t***m
发帖数: 13 | 1 Any test-taking strategy is highly appreciated. This is my first semester in
Nursing Program. I found out that I changed my answers to wrong answers
several
times when I take test. Does NCLEX allow test taker go back and change
answers?
If not, I need to practice not to change my answers from now on. Thanks. |
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p********e
发帖数: 55 | 2 非常感谢JM发的NCLEX-RN的考试资料，不知谁还有Silvestri Strategies for
Alternate Item Formats on NCLEX-RN® Exam (portable)的拷贝可以分享呢？
谢谢先啰！ |
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j****w
发帖数: 53 | 3 对于这个学科我点疑问, 请各位指教.
国际战略学似乎是在国内和一些东亚国家的IR研究里是被炒的比较热的一的领域, 但是
在美国我似乎还没有看到这方面的理论性专著,这个名词似乎似乎使用的都不是很多.倒
是在BUSINESS SCHOOL里 STRATEGY的研究很多. 可能是我比较孤陋寡闻, 如果各位知道
在IR里有什么这反面的重要文献, 请赐教 |
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j*********n
发帖数: 5 | 4 Constellation Commodity Strategy Group
45 min phone screening, next Tue., by two guys.
I am a PhD, applied math,
Anyone had experience before, |
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j****j
发帖数: 270 | 5 哪里有书或者文章讲hedge fund的trading strategy的？
请指点。非常感谢。 |
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j****j
发帖数: 270 | 6 Thanks!
没有专门讲trading strategy的书吗？
我的理解是大面上的东西大家都差不多所以总有人拿出来讲。
细节上的东西保密是自然的。 |
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i*****r
发帖数: 1302 | 7 trading strategy无非就是long, long/short, 等等.... |
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f****y
发帖数: 2 | 8 用数学或概率模型分析trading strategy，这里谢过了，最近想看一些和Quant
Trading Analyst 有关的东西 |
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s**a
发帖数: 178 | 9 saw some of you guys asking about trading strat, enjoy.
Sera
s*[email protected]
****************************************************
Convertible Arbitrage - This strategy entails procuring long-only positions
in convertible bonds or warrants and the subsequent shorting of
the corresponding stock. The bond and warrant pricing is based on
several criteria, including price of the underlying stock, and the expected
future volatility of returns. Such pricing is often inaccurate due to
illiquidity i |
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i*********r
发帖数: 77 | 10 this has nothing to do with Strategies traders use, not even close to quant
area, more like textbook abstract...... |
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f****y
发帖数: 2 | 11 Thanks a million, but how do you evaluate these strategies by statistical
model? I don't have a clue yet. any recommended books?
positions
expected |
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C*********h
发帖数: 74 | 12 我大概一月中下旬申的GS的Strategy intern.网上交的resume.一月底接到第一轮电面
通知。
1st round: 40 minutes phone interview
Qns that I can remember:
Basically probability stuff. Given a bus stop, and two buses come at 10 mins
and 20 mins interval.
1. If you come to the bus stop and see a bus leaving, what is the
expected time you need to wait for another bus?
2. If you come and see no bus at all, what is the expected waiting time?
3. If you have waited for 9 minutes and did not see any bus coming, what
is the expecte |
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s****g
发帖数: 329 | 13 不知道这里有没有参加过Morgan Stanley Quant Onsite面试的前辈？面试的职位是帮助Trader提供Strategy，面试要进行4个小时，不知道能不能说说一般都会问些什么问题？会有Group work吗？因为面试的职位和Quant和Coding都有关系，在Onsite的时候，会继续要求在白板上写Code吗？
谢谢大家！ |
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b***k
发帖数: 2673 | 14 ☆─────────────────────────────────────☆
CloudSearch (Cloud Search) 于 (Thu Mar 6 10:15:27 2008) 提到:
我大概一月中下旬申的GS的Strategy intern.网上交的resume.一月底接到第一轮电面
通知。
1st round: 40 minutes phone interview
Qns that I can remember:
Basically probability stuff. Given a bus stop, and two buses come at 10 mins
and 20 mins interval.
