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Quantitative researcher at major hedge fund, taking q's

...
thirsty hairless wrinkle deer antler
  09/08/18
when moon
sticky resort
  09/08/18
Comp? Favorite IFNB pro?
odious stain
  09/08/18
Base is low 100's with a target bonus of 100%. Signing wa...
thirsty hairless wrinkle deer antler
  09/08/18
That sucks. Ask for more money
Razzle-dazzle Mahogany Headpube
  09/08/18
First year comp was just shy of 300, which I was pleased wit...
thirsty hairless wrinkle deer antler
  09/08/18
LJL
Garnet Heaven
  09/08/18
What
thirsty hairless wrinkle deer antler
  09/08/18
whats the best perk of working at two sigma
rose mediation filthpig
  09/08/18
What makes you think I work at TS
thirsty hairless wrinkle deer antler
  09/08/18
you forgot a question
Unholy vivacious bbw trailer park
  09/09/18
will active management still exist in 10 yrs? if so are cert...
Bossy native
  09/08/18
Yes. As far as I can tell, active management is going st...
thirsty hairless wrinkle deer antler
  09/08/18
...
thirsty hairless wrinkle deer antler
  09/08/18
Why don't you start your own Do you own any crypto
Rambunctious rehab
  09/08/18
No point really. I'd lose out on big capital pool, computing...
thirsty hairless wrinkle deer antler
  09/08/18
Can you elaborate on that latter point
Rambunctious rehab
  09/08/18
tell them to buy ICX
laughsome keepsake machete parlor
  09/08/18
What kind of math is used?
Scarlet razzmatazz orchestra pit
  09/08/18
The strategies I work on rely on things like hidden markov m...
thirsty hairless wrinkle deer antler
  09/08/18
No neural networks?
out-of-control range
  09/08/18
My impression is DNNs still don't work that well for trading...
thirsty hairless wrinkle deer antler
  09/08/18
How hard can this be
Rambunctious rehab
  09/08/18
Just do quantopian
out-of-control range
  09/08/18
hmm
Rambunctious rehab
  09/08/18
https://www.quantstart.com/articles/hidden-markov-models-for...
Rambunctious rehab
  09/08/18
I could learn this in a day
Chocolate wonderful field mood
  09/08/18
Financefags will tell you it's impossible but lol at them. C...
Rambunctious rehab
  09/08/18
looks easy.
Diverse hissy fit tanning salon
  09/08/18
Is Viktor Blom good at poker
Arousing dull locale pisswyrm
  09/08/18
Yes he is.
thirsty hairless wrinkle deer antler
  09/08/18
y value signals get crushed so bad and what's up with quants...
rose mediation filthpig
  09/08/18
I tried messing around with statistical arbitrage. Thoughts ...
sapphire electric parlour ape
  09/08/18
I don't know a ton about stat arb, but I attended a seminar ...
thirsty hairless wrinkle deer antler
  09/08/18
Thanks. I'll check that book out. Btw, got any trading s...
sapphire electric parlour ape
  09/08/18
I can't really comment on actual strategies. I'm fairly sure...
thirsty hairless wrinkle deer antler
  09/08/18
I used to. I found the fees weren't worth it and the perform...
sapphire electric parlour ape
  09/08/18
Are there people who get rich consistently on quant trading,...
Scarlet razzmatazz orchestra pit
  09/08/18
how much of what you do is bullshit data mining? what perce...
orchid adventurous community account
  09/08/18
I do a fair amount of data mining. We take our back testing ...
thirsty hairless wrinkle deer antler
  09/08/18
thanks for your response. Interesting that the strategies...
orchid adventurous community account
  09/10/18
Risten,
comical mexican
  09/08/18
this sounds like gay kike shit
Irate fat ankles step-uncle's house
  09/08/18
Or Asian
sapphire electric parlour ape
  09/08/18
...
cracking telephone
  09/08/18
ljl @ being the highly-compensated unaware autistic fall guy...
galvanic factory reset button
  09/08/18
blanked this for you
Exhilarant gaped dingle berry background story
  09/08/18
...
thirsty hairless wrinkle deer antler
  09/08/18
blanked this for you
Exhilarant gaped dingle berry background story
  09/08/18
...
thirsty hairless wrinkle deer antler
  09/08/18
Thanks, brother.
thirsty hairless wrinkle deer antler
  09/08/18
can you answer my q at the bottom
Exhilarant gaped dingle berry background story
  09/08/18
thoughts on EMH?
Exhilarant gaped dingle berry background story
