SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by endian675
April 13th, 2010, 12:53 pm
Forum: Trading Forum
Topic: optimized basket
Replies: 7
Views: 31227

optimized basket

quadprog is your friend on this one I reckon
by endian675
April 8th, 2010, 12:43 pm
Forum: Careers Forum
Topic: NJFSearch job adverts
Replies: 2
Views: 28190

NJFSearch job adverts

<t>I dealt with them from an IT perspective a few years back, where they were at best average. From a quant perspective I've found them a waste of space. There are plenty of quant jobs advertised by other (presumably better) agencies on other sites, Wilmott's become a bit of a backwater in that resp...
by endian675
April 6th, 2010, 3:13 pm
Forum: Numerical Methods Forum
Topic: Residual in 3D Gauss Seidel
Replies: 1
Views: 31018

Residual in 3D Gauss Seidel

<r>presumably you've read this? <URL url="http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.99.270&rep=rep1&type=pdf"><LINK_TEXT text="http://citeseerx.ist.psu.edu/viewdoc/do ... 1&type=pdf">http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.99.270&rep=rep1&type=pdf<...
by endian675
April 6th, 2010, 2:13 pm
Forum: Careers Forum
Topic: BAML interest rate group
Replies: 7
Views: 28795

BAML interest rate group

It always used to be standard, if unofficial, ML policy from what I can remember
by endian675
April 6th, 2010, 1:13 pm
Forum: Trading Forum
Topic: optimized basket
Replies: 7
Views: 31227

optimized basket

<t>just a quick jot down of my thoughts, take/discard them as you like* tracking error is a function of time, as is the bid-ask spread of the other future. So you want to backtest both to see what's happened in the past* a wide spread can imply low tradeable volume, so if you want to do big size the...
by endian675
March 31st, 2010, 4:10 pm
Forum: Trading Forum
Topic: trading volume on LSE
Replies: 1
Views: 29714

trading volume on LSE

ETF volume across Europe is a fraction of that in the US. Most ETFs I trade have no multiplier.
by endian675
March 30th, 2010, 12:23 pm
Forum: Careers Forum
Topic: Bloomberg
Replies: 5
Views: 29216

Bloomberg

if you want to go in to algo trading, don't touch it with a barge pole
by endian675
March 22nd, 2010, 1:40 pm
Forum: Careers Forum
Topic: Master of Advanced Studies
Replies: 12
Views: 30957

Master of Advanced Studies

Sadly this change to MAst has brought to an end the MPhil in Statistical Science...RIP to a good course!
by endian675
March 22nd, 2010, 1:39 pm
Forum: Careers Forum
Topic: Master of Advanced Studies
Replies: 12
Views: 30957

Master of Advanced Studies

<r>courses under the "Probability" and "Operational Research, Statistics, and Math. Finance" headings in this document (<URL url="http://www.maths.cam.ac.uk/postgrad/mathiii/descriptions.pdf"><LINK_TEXT text="http://www.maths.cam.ac.uk/postgrad/mat ... ptions.pdf">http://www.maths.cam.ac.uk/postgrad...
by endian675
February 23rd, 2010, 10:39 am
Forum: Careers Forum
Topic: Which job offer should I choose?
Replies: 11
Views: 31841

Which job offer should I choose?

The last person I knew doing that job at that firm on that desk, was an IT headcount and paid accordingly. Check whether you're F/O or IT headcount before making the leap.
by endian675
February 16th, 2010, 11:15 am
Forum: Careers Forum
Topic: dev/quant dev - what now?
Replies: 0
Views: 29634

dev/quant dev - what now?

<t>I'm currently writing trading strategies for equity products at an investment bank. Since the group I'm in don't seem that keen on pushing the systematic/automated trading side of the business, I'm looking around elsewhere. One thing that has frustrated me here is the amount of time it takes to g...
by endian675
February 4th, 2010, 4:12 pm
Forum: Careers Forum
Topic: is quant be more valuable after years of experience.
Replies: 31
Views: 36263

is quant be more valuable after years of experience.

Sounds to me like you're talking your own book, bsfer.
by endian675
February 4th, 2010, 8:54 am
Forum: Careers Forum
Topic: Computer Engineer want to switch to Quant, please advise
Replies: 32
Views: 35780

Computer Engineer want to switch to Quant, please advise

QuoteOriginally posted by: narasimhagmI am working as Software Developer for the past 6 years at one of the software 4. My current age is around 29 years, Is age a factor? Are there entry level quants who are 33-35 years old?Not an issue, I work with a quant who entered at the age of 35.
by endian675
February 1st, 2010, 2:22 pm
Forum: Careers Forum
Topic: is it too old to become a quant
Replies: 32
Views: 40668

is it too old to become a quant

<t>QuoteOriginally posted by: traderjoe1976H/S generally go in for the younger real smart people. They have started admitting fresh seniors in advance with a guaranteed acceptance into the MBA program two years after they graduate.From Business Week web site:Harvard Business School MBA ProfileMean a...
by endian675
January 18th, 2010, 12:00 pm
Forum: Careers Forum
Topic: Career Advice moving between departments
Replies: 14
Views: 33423

Career Advice moving between departments

It's been indicated to me that if I were to do my job as an IT person, I'd be at VP level, but if they make a front office offer, it would be at Associate level. However, the comp for the latter is still greater than that for the former.
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