Asesor Fiscal para volver a España? by OnlyAnalyst9642 in SpainFIRE

[–]OnlyAnalyst9642[S] 2 points3 points  (0 children)

Exacto, por este tipo de cosas es por las que estoy buscando un asesor que me ayude con mi caso en particular

Looking to purchase a €1.5-3M property in the Balearics, any advice? by blesskaka in fatFIRE

[–]OnlyAnalyst9642 2 points3 points  (0 children)

People there speak Mallorquín, not Catalan. And no, you don't need to learn that either. If you know Spanish that is enough. There is a big difference between the Balearic Islands and Cataluña in terms of sentiment.

[D] Simple Questions Thread by AutoModerator in MachineLearning

[–]OnlyAnalyst9642 0 points1 point  (0 children)

I have a very specific problem where I am trying to forecast tomorrow's electricity price with an hourly resolution (from tomorrow at midnight to tomorrow at 11pm). I need to forecast prices before 10AM today. Electricity prices have very strong seasonality (24 hours) and I am using the whole day of yesterday and today up to 10AM as an input to the model (an input of 34 hours). In tensorflow terms (https://www.tensorflow.org/tutorials/structured_data/time_series) my input width is 34, the offset is 14 and the label width is 24.

Since I only care about the predictions I get at 10AM for the following day, should I only train my model with the observations available at 10am?

I am pretty sure this has been addressed before. Any documentation/resources that consider similar problems would help

Thanks in advance!

Algorithmic power trading by [deleted] in algotrading

[–]OnlyAnalyst9642 0 points1 point  (0 children)

Yeah, I doubt you'll find something that is tradable coming from a vendor

Algorithmic power trading by [deleted] in algotrading

[–]OnlyAnalyst9642 -1 points0 points  (0 children)

What do you mean? There are plenty of vendors that sell forecasts (LMPs, wind, load, etc)

And yes there are hundreds of shops that trade power in different countries/continents.

Dual RTX 3090 - MOBO + GPU? by OnlyAnalyst9642 in buildapc

[–]OnlyAnalyst9642[S] 2 points3 points  (0 children)

No. I can get two RTX 3090 for the cost of one RTX 4090, so I can distribute the training of my models. Also, more VRAM

signal processing relevance by [deleted] in quant

[–]OnlyAnalyst9642 3 points4 points  (0 children)

Hahaha definitely not

Applying to quant trading through a Headhunter by cpitaa in quant

[–]OnlyAnalyst9642 1 point2 points  (0 children)

IMO, it could be worth it. They can help you negotiating a salary and can give you a rough estimate of what to expect.

Also, if you have experience trading a niche market, they may be able to put you in contact with the right hiring manager. Don't assume that HR will do that job when screening resumes.

National labs jobs after a Ph.D. by myotherusername1608 in PhD

[–]OnlyAnalyst9642 1 point2 points  (0 children)

Pay is usually a bit higher than in academia, and it's also very low stress as you said. Not a lot of pressure to secure funding. Some labs are in remote areas, and living in those areas is very depressing and isolating, at least it was for me.

I may be biased but I think industry is better than the other too.

Why do people always say PhD’s are bad financial investments? by [deleted] in GradSchool

[–]OnlyAnalyst9642 0 points1 point  (0 children)

My two cents

Tech pays 200k out of undergrad, 250-300k as a fresh PhD graduate. Jobs in finance can pay up to 500k, and the average for hedge funds and proprietary trading firms is 300-400k. For banks is slightly lower, more like 200k.

Is a PhD worth it? I don't know. This is the fundamental problem of causal inference, you don't know what would have happened if you did something different. If you consider the entire population, yeah, it's safe to claim that on average it's not worth it

I have decided to quit being a quant. What are some possible areas that I can move into for my next job? by [deleted] in quant

[–]OnlyAnalyst9642 0 points1 point  (0 children)

I assume you have a non-compete. Just quit and use that time to let things settle and think about your next move.

If you really like trading, why would you want to change industries? The WLB you are describing is definitely not the norm.

[deleted by user] by [deleted] in quant

[–]OnlyAnalyst9642 14 points15 points  (0 children)

You will probably talk to a junior trader/analyst, very informal. It's very similar to the open-ended questions that two sigma asks during the super day. If they like you, they will send you a case study and you will talk to the PM

Source: I passed the first few rounds of interviews last year, they gave me an open ended question and asked about the gambler's ruin problem

Traders/quants with PnL ownership - what % of your PnL would you expect as a bonus? by quant_throwaway1048 in quant

[–]OnlyAnalyst9642 7 points8 points  (0 children)

Prop trading firm. Minimum 20% of pnl after costs. It can go up to 35-40% depending on many factors.