  09/08/18
It's accurate 99.9% of the time.
thirsty hairless wrinkle deer antler
  09/08/18
is the time series of a company's stock price markovian?
Exhilarant gaped dingle berry background story
  09/08/18
Yes, basically. Though it varies enough by size/sector that ...
thirsty hairless wrinkle deer antler
  09/08/18
education background?
Jet-lagged startling address party of the first part
  09/08/18
Top LAC ug, lower ivy math phd
thirsty hairless wrinkle deer antler
  09/08/18
outed as TUFTS grad and PENN STATE phd
nofapping deranged jap incel
  09/08/18
I don't think tufts is a lac
thirsty hairless wrinkle deer antler
  09/08/18
they get honorary LAC status for playing in the nescac
nofapping deranged jap incel
  09/08/18
Does what you learned in your PhD actually help you day to d...
Rambunctious rehab
  09/08/18
Basically just a lot of intuition related to things like pro...
thirsty hairless wrinkle deer antler
  09/08/18
best book to learn enough measure theory to understand stoch...
Exhilarant gaped dingle berry background story
  09/08/18
how azn are you
pearly lay
  09/08/18
I'm white, bro
thirsty hairless wrinkle deer antler
  09/08/18
What are the odds of a quant being white?
sapphire electric parlour ape
  09/08/18
Probably a third of my quant coworkers are white.
thirsty hairless wrinkle deer antler
  09/08/18
Rest are quants of color I presume
Mind-boggling principal's office
  09/10/18
sup pensive
pearly lay
  09/10/18
...
Splenetic lodge
  09/08/18
...
thirsty hairless wrinkle deer antler
  09/08/18
Fund returns over the past few years (you can round down or ...
Multi-colored genital piercing
  09/08/18
Between 15 and 20
thirsty hairless wrinkle deer antler
  09/08/18
wtf is quantitative research? do you just read bloomberg, ch...
Diverse hissy fit tanning salon
  09/08/18
I don't do any of those 3 things regularly.
thirsty hairless wrinkle deer antler
  09/08/18
posted it before i read the thread. now i see you do mostly ...
Diverse hissy fit tanning salon
  09/08/18
That's correct, sir
thirsty hairless wrinkle deer antler
  09/08/18
Horrible thread
Shimmering self-absorbed coffee pot mental disorder
  09/08/18
...
Scarlet razzmatazz orchestra pit
  09/08/18
too mathy.
Diverse hissy fit tanning salon
  09/08/18
Lol the "math" is the only respectable part itt
Shimmering self-absorbed coffee pot mental disorder
  09/08/18
they only do the math so they can get the money, brother. th...
Diverse hissy fit tanning salon
  09/08/18
CR
Shimmering self-absorbed coffee pot mental disorder
  09/08/18
at what net worth cutoff will you decide that you've had eno...
pale menage
  09/08/18
I enjoy working on math/programming so I don't really view m...
thirsty hairless wrinkle deer antler
  09/08/18
Are you based in CT or NYC? Do you have to address any of...
Beady-eyed Ruby Temple
  09/08/18
How many hours do you work each day? Is it a bunch of chill ...
sapphire electric parlour ape
  09/08/18
Quant Dev here, let me know if you need help writing a for l...
metal fishy crackhouse famous landscape painting
  09/09/18
What type of firm/shop And are you BS CS?
thirsty hairless wrinkle deer antler
  09/09/18
Hmm. Let’s say 10e10-10e11 usd gmv. Post a throwaway if you ...
metal fishy crackhouse famous landscape painting
  09/09/18
Most devs are from places like cmu, michigan, berkeley, etc ...
thirsty hairless wrinkle deer antler
  09/09/18
thoughts on CFA? what are the BEST edumucational degrees...
Vermilion motley stead
  09/09/18
can TRUMP really keep the fed spigot how he wants it through...
Histrionic pungent sweet tailpipe national
  09/09/18
what do u say to people who say just put ur money in S&P...
Swashbuckling jew
  09/09/18
Works fine for individuals
thirsty hairless wrinkle deer antler
  09/09/18
Do you trade around moves on or off an index? Do you tr...
bearded blathering partner corner
  09/09/18
HF recruiter here, do you wanna jump ship to another megafun...
rebellious sanctuary water buffalo
  09/10/18
how about you give me a job u fucking nigger i have no sk...
Puce wagecucks toaster
  09/10/18
same give job
sticky resort
  09/10/18
When will this China shit settle down
Mind-boggling principal's office
  09/10/18