1. If you come to the bus stop and see a bus leaving, what is the
expected time you need to wait for another bus?
2. If you come and see no bus at all, what is the expected |
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w***u
发帖数: 17 | 15 请问interest rate quantitative research group和 quantitative strategy group
做的东西和所用的知识有什么区别呢? 多谢~ |
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d**s
发帖数: 920 | 16 Hi,
Can anyone guess the trading Strategies used by Renaissance
Technologies and D.E.Shaw ? Are there any papers or research articles
on these ?
What makes them successful ? |
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b*******r
发帖数: 32 | 17 also heard they do regression btw market return and snowfall in Central park
... I don't think anyone can know their trading strategies. The head of
Renaissance always said "we trade everything..." once asked. |
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s******r
发帖数: 350 | 18 If you knew their strategies, you should have already been running your own
funds. Don't count on " any papers or research articles
on these ?" |
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g****3
发帖数: 49 | 19 repeat a well-known common sense: if the strategies really work, nobody will
publish. Publishing a paper is much easier than implementing the idea into
real world.
Think about why trading firm is called PROPRIETARY trading firm, it's a
secret that can not tell others. |
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c****y
发帖数: 3592 | 20 DE oculus是multi strategy, 即使你是投资人,他也只会给你个overview,看了等于白
看. 具体用什么模型你想知道除非得进去做 |
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b*******r
发帖数: 32 | 21 I guess most people in DE Shaw don't have clear ideas. Only very few key
employees know the strategy. |
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p****u
发帖数: 2596 | 22 一个US sector neutral的daily strategy想扩展到international market 上. 以前一
直都是在做US, 昨天翻了一下发现其他国家的比较liquid的股票个数比我想象的还要少
. 感觉要么一个市场上直接做market neutral或者几个市场一起做sector neutral,大
家一般怎么做的呵??
比如如果几个市场上放一起做, 欧洲是都一起放还是只一起放欧元区的??? 另外,亚洲
的几个市场关联性怎么样是不是一般也可以放成一起做?
有没有做StatArb的同行阿?? 请指教一下啊..或者mail我交流一下啊,谢谢. |
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J**********y
发帖数: 1891 | 23 Define "Hedging Strategy" mathematically.
What's the goal of hedging here? Hedging towards which factor?
What are the constraints?
Are we looking for "optimal" hedging? Dynamic or static?
K |
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t**********a
发帖数: 166 | 24 My understaning of hedging is to get rid of the hedgable risk that you don't
want to expose to with (more liquid) tradable products.
It is certainly tie to the contraints: what is tradable and how liquid, how
often you can retrade at what cost..
All of these will determine whether it is more efficient to static hedge or
dynamic hedge, and what hedging strategy can achieve your goal with minimum
cost.
.
not
S1- |
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r****t
发帖数: 10904 | 25 Hedging strategy is a portfolio that replicates the value of the interested
contingent claim, mathematically.
u r right, I agree LZ's "hedging" is not hedging in this sense. |
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b***k
发帖数: 2673 | 26 ☆─────────────────────────────────────☆
wangyang0905 (汪汪) 于 (Thu Oct 23 02:12:11 2008) 提到:
我刚刚接到JPMorgan的电话，说他们的Fixed Income Strategy部门会在几天后给我一
个phone interview，到时会有4到5个人轮流跟我交流和提问。我在这里真诚地请教一
下有类似经历的前辈，我可能会遇到什么类型的问题？Brainteaser, maths, finance,
or programming? 我在接下来几天的时间应该再着重准备一下什么方面的问题？万分
感谢！
P.S: 我在这里简单介绍一下自己的情况。我是应用数学的phd，学校不算top tier也不
是Ivy league，但也还凑合，各方向排名基本在10-15之间。我申请的是一个summer
internship，之前接到过JPMorgan一个电话，也不算是phone interview。他们的部门
头目简单地和我聊了聊我的research，他当时特别提到他看到我在简历中提到我和某
finance大牛 |
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f********e
发帖数: 3 | 29 In my point of view, strategy is better, which can lead to portfolio manager
, trader and sells position. But also to remember, strategist should be good
at writing and presetation besides quantitative skills. Personally, I think
Eco & Finance Ph.d trainning is a better preparation for this kind of roles
. |
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p****w
发帖数: 21 | 30 Thanks!
