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boludo
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Joined: April 17th, 2002, 2:28 pm

hello

February 8th, 2004, 6:12 am

i'm a big fish in a small pond, and working on being a small fish in a big pond. an opportunity for me has come up to move from a futures day trader (ie "local") to a junior quant trader at a bond desk (with about 20mil mgmt) .. this bond desk is working on becoming a well rounded fixed income desk .. they already trade us treasuries, euro dollars, corporates, etc .. any idea of what to expect, what to start reading, etc. etc (i've got a masters in financial math) .. but not sure what to expect or where to begin refreshing my mind. please help.
Last edited by boludo on February 7th, 2004, 11:00 pm, edited 1 time in total.
 
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patch22
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Joined: May 9th, 2002, 7:50 am

hello

February 10th, 2004, 6:00 am

You could probably do worse than read "Bond Markets, Analysis & Strategies" by Fabozzi.And if you want a bit of a party piece look up some stuff on principal components analysis of the yield curve.