Poast new message in this thread



Reply Favorite

Date: September 8th, 2018 11:34 AM
Author: thirsty hairless wrinkle deer antler



(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769146)



Reply Favorite

Date: September 8th, 2018 11:35 AM
Author: sticky resort

when moon

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769149)



Reply Favorite

Date: September 8th, 2018 11:38 AM
Author: odious stain

Comp?

Favorite IFNB pro?



(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769163)



Reply Favorite

Date: September 8th, 2018 11:41 AM
Author: thirsty hairless wrinkle deer antler

Base is low 100's with a target bonus of 100%.

Signing was 65k.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769174)



Reply Favorite

Date: September 8th, 2018 12:23 PM
Author: Razzle-dazzle Mahogany Headpube

That sucks. Ask for more money

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769319)



Reply Favorite

Date: September 8th, 2018 12:27 PM
Author: thirsty hairless wrinkle deer antler

First year comp was just shy of 300, which I was pleased with.

I've only been in finance <2 years so I think there's room for my comp to grow once I start contributing more.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769336)



Reply Favorite

Date: September 8th, 2018 6:07 PM
Author: Garnet Heaven

LJL

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36771122)



Reply Favorite

Date: September 8th, 2018 6:13 PM
Author: thirsty hairless wrinkle deer antler

What

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36771149)



Reply Favorite

Date: September 8th, 2018 6:13 PM
Author: rose mediation filthpig

whats the best perk of working at two sigma

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36771150)



Reply Favorite

Date: September 8th, 2018 6:15 PM
Author: thirsty hairless wrinkle deer antler

What makes you think I work at TS

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36771155)



Reply Favorite

Date: September 9th, 2018 1:31 AM
Author: Unholy vivacious bbw trailer park

you forgot a question

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36773525)



Reply Favorite

Date: September 8th, 2018 11:40 AM
Author: Bossy native

will active management still exist in 10 yrs? if so are certain strategies most likely to stick around (eg, activist investing)?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769171)



Reply Favorite

Date: September 8th, 2018 11:44 AM
Author: thirsty hairless wrinkle deer antler

Yes.

As far as I can tell, active management is going strong and lots of investors, especially big institutional ones, aren't even close to going passive. The case for active is particularly strong for funds doing complex international macro strategies that involve currencies, sovereign bonds, etc.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769182)



Reply Favorite

Date: September 8th, 2018 11:59 AM
Author: thirsty hairless wrinkle deer antler



(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769235)



Reply Favorite

Date: September 8th, 2018 12:01 PM
Author: Rambunctious rehab

Why don't you start your own

Do you own any crypto

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769244)



Reply Favorite

Date: September 8th, 2018 12:05 PM
Author: thirsty hairless wrinkle deer antler

No point really. I'd lose out on big capital pool, computing resources, etc.

Plus we have a very fairly advanced system for aggregating/comparing different strategies different quants develop that ends up benefiting everyone.

It's not easy developing some trading algorithms on your own and consistently producing returns.

No I don't own any crypto. But apparently there's a group here looking into getting into the crypto soon.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769261)



Reply Favorite

Date: September 8th, 2018 12:18 PM
Author: Rambunctious rehab

Can you elaborate on that latter point

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769306)



Reply Favorite

Date: September 8th, 2018 12:45 PM
Author: laughsome keepsake machete parlor

tell them to buy ICX

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769402)



Reply Favorite

Date: September 8th, 2018 12:03 PM
Author: Scarlet razzmatazz orchestra pit

What kind of math is used?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769250)



Reply Favorite

Date: September 8th, 2018 12:14 PM
Author: thirsty hairless wrinkle deer antler

The strategies I work on rely on things like hidden markov models, kalman/particle filtering, plus some standard probability theory and optimization.

