SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by endian675
September 24th, 2008, 1:08 pm
Forum: General Forum
Topic: probability of a WS franchise disappear in 2008
Replies: 9
Views: 61967

probability of a WS franchise disappear in 2008

I, for one, welcome our new commercial banking overlords.
by endian675
September 24th, 2008, 7:15 am
Forum: Programming and Software Forum
Topic: Tick data vendor
Replies: 4
Views: 49724

Tick data vendor

I suspect Bloomberg can do some/most of them? But that will cost you a pretty penny!
by endian675
September 23rd, 2008, 1:48 pm
Forum: Programming and Software Forum
Topic: Statistical software to analyze time series
Replies: 11
Views: 50902

Statistical software to analyze time series

Another vote for R here. There's a good web site on TSA with R here: http://www.stat.pitt.edu/stoffer/tsa2/The book's fairly readable too.
by endian675
September 23rd, 2008, 1:45 pm
Forum: Programming and Software Forum
Topic: Accessing Murex database from backend
Replies: 2
Views: 50181

Accessing Murex database from backend

<t>It's a database underneath, I think Sybase, with some totally hysterical column names. Ask the Murex IT/support guys if they can give you a read-only login although without a "mountain guide" most of the info will make no sense whatsoever. There's a reason that Murex guys can get >>£1,000 per day...
by endian675
September 23rd, 2008, 11:22 am
Forum: General Forum
Topic: Paul's Op-Ed at the NYT
Replies: 17
Views: 51571

Paul's Op-Ed at the NYT

<t>QuoteOriginally posted by: PaulThat's ok for simpler, fairly short-term contracts. But not so easy for the longer-dated or "tangled webs." No one even ever really knows whether an individual contract, even a really basic one, has made money because it is tied up with all other contracts via portf...
by endian675
September 23rd, 2008, 10:41 am
Forum: Careers Forum
Topic: Jobs in Amsterdam
Replies: 14
Views: 50570

Jobs in Amsterdam

Schtop, SCHTOP. Your career is not ready...etc., etc.
by endian675
September 23rd, 2008, 10:39 am
Forum: Careers Forum
Topic: What is all the fuss with being a quant?
Replies: 71
Views: 58259

What is all the fuss with being a quant?

<t>QuoteOriginally posted by: JuniorStructurerI really do not get the fuss with being a quant here on this forum. Ok I understand some people just want to be a quant or are simply interested in maths but most from what I can see want to start out in quant role as a means to get into Trading or Struc...
by endian675
September 23rd, 2008, 9:06 am
Forum: General Forum
Topic: awaiting bailout plan
Replies: 42
Views: 52982

awaiting bailout plan

<t>QuoteOriginally posted by: PaulAnd we are to believe a rating agency? Aren't they partly reponsible for this? I'd rather ask a fortune teller. Or maybe bring back Uri Geller, to mend the system. He's currently selling watches (yes, really!) on QVC.PPartly? I would say wholly. If someone comes up ...
by endian675
September 23rd, 2008, 9:04 am
Forum: General Forum
Topic: Tapis Crude
Replies: 1
Views: 48352

Tapis Crude

"Help Help"
by endian675
September 22nd, 2008, 4:30 pm
Forum: General Forum
Topic: Paul's Op-Ed at the NYT
Replies: 17
Views: 51571

Paul's Op-Ed at the NYT

<r>It occurs to me that the prop traders have a much more sensible comp model. You buy in, with your own money up front, and it's held as insurance against your losses. And as you get more senior, you have to use more of your money as "buy in". You get paid in line with your buy in, as a %, so peopl...
by endian675
September 19th, 2008, 2:38 pm
Forum: Careers Forum
Topic: Entry-level quant job prospects with "criminal" record
Replies: 51
Views: 55053

Entry-level quant job prospects with "criminal" record

QuoteOriginally posted by: ppauperQuoteOriginally posted by: CuchulainnTreat someone like a criminal, and they may act as one.or act as a criminal as you have, and be treated like oneMoron. If/when they implement the TJ blocker, you're going straight on that list as well.
by endian675
September 18th, 2008, 9:44 am
Forum: Careers Forum
Topic: Pit trading firms
Replies: 6
Views: 49793

Pit trading firms

Getting hold of a time machine to take you back to 1985 would be a start.
by endian675
September 17th, 2008, 1:47 pm
Forum: Trading Forum
Topic: vwap recipe
Replies: 2
Views: 50035

vwap recipe

Agreed. Something like three ticks without a fill, then lift the offer.
by endian675
September 17th, 2008, 1:07 pm
Forum: Careers Forum
Topic: Is 29/30 Too Late for an MSc?
Replies: 12
Views: 50498

Is 29/30 Too Late for an MSc?

I find the hand-wringing about making applications a little strange. If you want to do it, then make your application(s) - you'll either be accepted or you won't.
by endian675
September 17th, 2008, 1:01 pm
Forum: General Forum
Topic: Come in to discuss: What the impact of fed's bail-out of AIG? How the US will survive from the crisis? another war?
Replies: 30
Views: 53360

Come in to discuss: What the impact of fed's bail-out of AIG? How the US will survive from the crisis? another war?

<t>QuoteOriginally posted by: ppaupernow uncle sam is in the insurance business ?Yup, it's the biggest(?) home owner in the USA and now it owns the insurance that it sold to itself in case of default - and in default, it will pay itself! That house with the orange grove in the cheap part of Italy is...
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