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Recent content by Diego Calderon

  1. Diego Calderon

    Modelling Electricity Prices

    A few years later with more experience in the Energy industry - I would actually say now that which forecasting method you use depeneds on WHAT electricity price you are trying to forecast. There are many different markets in Power, e.g., Day Ahead (DA) market, Hour Ahead (HASP), Fifteen Minute...
  2. Diego Calderon

    What other jobs are avaliable with quantitative skills

    Have you considered the world of Utilities/Commodities? The world of energy is complex and many 'types' of quants come to work here; i.e. Power Systems, Economists, Programmers, Quants. Derivatives and valuation become much more complicated because markets are illiquid and the market structure...
  3. Diego Calderon

    Investment banking on the brink

    Great great article, thanks BBW
  4. Diego Calderon

    Which Offer to Choose?

    Thanks Andy Nguyen! I took the energy job; I see a lot of growth in the energy industry long-term as demand will only continue to increase and as supply continues to transform. Deregulation of energy markets in California has been both a blessing and a curse, but I think it's coming under...
  5. Diego Calderon

    Which Offer to Choose?

    I have 2 offers to choose from: 1.) Analyst position within the Utility industry (specifically Energy) using time series analysis to forecast price, load, etc. The role is central to the company, which is very large. Modelling experience, programming, stats, plus connections to...
  6. Diego Calderon

    Should I leave my current job for MFE?

    I agree with what most people say here, keep the job but increase the load or increase difficulty. By going to school you will get to back to school, but after a while you will wish you were still making 140K. Talk to your Manager and ask for more difficult tasks. You will kick yourself for...
  7. Diego Calderon

    Where are the Jobs

    James, I too graduate in May 2012...what I have learned is that you cannot pigeonhole yourself to a particular area, you must be shapeless and prepared to take on any task. It means strengthening the base of your toolkit. This actually helps you in the long run since you will just be more...
  8. Diego Calderon

    Bitcoin - a new kind of currency

    Hmmm, the BTC market was moving sideways for a bit, now this. What's liquidity like today? For some of the guys who are deeply involved in the BTC market, what are your thoughts on the current market? Are there any macro and/or non-linear factors at play here?
  9. Diego Calderon

    advises for interview preparation

  10. Diego Calderon

    Why your resume sucks...

    Thanks for sharing DominiConnor - reminds me of what Crack has to say on the subject (though this also falls over into interviews).
  11. Diego Calderon

    Ranking list 2011

    Lin :: who made you God? The rankings fit your view, so you accept them. For others - not the case. BTW, you are asking gradaplicant to fall into the exact same mindset you warned against. Stupid. If I remember correctly if one said they went to Baruch a few years ago people looked negatively at...
  12. Diego Calderon

    Quant Finance is Dead!!

    Death implies birth. I agree with alain, it's just changing form, it's a new game with new rules. Ripe for new opportunity!
  13. Diego Calderon

    An Interview Question

    I would agree with DStahl on his last point. Since the beta is 1 (perfectly correlated with the market) and since the market rewards investors in equity capital for assuming the 'most' risk as shareholders (get paid last)...year over year, the trend is upward. So it will be > $20.
  14. Diego Calderon

    quant fixed income intern interview

    Treasuries here: http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield What happened on August 6th, 2011? What happened to 10yr yields around that time? Where are we now?
  15. Diego Calderon

    Use Bloomberg Terminal without having one?

    $1200/month....so no, not free. Also, Bloomberg estimates they have 300,000 global terminal subscribers. Do the math. If you're in an office, it's possible to dial-in to a bloomberg terminal from your computer, but only if your office already has one.