I attended an internal talk a few weeks about modeling certain problems using ergodic theory that was over my head.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769290)



Reply Favorite

Date: September 8th, 2018 12:20 PM
Author: out-of-control range

No neural networks?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769312)



Reply Favorite

Date: September 8th, 2018 12:30 PM
Author: thirsty hairless wrinkle deer antler

My impression is DNNs still don't work that well for trading. They're too opaque/slow/non-reproducable

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769345)



Reply Favorite

Date: September 8th, 2018 12:25 PM
Author: Rambunctious rehab

How hard can this be

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769326)



Reply Favorite

Date: September 8th, 2018 12:26 PM
Author: out-of-control range

Just do quantopian

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769331)



Reply Favorite

Date: September 8th, 2018 12:30 PM
Author: Rambunctious rehab

hmm

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769346)



Reply Favorite

Date: September 8th, 2018 12:29 PM
Author: Rambunctious rehab

https://www.quantstart.com/articles/hidden-markov-models-for-regime-detection-using-r

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769344)



Reply Favorite

Date: September 8th, 2018 9:27 PM
Author: Chocolate wonderful field mood

I could learn this in a day

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772382)



Reply Favorite

Date: September 8th, 2018 10:15 PM
Author: Rambunctious rehab

Financefags will tell you it's impossible but lol at them. Coding is a great equalizer

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772610)



Reply Favorite

Date: September 8th, 2018 9:35 PM
Author: Diverse hissy fit tanning salon

looks easy.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772437)



Reply Favorite

Date: September 8th, 2018 12:03 PM
Author: Arousing dull locale pisswyrm

Is Viktor Blom good at poker

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769251)



Reply Favorite

Date: September 8th, 2018 12:14 PM
Author: thirsty hairless wrinkle deer antler

Yes he is.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769293)



Reply Favorite

Date: September 8th, 2018 12:15 PM
Author: rose mediation filthpig

y value signals get crushed so bad and what's up with quants who don't cut risk in drawdowns

thoughts on

hudson river trading

two sigma

jane street

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769295)



Reply Favorite

Date: September 8th, 2018 12:16 PM
Author: sapphire electric parlour ape

I tried messing around with statistical arbitrage. Thoughts on pair trading? Any good book recs or online resources? Can you give us an idea of good strategies or leading indicators?

Do you mostly do hft or something else?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769296)



Reply Favorite

Date: September 8th, 2018 12:25 PM
Author: thirsty hairless wrinkle deer antler

I don't know a ton about stat arb, but I attended a seminar series in grad school that covered it a little. We used this text book:

https://www.amazon.com/Financial-Signal-Processing-Machine-Learning/dp/1118745671/ref=sr_1_11?s=books&ie=UTF8&qid=1536423664&sr=1-11&keywords=statistical+arbitrage

Some of the later chapters discuss Stat arb and the theory behind pairs trading iirc.

I don't work in hft. My group trades on the second-hour time scale.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769328)



Reply Favorite

Date: September 8th, 2018 12:37 PM
Author: sapphire electric parlour ape

Thanks. I'll check that book out.

Btw, got any trading strategies/ideas on longer time scales (day-months)?

I'm looking to build some simple trading signals in Python. Need ideas.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769380)



Reply Favorite

Date: September 8th, 2018 12:43 PM
Author: thirsty hairless wrinkle deer antler

I can't really comment on actual strategies. I'm fairly sure there are people at my firm that poast and am paranoid about getting outed.

