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A
Dear Prof. Kenneth Abbott, I also found your MIT lecture on VAR very interesting. I would appreciate some orientation on how to fill in MISSING DATA and some more references on the procedure and excel complement (matrix.xla?) you used when revealing the keys of the kingdom (WOW! thank you). My email is anmarkos@gmail.com
omrangassan
hi Daniel

My passion in Quant Trading / HFT / Algo Trading : I'm already doing that.


I'm totally lost in choosing the right M.Sc. between MFE/QF and Data Science Analytics DSA.

1- Do you think that QF was a bubble ?
2- Do you think that DSA is the new MFE ?
3- What is your outlook for both QF/MFE and DSA ?
4- Which is more related to Quant/Algo/HFT Trading ?

Thanx
T
Hi Sanket, i need your help.
im currently doing a degree in financial engineering and im looking for an interesting topic to write on in my thesis any ideas?
Q
Hi! I wanted to know my chances of getting through the MFE program of Berkeley. My GRE scores are quant: 170, Verbal 150, AWA: 3. I am a graduate in chemical engineering from IIT-Bombay with a CPI of 8.79 with 1.5 years of experience in quantitative finance and a year experience in M&A. Kindly let me know. Thanks!
Q
Hi! I wanted to know my chances of getting through the MFE program of Berkeley. My GRE scores are quant: 170, Verbal 150, AWA: 3. I am a graduate from IIT-Bombay with a CPI of 8.79 with 1.5 years of experience in quantitative finance and a year experience in M&A. Kindly let me know. Thanks!
Q
Hi! I wanted to know my chances of getting through the MFE program of Berkeley. My GRE scores are quant: 170, Verbal 150, AWA: 3. I am a graduate from IIT-Bombay with a CPI of 8.79 with 1.5 years of experience in quantitative finance and a year experience in M&A. Kindly let me know.
H
Hi Ken, I am a senior undergrad student studying financial econometrics and have a similar question to asidd.
I took your lecture on a VaR model through online that you gave at MIT. I would like to study further with using excel file that you discussed in the lecture.
I checked the name of that file and it was MC stuff 2010.xls. Is there any chance that I can get that excel file from you?

Thanks.
H
HyunWoo
and here is my email address
ericroh93@gmail.com
A
Hi Ken, watched your lecture on VaR Models that you gave at MIT and found it informative and useful. Had two questions:

1. At the systemic level, If we are to posit that risk can be transferred but cannot be eliminated then would that be a correct statement?
2. Would you still have the excel file that you discussed in the VaR model lecture at MIT.

Thanks.
Ken Abbott
Ken Abbott
Which spreadsheet? I have a bunch I use in the classes I teach.
Risk can be eliminated with offsetting positions.
H
Hi Andy!
Would you mind reading the message in the conversation I started with you? Really appreciate your reply.
T
Hi Prof. Abbott, I am considering the job offer to be Market Risk Quantitative Internal Auditor. Like to seek for your opinion whether I can gain experience and switch to Market risk, Model validation, or any Quant hands on work etc. in future or not? or it is better to go directly to those positions.
Ken Abbott
Ken Abbott
If you have a real offer, you should take it. People move frequently from quant positions. A good friend of mine was a quant auditor and is now in model validation.
Faissall
Hello Sir... I am Faisal....I am doing my bachelors in Mathematics and want to get admission in MS Mathematics in Finance in NYU.My Degree will complete in June 2017.and want to apply for fall 2017.Sir kindly help me and give advice that how much GRE marks is required to get admission? because my cgpa is not so good..Cgpa is 2.70.and could work experience like internships etc helps me in getting admission?
Z
Hi Prof. Abbott.
I have a question about your MIT VaR class.
As we know, a symmetric matrix (like covaraince matrix) could be decomposed into EAE^-1 (where E contains all eigenvectors, A contains all eigenvalues, E^-1 equals matrix E inverse), but you have used another decomposition EAE' (where E' equals E transpose). I don't know how to prove EAE' decomposition. Could you help me about that?
Best, Zongyuan
Ken Abbott
Ken Abbott
I don't think EAE^-1 will factor your matrix. It's E'.
Chunpu Bao
Hi Andy,
Could you please read the message in the conversation I started with you? Really appreciate your reply.
Tumursukh
Hi Andy. I sent you a message in conversation. Please give me an answer regarding the my request. Thank you
ChintanDave
Hi Sanket I have done B.Com from NM College Mumbai. I have given CA Final exam as well. I want to join FSU for the MS in FinMath program. Could u tell me whether I would fit in because of a Commerce degree? I had one yr of Math and 2 yrs of Programming in my B.Com. REALLY need ur help Sanket Patel
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