Recent content by AlgoCan

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    Portfolio Optimization

    Thanks Andy.
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    Portfolio Optimization

    Hi all, Can anyone share experience or pointers on portfolio optimization tools/softwares especially for institutional asset management? Appreciate your help
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    Interview Questions at JPMorgan Sales and Trading

    No, I am using the fact: $\sum\limits_{n=0}^{\infty}x^n=\frac{1}{1-x}$, for $abs[x]$<1. Also, contrary to the common sense approach, it turns out that 4x payment is a better answer (see attached graph- The x-axis is the interest rate and the y-axis the total payment. And without loss of...
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    Interview Questions at JPMorgan Sales and Trading

    I agree with Ezra and Andy....each question might be interpreted in your way, they want your thought process not the result. On Question 1: My take is the constant cash flow (mentioned by Ezra): your salary is fixed, say \$x/year. Instead of receiving it each year you can opt to receive...
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    Top 10 Overused Buzzwords to Avoid in Resume

    My resume objective line reads: I am a fast-paced problem-solver seeking to establish a track record of innovation through team-playing in a result-oriented environment
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    2010 H1B stats- QuantNet sample

    (Preface: In the past of couple of months my efforts to break into a quant role in US has constantly hit the H1B wall (a total of 4 interviewed opportunities, plus a couple of tens of no-response initiatives which can not be determined was due to H1B or my credentials). To have a realistic view...
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    Need opinions on Quant Finance Teaching Position

    In my former life, I taught in an Engineering certificate course, so I have experienced the joy of teaching to eager souls and the hardship of dealing with unreasonable admin staff.... The "policy" issue may or may not be a true cause...sometimes it only needs a bit of extra work to arrange...
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    A Day in the Life of a Managing Director Market Risk

    I really appreciate it Ken.
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    A Day in the Life of a Managing Director Market Risk

    I really wish some one from investment management side of spectrum also contributes (portfolio managers, investment strategists etc)... Also, if there is high enough a demand, I will send you "A day in the life of a job hunter"? ;) well, of course after I found a (or the) job....
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    Applicant creates 11-page presentation why Citi should hire her

    inspiring story...there are only so many tools at the disposal of a job hunter (resume, cover letter, networking, anything else?), and it is great to see how one can get creative with it... Most IB career resources that I have checked have urged the applicants to resist the temptation of...
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    British Universities, facing HUGE cuts, plan tuition increase

    I should have been more specific and said the undergrad curriculum...on average undergards from India, China, Iran etc have to pass much more math and stat courses than most undergrads in UK. BTW, I graduated from KCL too :)
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    British Universities, facing HUGE cuts, plan tuition increase

    The opposite DOES also happen. I know that some supervisors received EPSRC funding to train PhD students (as part of the "research" project), and as EPSRC does not cover overseas students, and most UK+EU students are unwilling to study engineering, they have to allocate the funding to "whatever"...
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    British Universities, facing HUGE cuts, plan tuition increase

    [not trying to jump into the discussion of socialism vs free market approach to higher education (and the discussion on pensions) ;)] I just wanted to point that the UK's coalition government's action has pros and cons which only time will tell was advantageous to UK or not: UK...
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    Best browser out there

    Chrome....FF is my next best choice...
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    UK imposes new permanent immigration quota

    I agree with your comments regarding the role of "culture" in day-to-day life of immigrants in Europe vs US. My argument here is that decisions regarding worker immigration is not based on rational economic analysis but rather on opportunistic political motivations...
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