Are you actually currently trading using your own algos/solutions in Python? I haven't done any trading outside my firm or with my own $ and am curious.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769397)



Reply Favorite

Date: September 8th, 2018 12:52 PM
Author: sapphire electric parlour ape

I used to. I found the fees weren't worth it and the performance of the automated strategy was subpar. Now I'm just looking for longer duration strategies to generate signals that I can manually trade off of. Things that identify longer duration market processes like sector rotations or something of that nature. I'm clearly not a quant though.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769431)



Reply Favorite

Date: September 8th, 2018 12:18 PM
Author: Scarlet razzmatazz orchestra pit

Are there people who get rich consistently on quant trading, i.e. don't lose most of it on a bad trade? Or is the gambling aspect part of the fun?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769304)



Reply Favorite

Date: September 8th, 2018 12:27 PM
Author: orchid adventurous community account

how much of what you do is bullshit data mining? what percentage of the strategies you expect to make money based on back-testing actually do make money (after factoring in development costs)?

what data sets do you feed into your models?

do you believe in what you do, both in the sense that you are actually earning above-market risk-adjusted returns for your firm and in the sense that what you're doing benefits society at large?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769334)



Reply Favorite

Date: September 8th, 2018 12:37 PM
Author: thirsty hairless wrinkle deer antler

I do a fair amount of data mining. We take our back testing methodologies very seriously so we pretty reliably see a comparable return when we deploy strategies we've been backtesting - maybe 90%.

We contract out data set collection to multiple other firms and we get very large sets with thousands of esoteric indicators that I probably can't comment on.

I do believe I help deliver above average returns to our firm. On the second point, I do believe that efficient allocation of capital is critical to any complex/large economy - but not enough to justify the existence of my job or my firm. The amount of wealth created from trading 1000% eclipses its actual utility to society.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769377)



Reply Favorite

Date: September 10th, 2018 12:57 PM
Author: orchid adventurous community account

thanks for your response.

Interesting that the strategies seem to work most of the time. qualitative investors almost certainly have a far lower hit rate (i'd guess 40% outperform the market in any given year).

i'm not sure i agree that quantitative strategies help allocate capital efficiently across the economy in any meaningful way. i guess if your data includes fundamentals and/or projections and your holding period is measured in months or years, maybe i'd change my mind, but if you're like a typical quant fund, your average holding period is probably measured in minutes or days, at most, in which case you're really just exploiting trading patterns you see.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36781241)



Reply Favorite

Date: September 8th, 2018 12:38 PM
Author: comical mexican

Risten,

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769384)



Reply Favorite

Date: September 8th, 2018 12:39 PM
Author: Irate fat ankles step-uncle's house

this sounds like gay kike shit

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769388)



Reply Favorite

Date: September 8th, 2018 12:42 PM
Author: sapphire electric parlour ape

Or Asian

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769395)



Reply Favorite

Date: September 8th, 2018 9:58 PM
Author: cracking telephone



(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772538)



Reply Favorite

Date: September 8th, 2018 12:41 PM
Author: galvanic factory reset button

ljl @ being the highly-compensated unaware autistic fall guy insurance in the event of the fraud of your “fund” getting exposed

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769392)



Reply Favorite

Date: September 8th, 2018 12:46 PM
Author: Exhilarant gaped dingle berry background story

blanked this for you

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769405)



Reply Favorite

Date: September 8th, 2018 12:47 PM
Author: thirsty hairless wrinkle deer antler



(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769414)



Reply Favorite

Date: September 8th, 2018 12:48 PM
Author: Exhilarant gaped dingle berry background story

blanked this for you

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769416)



Reply Favorite

Date: September 8th, 2018 12:49 PM
Author: thirsty hairless wrinkle deer antler



(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769422)



Reply Favorite

Date: September 8th, 2018 1:01 PM
Author: thirsty hairless wrinkle deer antler

Thanks, brother.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769457)



Reply Favorite

Date: September 8th, 2018 1:07 PM
Author: Exhilarant gaped dingle berry background story

can you answer my q at the bottom

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769473)



Reply Favorite

Date: September 8th, 2018 12:52 PM
Author: Exhilarant gaped dingle berry background story

thoughts on EMH?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769432)



Reply Favorite

Date: September 8th, 2018 12:53 PM
Author: thirsty hairless wrinkle deer antler

It's accurate 99.9% of the time.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769436)



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Date: September 8th, 2018 12:54 PM
Author: Exhilarant gaped dingle berry background story

is the time series of a company's stock price markovian?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769440)