Volatility futures are tradable. I phrased volatility vaguely in my previous
post to make the question simpler.
The CBOE cash volatility index (VIX) is a nonlinear function of SPX options
prices and SPX index. It is not tradable.Then my question follows: if the
underlying is a function of tradable asset prices, is that same hedging
strategy delta neutral and self financing? |
|
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z*********r
发帖数: 298 | 32 这位同学是在拿自己的钱做么，要是想研究公司用的Strategy的话建议你不要往这个方
向想了，现在公司的Risk Control是异乎寻常的严，一天应该控制在50BPs之内的 |
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p********0
发帖数: 186 | 33 Company is an index fund, but boss believe that some portfolio(strategy) can
take on more risk so will have high return in the long run.
We are looking for new risk factor like cost of capital instead of simply
leveraging up. |
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m*j
发帖数: 1 | 34 Next Tuesday on campus interview for Goldman Sachs Quant Investment
Strategies in Columbia Univ.
Can anyone give some idea what kind of question will be asked for the first
round?
Thanks a lot! |
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N******r
发帖数: 642 | 35 Hi, 这里还有一个 trading strategy: Universal Portfolio, 但不是很清楚 它的算
法 和 如何用 matlab 实现, 希望有高手不吝赐教, 先谢谢了^^ |
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b*********r
发帖数: 9 | 36 弱弱问一句啊, 1688是什么网站呢?
这儿是作业:
here includes some daily data from the region (historical prices for
Dubai, Saudi and Egypt indices).(--PS:6-year Dubai; 10-year Saudi; 3-year
daily Egypt;)
you are required to implement two strategies (one trend following and one
contrarian) and compute respectively their statistics (Excel/VBA/matlab
should be fine).
This will test your creativity, statistical knowledge and programming
skills. |
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t********a
发帖数: 810 | 37 这问题问得太搞笑了...
Hi, 这里还有一个 trading strategy: Money Making (it makes money), 但不是很清
楚 它的算法 和 如何用 matlab 实现, 希望有高手不吝赐教, 小女子先谢谢了
还有为什么所有大老爷们一有问题就用小女孩马甲? 太WS了吧. |
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m********0
发帖数: 2717 | 38 I don't think it will exists.
if your are to minimize theta,
you have to have both long and short legs to hedge.
or you sell theta.
either way, you could not have maximum gain potential and
minimum risk simultaneously.
otherwise, other strategies will fade out.
70%
For
we
are |
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l*******n
发帖数: 206 | 39 Interesting.
I guess then the question is:
is there a strategy that dominates simple call spread or sell OTM put
assuming you are bullish? does not have to be optimal in both gain
potential and risk, but is there anything you can do taht improves on both
dimension? |
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m********0
发帖数: 2717 | 40 maybe, reverse calendar spread.
but practically,
it's only better when the stock goes up or down significantly.
moderate bullish or bearish, it's worse strategies.
