The Archives
-
learn, programs
Beginner’s Guide to Quantitative Trading
Now that we gone over what it means to be a qualt. Here’s how to get started in being a quant. Get a background in statistics or econometrics, have experience in implementation of a programming language like MATLAB, Python or R, and know Linux kernel modification and C/C++, after that you’re good to go with [...]
-
learn, programs
The Actuary vs. the Quant
Who will reign? The main thing is differences in method. Actuaries believe in table stability; Quants believe in bicycle stability. Actuaries look at the cash flows, and make minimal assumptions about markets continuing to operate. Quants usually assume that market continue to operate. Actuaries look long-term, and do stress-testing. Quants look short-term, and do hedging. [...]
-
learn, management, odds, programs
Inside the Black Box
Are alpha models really what the quant lives for? Rishi Narang- the founder and chief executive of Telesis Capital, lets loose on the “misconceptions” of the modern-day quant: Narang goes into similar detail on risk models, including theoretical, empirical and transaction cost models, which look at fees; as well as slippage and market impact. Putting [...]
-
learn
The Human Element
“The greatest conceptual danger is idolatry; believing that someone can write down a theory that encapsulates human behavior and thereby free you of the obligation to think for yourself,” said Emanuel Derman. In his new book, Models Behaving Badly, Derman writes about how the human element is ignored in quant models. Definitely worth reading.
-
news
The Situation in the EU
Greece has been hanging by a thread for what seems like months, with the next days and weeks being at the utmost importance for policy makers to agree on actions that strengthen a lack of global exposure, Qualt Shop believes that capitalism must breath new air or we are going to be in a much [...]
-
traffic ticket
$217M Computer Errors
A $2.5 million traffic ticket for one of the forefathers of quants, took a hit for quants around the world- the company that they worked for, is down $29 billion off of $70 billion in 2010.
-
programs
Morgan Stanley’s Process Driven Trading
With a Sharpe ratio of 3 to 4, PDT recorded a risk-adjusted performance of 10 times the returns of the Standard & Poor’s 500 index. Amazing for a brash, yoga practicing quant, Peter Muller, its creator. The curtain has fallen for the day of the quant and they like Muller are seeking independent paths away [...]
Sponsor- Imagine : Predict the future app
Stock Quote
| INDU | 0.00 | ||
| ^STOXX50E | 2700.93 | ||
| ^FTSE | 6374.21 | ||
| ^AXJO | 4814.400 | ||
| ^STI | 3229.55 | ||
| EWS | 13.405 | ||
| NASDAQ | 3423.555 | ||
| S&P 500 | 1651.81 | ||
| ^RUT | 999.99 | ||
| ^VIX | 16.61 | ||
| CR-Y.NYB | 309.30 | ||
| AAPL | 431.77 | ||
| X | 17.86 | ||
| ZEUS | 25.38 | ||
| GS | 164.15 |
Archives
- May 2013 (1)
- April 2013 (1)
- March 2013 (2)
- October 2012 (1)
- July 2012 (1)
- February 2012 (1)
- December 2011 (3)
- November 2011 (3)
- October 2011 (5)
- July 2011 (7)
Categories
- advertising (2)
- latency (1)
- learn (11)
- management (5)
- news (1)
- odds (2)
- programs (12)
- ticker (1)
- traffic ticket (2)
feeds