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Date: September 8th, 2018 1:08 PM
Author: thirsty hairless wrinkle deer antler

Yes, basically. Though it varies enough by size/sector that it may not be a super useful approximation.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769480)



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Date: September 8th, 2018 12:56 PM
Author: Jet-lagged startling address party of the first part

education background?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769442)



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Date: September 8th, 2018 12:58 PM
Author: thirsty hairless wrinkle deer antler

Top LAC ug, lower ivy math phd

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769447)



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Date: September 8th, 2018 1:17 PM
Author: nofapping deranged jap incel

outed as TUFTS grad and PENN STATE phd

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769506)



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Date: September 8th, 2018 1:20 PM
Author: thirsty hairless wrinkle deer antler

I don't think tufts is a lac

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769520)



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Date: September 8th, 2018 1:25 PM
Author: nofapping deranged jap incel

they get honorary LAC status for playing in the nescac

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769547)



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Date: September 8th, 2018 1:29 PM
Author: Rambunctious rehab

Does what you learned in your PhD actually help you day to day or could you do without it

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769568)



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Date: September 8th, 2018 6:06 PM
Author: thirsty hairless wrinkle deer antler

Basically just a lot of intuition related to things like probability, linear algebra, etc, as well as how to approach problems methodically.

Plus as I mentioned above I attended a handful of seminars/lectures related to quantitative finance that turned out to be more useful than I expected.

Also some programming I did while TAing a course was helpful.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36771119)



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Date: September 8th, 2018 1:08 PM
Author: Exhilarant gaped dingle berry background story

best book to learn enough measure theory to understand stochastic calculus. assuming you've taken undergrad analysis using little rudin.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769482)



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Date: September 8th, 2018 1:22 PM
Author: pearly lay

how azn are you

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769530)



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Date: September 8th, 2018 6:33 PM
Author: thirsty hairless wrinkle deer antler

I'm white, bro

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36771275)



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Date: September 8th, 2018 6:36 PM
Author: sapphire electric parlour ape

What are the odds of a quant being white?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36771291)



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Date: September 8th, 2018 6:41 PM
Author: thirsty hairless wrinkle deer antler

Probably a third of my quant coworkers are white.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36771322)



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Date: September 10th, 2018 11:11 PM
Author: Mind-boggling principal's office

Rest are quants of color I presume

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36784989)



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Date: September 10th, 2018 10:27 PM
Author: pearly lay

sup pensive

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36784713)



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Date: September 8th, 2018 2:42 PM
Author: Splenetic lodge



(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36769964)



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Date: September 8th, 2018 8:12 PM
Author: thirsty hairless wrinkle deer antler



(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36771950)



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Date: September 8th, 2018 9:23 PM
Author: Multi-colored genital piercing

Fund returns over the past few years (you can round down or round up if you don’t want to out the fund/company specifically)

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772356)



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Date: September 8th, 2018 9:35 PM
Author: thirsty hairless wrinkle deer antler

Between 15 and 20

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772436)



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Date: September 8th, 2018 9:24 PM
Author: Diverse hissy fit tanning salon

wtf is quantitative research? do you just read bloomberg, check out quarterly reports, and play with excel models?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772367)



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Date: September 8th, 2018 9:48 PM
Author: thirsty hairless wrinkle deer antler

I don't do any of those 3 things regularly.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772488)



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Date: September 8th, 2018 9:49 PM
Author: Diverse hissy fit tanning salon

posted it before i read the thread. now i see you do mostly the math modelling.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772494)



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Date: September 8th, 2018 11:41 PM
Author: thirsty hairless wrinkle deer antler

That's correct, sir

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36773060)



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Date: September 8th, 2018 9:27 PM
Author: Shimmering self-absorbed coffee pot mental disorder

Horrible thread

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772386)



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Date: September 8th, 2018 9:35 PM
Author: Scarlet razzmatazz orchestra pit



(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772440)



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Date: September 8th, 2018 9:40 PM
Author: Diverse hissy fit tanning salon

too mathy.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772460)



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Date: September 8th, 2018 9:40 PM
Author: Shimmering self-absorbed coffee pot mental disorder