right
it |
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b********a
发帖数: 5418 | 41 我还真有个朋友在高盛的private wealth当sales，既不是好出身也不是很pp的一个女
生。我很佩服她。
所以你的意思就是说都是strategy team只是管的方向不同？譬如楼主说的可能就主要负责private
wealth这一块？ |
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j*********e
发帖数: 8 | 42 本人物理phd背景，不知怎么会被GS FICC data strategy team 感兴趣，明天电面第一
轮。实在不知会问什么，不知哪位有经验的？谢谢！
面完再发包子 |
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D******4
发帖数: 47 | 43 下周有个电话面试，是Emerging Markets Strategy 组的。在版上查询只找到一个贴有
相关信
息：
（Thanks for MidStudent）
For the math part I suggest:
1 Radon-Nicodym thm and prove
2 Arzela-Ascoli thm and prove
3 Rieze Representation and prove
4 WLLN/SLLN/CLT
5 strong/weak/a.e/in prob/in distribution/convergence
不知道版上牛人能提供一些他家的面试经验吗？ 不甚感激 |
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p****u
发帖数: 2596 | 44 本来有个daily Market－Neutral strategy，每天产生position，分布在１０００个股
票上。。在你只知道position的情况下，你需要提高return，sharpe可以减少些没有关
系。注意需要考虑transaction cost。你会做一些哪方面的测试与尝试?? |
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w**********y
发帖数: 1691 | 45 有个老印,EE出身的,好像在街上站了15年了,在GS,MS,BOA都做过..最后MS做了VP之后,
就去了buy side.具体哪家公司也没说.
昨天发站内信,说想让我帮他做个part time的活..估计也不是啥part time..就是私活.
.写code test trading strategy,一些基于data mining的算法, SVM啊,Boost啊之类的
..说他自己都断断续续搞2,3年了..
估计是觉得我有统计和data mining的背景,又懂点quant finance吧.
晚上要电话具体聊.
俺这正忙着毕业找工作呢.不知道要不要趟着混水..有啥要注意的.
请各位有经验的给些建议吧. |
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b********n
发帖数: 609 | 46 估计是有猫腻，真是好东西怎么可能拿出来找陌生人看。能挣钱有钱途的strategy肯定
是连老爸都瞒着不说。
活. |
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p****u
发帖数: 2596 | 47 lol， yy通过捷径偷学人家的strategy。。。。 |
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m********0
发帖数: 2717 | 48 Do you trade anything?
With systematic group to be a quant trader, you are expected to
describe your algorithms,
condition to generate long/short signals to be short, portfolio build/update and risk management to be detailed.
if you do high frequency, you should know some basic in execution
such as short fall, VWAP algorithm, iceberging etc.
if you are interviewing a traditional trader, which is less and less
popular, you should also give something unique, well known TA and FA
won't have you any... 阅读全帖 |
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n*********e
发帖数: 86 | 49 最近面了goldman的core strategy group。大概知道这个group是做什么的。不过好像
非常technical。不知道在这个
group里面做career前景如何？能不能在wall street上一直做下去？收入的情况和其他
的strategist比起来有什么不同？谢
谢。 |
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o******s
发帖数: 64 | 50 据我了解，Core Strategy工作的很大一部分是开发和维护slang/secdb，GS的专有
database and pricing system。LZ在面试过程中应该会有人跟你提起过。
Slang/secdb是很大的系统，所以有的人解PDE，有的人做GUI。看各人。
GS的大多数sales and trading的定价都在slang/secdb这个统一的平台上完成，
这是很难得的。相比之下，很多其他IB每个desk都有自己的一套quant model，核心
代码对外要么秘而不宣，要么故意搞的晦涩难懂，desk之间互相掐架拼model，很
多情况下是恶性竞争。这也是为什么很多其他公司追求写程序速度的原因。
GS的sales and trading内部运作比较高效，和slang/secdb有非常重要的关系。
至于这工作是否被归类为是IT工作，其实并不重要。个人认为今后几年各大IB会开
始效仿GS Slang/SecDB的做法，有的已经开始做了。只是不见得能够成功：要想说
服各个desk头头放弃自己的独门神器可不容易。
没有直接赚钱业务的组总是矮人一头，有直接赚钱业务的组里活得很累... 阅读全帖 |
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