d********t
发帖数: 9628 | 1 直接一个电话让我去on-site，不知道什么情况。 |
k***n
发帖数: 997 | |
d********t
发帖数: 9628 | 3
别急着cong啊，开过去3个小时，我这破车又退耗油，别是耍我玩的。
【在 k***n 的大作中提到】
: cong~
|
J*****n
发帖数: 4859 | 4
A good CTA, made a lots in 2009.
Not quite sure about past two years' performance.
【在 d********t 的大作中提到】
: 直接一个电话让我去on-site，不知道什么情况。
|
d********t
发帖数: 9628 | 5
能解释一下CTA跟hedge fund有啥不同吗？
对像我这样还没入门的人他们会问啥呢？
【在 J*****n 的大作中提到】
:
: A good CTA, made a lots in 2009.
: Not quite sure about past two years' performance.
|
J*****n
发帖数: 4859 | 6
CTA only trade exchange traded futures/options(some of them trade others,
but it seems illegal if your firm is purely a CTA), and be strictly
regulated(like report to CFTC).
Payment structure is usually the same as HF.
P&L is more volatile (usually sharp ratio of 1 is considered good enough,
max dropdown can reach 20% - 50% annually). Most of them are systematical
trend/momentum trading style.
No idea about ur background, so no comments about ur second question.
Good luck.
【在 d********t 的大作中提到】
:
: 能解释一下CTA跟hedge fund有啥不同吗？
: 对像我这样还没入门的人他们会问啥呢？
|
d********t
发帖数: 9628 | 7
我学物理的，就准备过一般quant interview的那些问题，考过CFA，那边人说不是笔试
，我也云山雾罩的，因为之前也没有Phone interview。
【在 J*****n 的大作中提到】
:
: CTA only trade exchange traded futures/options(some of them trade others,
: but it seems illegal if your firm is purely a CTA), and be strictly
: regulated(like report to CFTC).
: Payment structure is usually the same as HF.
: P&L is more volatile (usually sharp ratio of 1 is considered good enough,
: max dropdown can reach 20% - 50% annually). Most of them are systematical
: trend/momentum trading style.
: No idea about ur background, so no comments about ur second question.
: Good luck.
|
