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Quant版 - trader的pnl cut有多少
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1 (共1页)
j*********g
发帖数: 224
1
一般来说,pnl减去cost后,能拿到%多少?
o******l
发帖数: 35
2
Depends on firm, and how established the trader is.
j*********g
发帖数: 224
3
新手,没有什么record
l********g
发帖数: 116
4
10-15% in front office of bank
10-??% in prop trading shop or hedge fund, case by case

【在 j*********g 的大作中提到】
: 一般来说,pnl减去cost后,能拿到%多少?
t**********a
发帖数: 166
5
No way bank can pay this high. Probably 5-10%? And high end is more prop (
little dependence on client flow)

【在 l********g 的大作中提到】
: 10-15% in front office of bank
: 10-??% in prop trading shop or hedge fund, case by case

m*********g
发帖数: 646
6
12%-20% mentioned in a recent article on Bloomberg, talking abt how the
banks/funds are facing cost difficulty and forced to cut headcount.
d*j
发帖数: 13780
7
citi的那些 prop trading 正好是 10%

【在 t**********a 的大作中提到】
: No way bank can pay this high. Probably 5-10%? And high end is more prop (
: little dependence on client flow)

t**********a
发帖数: 166
8
at the end, it will depend on capital expense - i.e., no need to spend
capital vs high margin/reserve requirement
j*********g
发帖数: 224
9
pnl cut一般是多久给一次?3个月还是一年?
EM
发帖数: 715
10
一般是4个月到1年不等
high-frequency类型的公司没有inventory,一般4个月左右
其他类型的公司一般都是1年左右

【在 j*********g 的大作中提到】
: pnl cut一般是多久给一次?3个月还是一年?
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z****s
发帖数: 532
11
citi还有prop trading?

【在 d*j 的大作中提到】
: citi的那些 prop trading 正好是 10%
d*j
发帖数: 13780
12
sure....

【在 z****s 的大作中提到】
: citi还有prop trading?
d*j
发帖数: 13780
13
you got an offer?
good one?
cong!

【在 z****s 的大作中提到】
: citi还有prop trading?
a***r
发帖数: 594
14
rule of thumb is half of the fee. just like the bank allocate half of the
revenue for comp.
but you d have to be the top dog on the desk, the one calling the shots,
making the trading decisions, including what "signal" to install in a
computer driven environment.
if you are new, most reputable places will not even let you have your own
book. As a result you will be among the rest of the guys that are paid from
the remaining half of the fee, along with the cost to rent office spaces,
buy computers and office furnatures, etc, ect.

【在 j*********g 的大作中提到】
: 新手,没有什么record
j*********g
发帖数: 224
15
谢谢你的回复。
我是一个人的团队,所有用的软件都是自己的。除去所有的花费,我可以拿到20%到25%
的pnl,这个怎么样?

from

【在 a***r 的大作中提到】
: rule of thumb is half of the fee. just like the bank allocate half of the
: revenue for comp.
: but you d have to be the top dog on the desk, the one calling the shots,
: making the trading decisions, including what "signal" to install in a
: computer driven environment.
: if you are new, most reputable places will not even let you have your own
: book. As a result you will be among the rest of the guys that are paid from
: the remaining half of the fee, along with the cost to rent office spaces,
: buy computers and office furnatures, etc, ect.

a***x
发帖数: 26368
16
book size?

25%
the
own
,

【在 j*********g 的大作中提到】
: 谢谢你的回复。
: 我是一个人的团队,所有用的软件都是自己的。除去所有的花费,我可以拿到20%到25%
: 的pnl,这个怎么样?
:
: from

a***r
发帖数: 594
17
I don't quite understand what you are saying.
if your one-man-team is taking capital from investors, it is hard to imaging
you can command a >20% incentive fee. established hedge funds charge about
20%, exceptional hedge funds can command 30%, those without long and good
track record will have a hard time asking for even 10%. So I m not sure how
you can get 20-25% PNL after expense.
Now if you commit you own money, then you should get a much higher
percentage. After all you are risking your own money.
either way, I can not understand your "after expense 20-25% number".

25%

【在 j*********g 的大作中提到】
: 谢谢你的回复。
: 我是一个人的团队,所有用的软件都是自己的。除去所有的花费,我可以拿到20%到25%
: 的pnl,这个怎么样?
:
: from

d*j
发帖数: 13780
18
如果是trader用公司自己的钱哪
像那些 prop trading desk 一样

imaging
about
how

【在 a***r 的大作中提到】
: I don't quite understand what you are saying.
: if your one-man-team is taking capital from investors, it is hard to imaging
: you can command a >20% incentive fee. established hedge funds charge about
: 20%, exceptional hedge funds can command 30%, those without long and good
: track record will have a hard time asking for even 10%. So I m not sure how
: you can get 20-25% PNL after expense.
: Now if you commit you own money, then you should get a much higher
: percentage. After all you are risking your own money.
: either way, I can not understand your "after expense 20-25% number".
:

S*********g
发帖数: 5298
19
江平,挑战华尔街的正文第二页:
"他给我拜了年,并希望我重新考虑离开雷曼的决定。他说,鉴于我长期对雷曼的贡献
,他和总裁已经商量,将赢利提成提升到16%"
"我在雷曼多年,平均提成在3%-4%,一直到2004年才一步提高到11%,但其中现金部分只
占3%"

【在 d*j 的大作中提到】
: 如果是trader用公司自己的钱哪
: 像那些 prop trading desk 一样
:
: imaging
: about
: how

d*j
发帖数: 13780
20
居然这么低。。。

【在 S*********g 的大作中提到】
: 江平,挑战华尔街的正文第二页:
: "他给我拜了年,并希望我重新考虑离开雷曼的决定。他说,鉴于我长期对雷曼的贡献
: ,他和总裁已经商量,将赢利提成提升到16%"
: "我在雷曼多年,平均提成在3%-4%,一直到2004年才一步提高到11%,但其中现金部分只
: 占3%"

j*********g
发帖数: 224
21
正如daj说的,我是用公司自己的钱,其实就是创始人的钱。看来20%很不错了。
x******n
发帖数: 93
22
Here is my 3rd-party audited system:
http://www.collective2.com/cgi-perl/system38480160
42% annual return. Up 18.7% in August, and 9.6% in September asof today.
1 (共1页)
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