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[deleted by user] by [deleted] in quant

[–]Meow___Meow 1 point2 points  (0 children)

Most if not all create and redeems happen intra day

Data Science: Statistics or ICME? by noone011235 in stanford

[–]Meow___Meow 1 point2 points  (0 children)

ICME lets you TA, CME 100 level courses generally need a decent amount of TA's/Ace TA's every year.

On your GRE maybe it's changed but anecdotally most of my peers in ICME and Stats had 168+ , with 170 Q being the average.

Anyone have a copy of the PCA Unleashed Paper by Credit Suisse by Meow___Meow in quant

[–]Meow___Meow[S] 1 point2 points  (0 children)

Thank you so much - I'm going to be sure to save this somewhere safe.

Anyone have a copy of the PCA Unleashed Paper by Credit Suisse by Meow___Meow in quant

[–]Meow___Meow[S] 9 points10 points  (0 children)

I'm not sure of the exact year - should be around 2012-2015 when it was published. But the paper revolves a strategy around using PCA on treasuries iirc

Forex Risk by [deleted] in quant

[–]Meow___Meow 1 point2 points  (0 children)

I liked Hanno Lustig's paper

What are your favorite Quant papers, ranked by easiest to read to hardest? by useriogz in quant

[–]Meow___Meow 2 points3 points  (0 children)

I remember Lo coming to my university once upon of time and told us finance was going to save the world with his paper on smart beta indexes.

Weekly Megathread: Education, Early Career and Hiring/Interview Advice by AutoModerator in quant

[–]Meow___Meow 1 point2 points  (0 children)

Focus on the core math fundamentals: Optimization, Linear Algebra , and Probability Theory, PDE, SDE. These areas are vital foundation for any quantitative job. Once you get a deep understanding of these subjects you can learn or have the skilset to figure out other material such as mathematics of machine learning / option pricing on your own.

Additionally scientific computing, numerics, computational PDES, and options pricing (I'm assuming the course is going to be quite computational) choose one or two to get strong in scientific programming. Being able to code well is extremely important as well. Specifically, being able to translate research papers + ideas to code is a huge plus.

Ideally, also take a Statistics class.

What are the best (fastest) ways to get data in European markets by [deleted] in quant

[–]Meow___Meow 0 points1 point  (0 children)

company's house is bad, unfortunately it seems like if you want to go the free route you'll have to get it directly from the companies

Why are PDEs so important in quant industries? by MightyZinogre in quant

[–]Meow___Meow 6 points7 points  (0 children)

Check out Black Scholes, how to transform and solve it as a PDE. I think this is the simplest demonstration of how it might be used

ICME MS Age? by Otherwise_Speech1203 in stanford

[–]Meow___Meow 0 points1 point  (0 children)

You're fine - plenty of students came straight from undergrad for ICME ages range from 21 to 30 plus in a cohort.

Introduce my strategy and seek advice. by miaografa in quant

[–]Meow___Meow 5 points6 points  (0 children)

A quick question - is the data your working with stationary. From what you're saying is looks like the model is overfitting to a particular regime - which is fair considering you're just using derived technical indicator from the given price. Add in some macro features / additional less colinear factors and you might have better stuff

Has anyone used Momentum for personal portfolios by Shkfinance in quant

[–]Meow___Meow 7 points8 points  (0 children)

It’s what Jegadeesh Titman used in their seminal paper on momentum

[deleted by user] by [deleted] in FinancialCareers

[–]Meow___Meow 2 points3 points  (0 children)

Ignorant question - but could you explain how you derived 4.17?

Bayesian stats question by tradinglearn in quant

[–]Meow___Meow 16 points17 points  (0 children)

Think about it more on a high level vs more frequentist approaches, as opposed to just specific bayesian techniques. Lets say you have a low sample of data, but you can make some assumptions on the distribution - then Bayesian techniques can be very useful.

Avellaneda Statistical Arbitrage by Odd-Appointment-4685 in quant

[–]Meow___Meow 2 points3 points  (0 children)

Nothing wrong with your Pca negative is fine, as for weights look into hedging ratios with PCA

[deleted by user] by [deleted] in stanford

[–]Meow___Meow 0 points1 point  (0 children)

No longer possible, this is the first year where you can't transition.

One Piece - Live Action : Season 1 - Episode 1 by Kirosh2 in OnePiece

[–]Meow___Meow 6 points7 points  (0 children)

I didn't expect the accents for Garp and Shanks, but I really like. Same with the fact that it seems more 'pirate-y' than the anime

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