preparation for stat arb interview
Posted: December 21st, 2002, 2:02 am
Hi guys:i'm a physics PhD-to-be, looking for my first job in quant research. i have an interview coming up with a hedge fund for a stat. arb. research position. Other than the usual Time Series/Portfolio Theory/Stoch Analysis what books should I read?I am concerned that the interview may be quite technical (i've already had a chit-chat with an HR girl, and now they will have me talk to a real quant), and I just wanna get as many new concepts into my head as I can. I still have a week or so before the interview, so I will probably not learn much in detail, but general ideas might help, i think.Thank you very much and happy x-mas!