Quantitative Research Analyst
Location
Toronto, CANADA
Job description
Primary Responsibilities:
Develop, modify, optimize, test and implement real time quantitative trading models and strategies.
Perform statistical analysis of historical and current financial market data.
Research...
Quantitative Financial Analyst in Toronto, Canada
Primary Responsibilities:
Develop, modify, optimize, test and implement real time trading models and strategies.
Perform statistical analysis of historical and current financial market data.
Research strategies in equities, fixed income...
Text Mining Analyst in Toronto, Canada
Primary Responsibilities:
Perform sentiment analysis using various news data feeds.
Analyze large amounts of news data to discover patterns, find anomalies, build models and derive insight.
Utilize Data Mining and Machine Learning techniques to establish...
Yield Curve Analyst in Toronto, Canada
Primary Responsibilities:
Construction and design of yield curves to analyze fixed income asset classes.
Build analytics and tools using numerical methods applied to finance.
Requirements of the Candidate include:
PhD in a quantitative field.
Deep...
using fminsearch in Matlab will do the trick
I got good calibration results not only for Heston, but also for the more advanced Heston-Nandi (2000) model
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