SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 82 matches

by phil451
May 21st, 2009, 8:05 am
Forum: General Forum
Topic: Options on Futures Data
Replies: 3
Views: 38622

Options on Futures Data

Have you tried the exchange web sites. This one is for LIFFE Euronext but i'm sure the CBOT and CME et al will provide the information you are afterhttp://www.euronext.com/landing/liffeLanding-12601-EN.html
by phil451
May 20th, 2009, 8:06 am
Forum: Careers Forum
Topic: money, money money -- is that all people here care about?
Replies: 76
Views: 46418

money, money money -- is that all people here care about?

Clearly you don't have 6 children a wife and an ex-wife.I would love to work only for the love of Mathematics. However, there is a queue of people who have a vested interest in my earnings before me.
by phil451
May 18th, 2009, 1:38 pm
Forum: Careers Forum
Topic: Recruiter salary negotiations
Replies: 5
Views: 39587

Recruiter salary negotiations

The amount of invective (vehment denunciation, railing accusation, vituperation) directed at HHs on this site never ceases to amaze me. When i've been in the job market, a good HH is one who gets me interviews. After that, the rest is up to me.
by phil451
May 18th, 2009, 8:57 am
Forum: General Forum
Topic: Eurodollar futures
Replies: 3
Views: 39327

Eurodollar futures

<t>There is one thing you ought to bear in mind in your analysis. March 2016 isn't actually trading anything. (ie) there is no volume or any open interest. Prices are just an indication on where the market should be and put up on the closing bell.Taking a position that far in the future can prove to...
by phil451
May 14th, 2009, 7:26 am
Forum: Careers Forum
Topic: is age a problem??
Replies: 13
Views: 40840

is age a problem??

<t>20 years ago, people wouldn't apply for a job because they would think that i'm the wrong colour and so i haven't got a chance. 30 years people wouldn't apply for a job because they didn't go to a public school (ie the wrong class, i'm talking from a UK perspective).Ageism is just another prejudi...
by phil451
May 13th, 2009, 1:01 pm
Forum: Careers Forum
Topic: What do you think of Peter Schiff and other pessimists ?
Replies: 35
Views: 44539

What do you think of Peter Schiff and other pessimists ?

<t>I don't think that anyone disputes that this is a bad recession and all recessions are usually U shaped. What annoys me is that many commentators manage to make some kind of comparison between the Great Depression and now, or the Second World War and now.During the depression 25 million American'...
by phil451
May 11th, 2009, 11:27 am
Forum: Careers Forum
Topic: what can I learn in a proprietary trading firm?
Replies: 1
Views: 39095

what can I learn in a proprietary trading firm?

In a day trading firm you can learn what it feels like to lose money and how you deal with it. That is the most important lesson in trading.
by phil451
May 11th, 2009, 9:53 am
Forum: Careers Forum
Topic: What do you think of Peter Schiff and other pessimists ?
Replies: 35
Views: 44539

What do you think of Peter Schiff and other pessimists ?

<t>Back in the 1980s, there was an analsyt by the name of Bob Beckman. From about 1984 onward he was calling an end to the bull market and when the crash came in 1987 he hailed himself as the man who predicted the crash. However, if you had followed his investment advice and sold every year from 198...
by phil451
April 29th, 2009, 1:50 pm
Forum: Careers Forum
Topic: Which degree best develops analytical skill ?
Replies: 20
Views: 43264

Which degree best develops analytical skill ?

I'd start with some textual analysis on Shakespeare's Hamlet. If you can figure out whether he was genuinely mad or just shaming you will be able to solve anything.
by phil451
April 29th, 2009, 9:00 am
Forum: Careers Forum
Topic: Advice to start as a quant in late 30s
Replies: 144
Views: 56093

Advice to start as a quant in late 30s

<t>It's not exactly an on-line degree although a lot of the study documentation can be delivered in e-format.There are also tutorials, summer schools and shed loads of text books and additional study material in paper format. At the OU student education comes first. There is a large amount of resear...
by phil451
April 28th, 2009, 1:46 pm
Forum: Careers Forum
Topic: Advice to start as a quant in late 30s
Replies: 144
Views: 56093

Advice to start as a quant in late 30s

<t>Along with the BBC the Open University is a British Institution that makes me proud to be British and that is a feeling that can be difficult from time to time.The quality of the degree is generally ranked 7th in the UK by the Times Educational Supplement. I got my Mathematics degree from the OU ...
by phil451
February 23rd, 2009, 2:55 pm
Forum: Book And Research Paper Forum
Topic: Stat Arb?
Replies: 12
Views: 46487

Stat Arb?

Try looking up Co-integration in google. 'Time Series Analysis' by Hamilton would be a good book to start with. Although you will need to do a lot of work before you get to the point where you fully understand the concept of statistical arbitrage
by phil451
February 23rd, 2009, 8:17 am
Forum: Careers Forum
Topic: hitting the books, but what books?
Replies: 21
Views: 48511

hitting the books, but what books?

Hmmm... the totally spurious science of Time Series Analysis. Heavy theory to back up a number of doubtful assumptions!The alchemy of financial markets.Anyway a really good book is 'Time Series Analysis' by Hamilton. The mathematical treatment is excellent and the text is clear and concise.
by phil451
February 6th, 2009, 8:08 am
Forum: Careers Forum
Topic: Applying myself VS via Headhunter
Replies: 9
Views: 44217

Applying myself VS via Headhunter

<t>Head hunters live or die by placing people.Consequently, your best interest is their best interest.If they think they can place you they will work very hard to get you that first interviewYou have to think of the people who are doing the hiring, which i have done in previous roles.They do not hav...
by phil451
January 30th, 2009, 12:45 pm
Forum: Careers Forum
Topic: Protocol question
Replies: 6
Views: 43176

Protocol question

<t>This is pretty typical of head hunters. They only call or respond when they have good news (ie) an interview or a job offer.They always say things like "... i've got a really good relationship with the hiring manager.."."... you're the only candidate applying for the role through this agency..""....
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