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by Errrb
January 13th, 2004, 1:43 am
Forum: Trading Forum
Topic: London Stat arb market - intra day vs extra day
Replies: 15
Views: 191097

London Stat arb market - intra day vs extra day

<t>QuoteOriginally posted by: Lwg4101QuoteI just wanted to add that doing successful intraday statarb requires besides sofisticated models effective and flexible programming support, in a typical huge organization like bank software managers are more stupid than govermment officials so that HUGE ban...
by Errrb
December 31st, 2003, 1:19 am
Forum: Trading Forum
Topic: London Stat arb market - intra day vs extra day
Replies: 15
Views: 191097

London Stat arb market - intra day vs extra day

<t>QuoteOriginally posted by: FDAXHunterDude... you are the typical headhunter... you don't even get the terminology right... "extra day" LOL, you say that to your clients and they will not take you seriously.First: Anyone who is running a successful intraday strategy (good return/risk profile) WILL...
by Errrb
August 23rd, 2003, 7:08 pm
Forum: Numerical Methods Forum
Topic: integrals over multivariate dist.
Replies: 11
Views: 190010

integrals over multivariate dist.

Such integrals are often encountered in quantum mechanics (if you are looking for analytic approximations), eg. move your constraint to exponent using integration over lagrange multipler and then try semiclassical approximation. From numerical methods Monte Carlo is the best.
by Errrb
June 6th, 2003, 5:09 pm
Forum: Careers Forum
Topic: Am I insane?
Replies: 32
Views: 191906

Am I insane?

You did the right thing. Most of the people would preffer to stay and to lie back while looking for another jobs and that is why the world is such mess. I wish you good luck in your future beginnings.
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