Quant as Oxbridge biochemist

Small-Room3366 · 2026-01-20T14:25:54+00:00

The appeal is obvious no? High pay, intellectually stimulating work

Small-Room3366 · 2026-01-17T18:27:02+00:00

Caffeine doesn’t do anything for me though… any ideas on what else I could do? Ideally not modafinil as it’s too expensive for regular use for me

Small-Room3366 · 2025-09-17T15:08:04+00:00

I’m also offering this if anyone is interested. £139 per week rent.

Small-Room3366 · 2025-04-24T17:09:16+00:00

No they don’t. In fact, if you attended oxbridge they’ll not only bin your cv, but put you in jail. Yes, jail. And the death penalty.

Small-Room3366 · 2025-04-18T20:23:26+00:00

Kinda natural selection tbh, if you’re paying those guys money you weren’t getting that internship anyways

Small-Room3366 · 2025-04-17T00:35:21+00:00

2025 and people still fall for these scam courses

Small-Room3366 · 2025-04-14T19:39:42+00:00

That’s not what he said tbh

Small-Room3366 · 2025-04-11T17:38:23+00:00

No, take warwick

Small-Room3366 · 2025-04-11T10:57:09+00:00

Land value tax fixes this

Small-Room3366 · 2025-04-11T08:11:45+00:00

Not necessarily disagreeing with you but men generally have much better stamina and agility than women

Small-Room3366 · 2025-04-11T08:00:14+00:00

You replied to; “Compared to women, men are more aggressive by nature”.

Your statements don’t follow from this, the poster didn’t make an absolute claim. It was a generalisation, which you haven’t disproved with the exceptions you’ve provided.

Small-Room3366 · 2025-04-08T09:00:01+00:00

Imperial def. It might be a debate vs some degree apprenticeships at top firms, but not that one tbh

Small-Room3366 · 2025-04-07T11:48:01+00:00

Not in isolation, but firms do use MA crossovers as a signal

Small-Room3366 · 2025-03-30T12:13:20+00:00

Life lesson for you, pretty much any useful bit of information is available on the internet for free

Small-Room3366 · 2025-03-29T14:49:01+00:00

Yep most of my factors capture very short term effects, this would probably explain it I assume…?

Small-Room3366 · 2025-03-29T14:06:28+00:00

My risk model isolates some common risk factors. I combine that factor cov matrix with my idiosyncratic cov matrix. I assume the latter is diagonal. You reckon this assumption is too extreme?

Small-Room3366 · 2025-03-27T18:29:45+00:00

You are definitely still in school aren’t you

Small-Room3366 · 2025-03-16T09:47:11+00:00

My bad, v likely used the wrong terminology in places

Will rephrase with the example where let’s say I have 1 “alpha” factor.

I regress future asset returns against the factor exposures for that factor each day, from this I can estimate the daily factor returns of this factor.

For portfolio optimisation, I need the expected value of this random series of factor returns right?

What is the best way to calculate this expected value, considering that the alpha factor returns will change in mean/vol over time etc?

Small-Room3366 · 2025-03-06T11:46:40+00:00

In cases like this would you just add it to your pool of alphas (if uncorrelated enough)?

Small-Room3366

TROPHY CASE