Recent content by Sherlock

Hi there, can anyone recommend me some econometric textbook chapter or document that focuses on linear regression and OLS specifically. I am looking for a book chapter or just a 5 page PDF with the basics. Thanks

Hi there! I am surprised by the lack of information/questions regarding AQR in this quant-related forum (and the web overall). Why do you think that is? What have you heard about the company, do you think it is a good place to work there? From what I hear you can either be in quant research or...

Come on guys be real: you will most probably find great jobs with both programs, if you don't the problem is with you not with the program. Columbia PhD Statistics in a world where people with statistics knowledge are sought after like crazy and Princeton MFin - one of the best and most...

I am not Asian so I can't be sure how you look at networking (I am international as well though). You can/should approach all alumni from your program and university (even people from your undergraduate schools). For example, recently a Chinese interviewing for an internship position at the...

I wouldn't say I am experience but I have been in a position of applying for an FE program and then looking for a job :) Just network - I heard it many times and didn't really think it matters that much but then once I started doing it I realized how many doors it opens.

For HF you need a lot of programming skills which no FE program will give you - ideally you would have a very strong background in CS and the FE will improve your finance knowledge and open some doors for HF companies. I believe several courses (investment portfolio management, optimization...

This is simply not correct. The fact that the director might have helped some students find an internship at a particular company at a particular division does not mean that the program is targeted towards such places. People from my generation got trading positions in both sell side and buys...

I did Cornell and I am quite happy with it. I would be glad to talk to you in details if you have questions - shoot me a message. I believe our program is much more applied than the MAFN which is what might help you in finding a job. I have friends from the FE at Columbia and I personally like...

I can't be sure about how the ad coms. will look at it but I believe improving verbal with 4 points and AW with 0.5 is not worth it decreasing quant with 4 points.

Prof Liew, how many hours per week do you think this "position" will require? I am sure it depends on the person's skills and knowledge but still do you have any idea on average how much time and devotion it would entail? I am asking because I am sure that most of the people who decide to apply...

I would say CS for sure but for which one specifically - no idea :) I am sure the more CSish guys here would know better :)

Imperial - great engineering school. Cambridge - great math school. Brain engaged? I wonder how your post helped the author of the topic (think)

For one thing after any of the two programs he will be much more prepared to be a "quant" than any graduate of a financial engineering program. Anyways, having in mind it is a PhD program and it will take several years to complete try to figure out which research area seems to be more...

I might be wrong because I myself started using MATLAB very recently but here is what I see. You have: pf(i)= max(K-St,0); which is supposedly a vector and then you have pf(i , j ) where the put is? If pf is a vector why use two coefficients?

with 2 nice internships cornell