
Forum: Programming and Software Forum
Topic: recording
Replies: 3
Views: 60668

### 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?
January 9th, 2008, 9:15 am
Replies: 4
Views: 63226

Can someone explain what volume participation is?
January 5th, 2008, 4:38 pm
Forum: Careers Forum
Topic: Quant Job Guide 2.01
Replies: 9
Views: 62419

### Quant Job Guide 2.01

Paris Hilton?
January 4th, 2008, 9:03 am
Forum: General Forum
Replies: 8
Views: 60962

To get a job there, you gotta be at the right place, right time. And have the right skillsSo true!
January 1st, 2008, 3:17 pm
Forum: Programming and Software Forum
Topic: encryption
Replies: 6
Views: 61530

### 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......
December 31st, 2007, 10:11 am
Forum: Programming and Software Forum
Topic: encryption
Replies: 6
Views: 61530

### 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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