SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 142 matches

by endian675
January 18th, 2010, 11:57 am
Forum: Careers Forum
Topic: Prop Trader employment contracts
Replies: 1
Views: 32556

Prop Trader employment contracts

The contract I was offered included a 6 month exclusion period if I left. They agreed to pay me my base, but no other comp. Suffice to say I didn't sign
by endian675
January 18th, 2010, 11:48 am
Forum: Careers Forum
Topic: First interviews and hedge funds
Replies: 6
Views: 32378

First interviews and hedge funds

If you're working in industry, maybe 8 hours a day, then you've got another 4 hours a DAY to prepare.
by endian675
January 14th, 2010, 7:26 pm
Forum: Careers Forum
Topic: LSE MSc Accounting and Finance or Warwick MSc Finance
Replies: 5
Views: 34474

LSE MSc Accounting and Finance or Warwick MSc Finance

<t>From what I know of the structuring department (a colleague interned there and moved to a quant/trading role), it's very very mathsy, and likely to be very very French. He said he worked there for 6 months and didn't speak a word of English the whole time. He's a very, very bright guy, but they d...
by endian675
November 27th, 2009, 1:04 pm
Forum: Trading Forum
Topic: What to do when the stats say you're done for the year...
Replies: 7
Views: 59823

What to do when the stats say you're done for the year...

Well it happened, and earlier than expected - after only about a third of a year's trading we'd hit the expectation value of the strategy. Going to keep on going, as encouraged above.
by endian675
November 26th, 2009, 8:09 pm
Forum: Careers Forum
Topic: Ph.D. in OR vs. Other
Replies: 4
Views: 33277

Ph.D. in OR vs. Other

We used operational research methods (quadratic optimisation in particular) to minimise the tracking error experienced on hedge trades. However, it wasn't a main focus and certainly there's little/no more work being done on it now. Loss minimisation << money generation.
by endian675
November 26th, 2009, 8:04 pm
Forum: Careers Forum
Topic: DB Rates IT
Replies: 1
Views: 34439

DB Rates IT

DB just hired a prop trader from another firm known to me, on a fairly serious package, so I would say they're getting back in to it. They're the worst of the hire-and-firers though, if they change their minds in a few months you'll be out on your ear.
by endian675
November 26th, 2009, 8:02 pm
Forum: Careers Forum
Topic: Oxford PhD vs ETH Msc
Replies: 19
Views: 38950

Oxford PhD vs ETH Msc

DPhil every single time, no doubt about it.
by endian675
August 26th, 2009, 2:37 pm
Forum: Careers Forum
Topic: Has anyone done PhD from OU- London.
Replies: 9
Views: 36827

Has anyone done PhD from OU- London.

<t>Ph.D.s in the UK rarely if ever include coursework, and if they do it is most certainly optional. I will soon be studying an M.Sc. by research, which is the same. A Ph.D. with Open will take between 5 and 6 years to complete, so make sure you're ready for that kind of commitment. Personally I wan...
by endian675
August 26th, 2009, 12:48 pm
Forum: Careers Forum
Topic: MSc Computer Science
Replies: 25
Views: 40234

MSc Computer Science

I think you should just get stuck in and get a job. Personally I don't take a great view of people who take degree after degree, without actually getting a job and proving they can do it.
by endian675
August 26th, 2009, 12:38 pm
Forum: Careers Forum
Topic: MCMC simulation for a fee
Replies: 11
Views: 38043

MCMC simulation for a fee

Try WinBUGS
by endian675
March 30th, 2009, 9:41 am
Forum: Programming and Software Forum
Topic: Automated trading system - recommended book
Replies: 4
Views: 42235

Automated trading system - recommended book

<r>Dominic, thanks for those helpful insights. Your idea about building the system around a series of displays is a very good one. I had considered first building a "semi-auto" system, which generates trades but required my/other user input to release them, which could be completely automated once i...
by endian675
March 27th, 2009, 5:54 pm
Forum: Programming and Software Forum
Topic: Automated trading system - recommended book
Replies: 4
Views: 42235

Automated trading system - recommended book

<t>I am going to be building an automated trading and hedging system over the next few months. I was wondering if anyone knows of good texts on the mechanics of doing that, general pitfalls, design patterns, etc. Not so much interested in exchange connectivity or other specifics, more on ways to avo...
by endian675
January 21st, 2009, 11:35 am
Forum: Programming and Software Forum
Topic: Open source gnuplot-like graph library for VS2008
Replies: 13
Views: 48220

Open source gnuplot-like graph library for VS2008

<r>I'm using ZedGraph in a C# app, and it's superb. Microsoft has released this: <URL url="http://www.microsoft.com/downloads/details.aspx?FamilyID=130f7986-bf49-4fe5-9ca8-910ae6ea442c&displaylang=en"><LINK_TEXT text="http://www.microsoft.com/downloads/deta ... laylang=en">http://www.microsoft.c...
by endian675
January 21st, 2009, 11:12 am
Forum: Numerical Methods Forum
Topic: Genetic Alogrithms in Matlab
Replies: 1
Views: 44281

Genetic Alogrithms in Matlab

There's a useful "webinar" web-based seminar on the Mathworks website, covering the Genetic Algo stuff.
by endian675
September 25th, 2008, 9:50 am
Forum: Numerical Methods Forum
Topic: How do I implement a pointer to Function with variable arguments in c++?
Replies: 6
Views: 52807

How do I implement a pointer to Function with variable arguments in c++?

Object Oriented Programming. Just create a class that contains an array of relevant types, and a length counter to say how many there are. The method call then becomes:void NewtonRaphson(MyNRConfigObject* obj){}
GZIP: On