Lol the "math" is the only respectable part itt

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772462)



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Date: September 8th, 2018 9:46 PM
Author: Diverse hissy fit tanning salon

they only do the math so they can get the money, brother. this is a perversion.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772483)



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Date: September 8th, 2018 10:01 PM
Author: Shimmering self-absorbed coffee pot mental disorder

CR

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772554)



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Date: September 8th, 2018 9:30 PM
Author: pale menage

at what net worth cutoff will you decide that you've had enough bullshit and just want to retire and live off of your investments?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772406)



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Date: September 8th, 2018 9:46 PM
Author: thirsty hairless wrinkle deer antler

I enjoy working on math/programming so I don't really view my job that way. But I'm sure my priorities and/or my job situation will change eventually, so maybe I'd consider leaving with 10M.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772485)



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Date: September 8th, 2018 9:52 PM
Author: Beady-eyed Ruby Temple

Are you based in CT or NYC?

Do you have to address any of your superiors as ‘Sir’?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772507)



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Date: September 8th, 2018 9:54 PM
Author: sapphire electric parlour ape

How many hours do you work each day? Is it a bunch of chill nerds geeking out or more cut throat?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36772526)



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Date: September 9th, 2018 12:13 AM
Author: metal fishy crackhouse famous landscape painting

Quant Dev here, let me know if you need help writing a for loop in python

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36773234)



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Date: September 9th, 2018 12:56 AM
Author: thirsty hairless wrinkle deer antler

What type of firm/shop

And are you BS CS?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36773383)



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Date: September 9th, 2018 10:25 AM
Author: metal fishy crackhouse famous landscape painting

Hmm. Let’s say 10e10-10e11 usd gmv. Post a throwaway if you really want details.

Not a CS god. What kinds of devs do you guys have?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36774293)



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Date: September 9th, 2018 12:29 PM
Author: thirsty hairless wrinkle deer antler

Most devs are from places like cmu, michigan, berkeley, etc

Some from MIT with USAMO, IOI, etc credentials on some of the more prestigious teams.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36774826)



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Date: September 9th, 2018 12:16 AM
Author: Vermilion motley stead

thoughts on CFA?

what are the BEST edumucational degrees for your field?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36773250)



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Date: September 9th, 2018 12:58 AM
Author: Histrionic pungent sweet tailpipe national

can TRUMP really keep the fed spigot how he wants it through bullying?

did other presidents do this?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36773390)



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Date: September 9th, 2018 4:15 AM
Author: Swashbuckling jew

what do u say to people who say just put ur money in S&P 500?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36773926)



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Date: September 9th, 2018 12:30 PM
Author: thirsty hairless wrinkle deer antler

Works fine for individuals

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36774831)



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Date: September 9th, 2018 5:36 AM
Author: bearded blathering partner corner

Do you trade around moves on or off an index?

Do you trade around non-fundamental changes like dividend policy, inclusion or removal from an index etc.?

Not my world, obviously, but I always found finance theory to fall flat in explaining how inclusion on an index increased stock price (and removal cut stock price) with near 100% certainty and a dividend cut causes a decrease in stock price with near 100% certainty even when either of the events have no impact on the fundamentals of the stock.

I get why the stock moves as it does — the demand side from index investors and dividend yield chasing investors, but neither of the events has any actual impact on the company.

I have thought that a good long term macro play now would be to buy non-index companies given the amount of money in index funds and the distortion it causes.

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36774022)



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Date: September 10th, 2018 1:02 PM
Author: rebellious sanctuary water buffalo

HF recruiter here, do you wanna jump ship to another megafund so that I can get that sweet 25% commission?

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36781275)



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Date: September 10th, 2018 10:30 PM
Author: Puce wagecucks toaster

how about you give me a job u fucking nigger

i have no skills and know absolutely nothing about investing btw

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36784738)



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Date: September 10th, 2018 10:46 PM
Author: sticky resort

same give job

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36784853)



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Date: September 10th, 2018 11:11 PM
Author: Mind-boggling principal's office

When will this China shit settle down

(http://www.autoadmit.com/thread.php?thread_id=4072309&forum_id=2#36784994)