Recent content by quantie

Do most people think that if Romney wins, there will be more jobs on Wall Street and more demand for quants?

Even on Wall Street

You'll get caught and go to jail. Is this enough of a reason to stay honest? Not everybody cheats. Your choice. You read so much about cheating because people get caught. It is not easier to cheat and never get caught than to paly by the rules. Moral reasons aside, cheating doesn't pay.

This topic has been discussed way too often. There is no new information and no new conclusions. Boooooring :)

There is a long standing debate whether facial hair is a taboo or whether it's OK to have it. If a person has a beard, Facial Hair Etiquette During Job Interviews by David Montoya, Demand Media Always neatly groom your facial hair before interviews. Job interviews are all about first...

High frequency trading was all the nage at the time, so both the federal and state prosecutors wanted to get in the public eye and catch somebody at wrongdoing. That said, this guy seems to have gone a bit too far and is now paying for it. Whether he is paying too much is a different question...

I have to admit I don't get it either. Sorry. Something seems to be off.

Good luck! It's all I can say. I hope you have a good Plan B given how blow he chinces of success are in any venture like this. It's very tough. Aagain, good luck!

If you have Poisson, you can always use it for estimating frequncy regardless of what it's frequency if. It fits nicelly into the VaR frmework as Ken has pointed out. Jump diffusion certainly has pricing applications. Do you have any background in finance, or are you completely new to the field?

This stricle on high frequency trading was in the New York Times a couple of days ago. I couple of point snde by the auhtor are rather inetetersting. It;s good to see a loner view once in a while. This an excerpt. To avoid copyrigh violation, I put onkly part of the article here. The full...

He may be talking about his ethics, but then he is the one trying to male a buck off it. I don't know what to make of the guy.

Is this a semi-quant hedge fund? I remember a fund with this or similar name that used quant strategies. I think it was a multi-strategy fund but I may be thinking about a wrong fund. Former first daughter Chelsea Clinton and longtime beau Marc Mezvinsky were wed Saturday "in a beautiful...

Is there a real choice? Is there a person who would go to that Linfield College or Earlham or Podunk University instead of Harvard unless there are financial reasons? What a silly guy was interviewed. He can say all he wants and may sound great ("professors care"), but when it comes to...

Just go elsewhere if not happy Revolt won't work. If too many programmers leave to hedge funds or other places, the salaries will automatically go up. That's how the market works. There was a point when investment bank were grabbing anybody who could write C++ code. Compensation for these...

Andy, You are right. There were a number of posts then, including mine, which either made little sense or were pasted pieces of general interest articles. I know much more about the field now and so do many people even though most haven't heard anything about it. It is highly specialized...