SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by DominicConnor
October 18th, 2015, 8:11 am
Forum: Careers Forum
Topic: MS in Predictive Analytics from Northwestern University Thoughts?
Replies: 4
Views: 3647

MS in Predictive Analytics from Northwestern University Thoughts?

<t>bearish is right that online degrees are less valued on that at physical universities, partly because to get into a good university you have to pass a filter, whereas with online they will take pretty much anyone who feels up to it.However the supply/demand for analytics is pretty favourable to s...
by DominicConnor
October 12th, 2015, 2:03 pm
Forum: Economics Forum
Topic: I think Bill Gross is (partly) right (or WTF would I sell XO at 300bps?)
Replies: 3
Views: 11943

I think Bill Gross is (partly) right (or WTF would I sell XO at 300bps?)

<t>There are lots of reasons (both good and bad) to invest in European fixed income.It can be cheaper than hedging currency exposure and some firms have decades long exposures here, what else can they do ? Invest in equities ? Property ?Also some institutions are under non trivial political pressure...
by DominicConnor
October 12th, 2015, 1:59 pm
Forum: Economics Forum
Topic: EUR/CHF
Replies: 2
Views: 5312

EUR/CHF

Depends upon which member of the Swiss national bank has a personal long position in EUR.
by DominicConnor
October 12th, 2015, 10:24 am
Forum: Careers Forum
Topic: To PhD or not to PhD when you are 30
Replies: 27
Views: 9463

To PhD or not to PhD when you are 30

<t>It seems you have passed the most important test of whether a PhD is a good move.You say you have a passion for the topic, which you will see from my many other advice posts on this issue is something that too few people think about, seeing it instead as a career move which is typically a bad ide...
by DominicConnor
October 3rd, 2015, 8:27 am
Forum: Programming and Software Forum
Topic: technology stack for analysing 1Tb dataset
Replies: 11
Views: 5061

technology stack for analysing 1Tb dataset

Blpapi would be pretty slow for a lot of this stuff.
by DominicConnor
October 3rd, 2015, 8:18 am
Forum: Careers Forum
Topic: Looking at Europe: Germany, Switzerland and the UK
Replies: 19
Views: 5669

Looking at Europe: Germany, Switzerland and the UK

Yes, France has a terrible labour market, which is why the region of France that creates most jobs is Londres, which attract the best and brightest French in huge numbers.
by DominicConnor
October 2nd, 2015, 7:31 am
Forum: Careers Forum
Topic: Looking at Europe: Germany, Switzerland and the UK
Replies: 19
Views: 5669

Looking at Europe: Germany, Switzerland and the UK

<t>The situation is midly complex. France does indeed produce a lot of good quants, which all by itself means it's not the best place to look for a job.The top pay is of course in London, which means more competition as well as more cash.There is also a growth in quant work in Easter Europe and Mosc...
by DominicConnor
September 20th, 2015, 8:32 pm
Forum: General Forum
Topic: Brexit ?
Replies: 7
Views: 3506

Brexit ?

<t>I think the probability is going through a phase of drifting up....Part of that is the election of Jeremy Corbyn...When the UK joined, it was the right that supported the EEC now EU and the left that opposed it, indeed Churchill was a major factor in its creation.Then we had a sustained period of...
by DominicConnor
September 19th, 2015, 8:28 am
Forum: Programming and Software Forum
Topic: Real time Strategy - R vs MATLAB
Replies: 19
Views: 17491

Real time Strategy - R vs MATLAB

<t>We need to be clear on what we mean by "real time", don't we ?Many people confuse it with being "fast", which is not the same thing.For many types of system, including trading we need to be sure that an event will be processed in a finite, known time. Many bits of code will do things fast, but th...
by DominicConnor
September 16th, 2015, 6:42 pm
Forum: Careers Forum
Topic: Modern knowledge for pricing and modelling jobs
Replies: 5
Views: 3633

Modern knowledge for pricing and modelling jobs

That does make sense indeed.
by DominicConnor
September 16th, 2015, 11:50 am
Forum: Off Topic
Topic: The Donald Trump
Replies: 4405
Views: 130098

The Donald Trump

<t>Yes, what is a conservative ?I'm a British conservative, I do stuff for the party (I'm VC of the CTF) and there are three distinct vectors here...Firstly there is social conservatism, which Mr. Trump is very much but (say) David Cameron, leader of the British Conservatives is not. So we have Trum...
by DominicConnor
September 16th, 2015, 11:30 am
Forum: Careers Forum
Topic: Modern knowledge for pricing and modelling jobs
Replies: 5
Views: 3633

Modern knowledge for pricing and modelling jobs

CVA is certainly a growth area and I expect it to be in Paul's next big book of banking.
by DominicConnor
September 16th, 2015, 11:29 am
Forum: Careers Forum
Topic: MSc Mathematical Finance part-time Oxford
Replies: 3
Views: 3092

MSc Mathematical Finance part-time Oxford

As you've probably seen already the maths is going to be far more engineering than CS type.How supportive is your employer ?Whatever the official policy on part time courses (always supportive) individual managers vary all the way to actively hostile.
by DominicConnor
September 13th, 2015, 12:09 pm
Forum: Careers Forum
Topic: Reasonable to Apply for Quant / Bank Jobs?
Replies: 8
Views: 5782

Reasonable to Apply for Quant / Bank Jobs?

Sargera, what City are you in ?
by DominicConnor
September 13th, 2015, 12:08 pm
Forum: Programming and Software Forum
Topic: technology stack for analysing 1Tb dataset
Replies: 11
Views: 5061

technology stack for analysing 1Tb dataset

<t>"Cost" has several factors, the biggest is normally people not hardware or software, so the easiest option is typically the cheapest.Also thje "real time"-ness of the calculations matter, are you seeking out a set of stratgies to run with ?That's a big batch job that requires one styack, wheres r...
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