Recent content by doug reich

Most of the NY folks I have associated with are desperate to work, work hard, and make lots of money. They want to pretend they're five years older and more important than they really are. (Not a value judgment, just saying). Boston folks are generally more laid back and perhaps less ambitious...

If New York Is the Capital of Finance, there are lots of provincial towns... A very quick bit of background. I entered the Baruch MFE in Fall 2008 as a full-time student, while continuing to do work for my previous employer. When my summer internship search was unfruitful, I negotiated some...

Press "help help" and/or talk to your bloomberg rep.

From Abnormal Returns blog yesterday: Free Historical Data Sources Engineering Targeted Returns and Risk

I wrote something up in R that does it based on the datetime library - you might see where they're getting their data/write an API/create a list of dates from long in the past or on into the future and import it once. Email me if you want what I did.

I agree with Adam. However, the other important factor is your presentation. From two years on this forum and meeting you personally, you may want to work on your presentation.

Stevens, have you attended either program? I am finishing up at Baruch. I have spoken to people at Columbia and NYU and from what I can tell, the job prospects in a down market such as this one (which seems to thankfully be abating somewhat) are the same at all three places. In boom times, name...

1. You want to use the 3yr and 5yr bonds to back out a rate curve. This is partly done with a model for what the rates are at 1 yr, 2 yr, etc. for which you do not have data. You then use those rates to discount the coupon payments to get the price. 2. The spread is defined as the market's...

To build that sentiment, it doesn't make sense to get excited every time one corner of the business tells you one thing and the other tells you another. Are you on the CFA forums fretting about your lack of accounting knowledge? The best course of action for you or anyone else is to educate...

Let me google that for you Yes, but you don't get any journaling.

First hit in google, anyway. :) Thanks.

I recall seeing posts on R vs Matlab in speed a few months back. Can anyone find them? Does anyone else recall this? I think Shlomi had the good links I am looking for - too bad he posts so often! Does anyone else find the search feature on here kind of useless these days?

It's too bad you stopped reading "Liar's Poker" at the third sentence, because right after that Michael Lewis explains how Ranieri's vision is made possible only by hiring people who knew the math, because he didn't by his own admission.

Luckily there's hundreds of posts on quantnet that say that.

There are very fancy places that think this way. A. The PhD is over-qualified. B. The PhD is asking for too much money. C. The PhD's ego is getting in the way. D. Firms like to mold their candidates, and a highly-educated or highly-experienced person may be too set in his ways. See prior...