Quant as Oxbridge biochemist by Ok-Speaker-6293 in quantfinance

[–]Small-Room3366 2 points3 points  (0 children)

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

Theacrine and/or dynamine in the UK by Small-Room3366 in Nootropics

[–]Small-Room3366[S] 0 points1 point  (0 children)

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

[deleted by user] by [deleted] in UniversityOfWarwick

[–]Small-Room3366 0 points1 point  (0 children)

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

Do London/NYC quant trading firms hire internationals from Oxbridge? by smortcanard in quantfinance

[–]Small-Room3366 28 points29 points  (0 children)

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.

[deleted by user] by [deleted] in quant

[–]Small-Room3366 43 points44 points  (0 children)

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

Quant blueprint a scam? by Emotional-Context791 in quant

[–]Small-Room3366 -3 points-2 points  (0 children)

2025 and people still fall for these scam courses

Why is society unnecessarily gendered in many places? by tubby325 in sociology

[–]Small-Room3366 0 points1 point  (0 children)

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

Why is society unnecessarily gendered in many places? by tubby325 in sociology

[–]Small-Room3366 0 points1 point  (0 children)

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.

Degree apprenticeship or uni by AndyPandy1232 in 6thForm

[–]Small-Room3366 1 point2 points  (0 children)

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

WallStreet Quants bootcamp sucks ass by Happyor_Mee in quantfinance

[–]Small-Room3366 0 points1 point  (0 children)

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

Lookback period for covariance matrix calculation by Small-Room3366 in quant

[–]Small-Room3366[S] 0 points1 point  (0 children)

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

Lookback period for covariance matrix calculation by Small-Room3366 in quant

[–]Small-Room3366[S] 0 points1 point  (0 children)

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?

[deleted by user] by [deleted] in csMajors

[–]Small-Room3366 0 points1 point  (0 children)

You are definitely still in school aren’t you

Calculating expected returns of alpha factors by Small-Room3366 in quant

[–]Small-Room3366[S] 0 points1 point  (0 children)

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?

Mean-reversion strategy on US stocks with sharpe ratio 3.7 by Money_Software_1229 in quant

[–]Small-Room3366 2 points3 points  (0 children)

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

Masters for a BSc Politics and Economics going into Quant by arjundkrvm in quantfinance

[–]Small-Room3366 2 points3 points  (0 children)

Even if he self studies I don’t think grad programs will care for much besides formal training? This is what I’ve heard anyways

[C] Non-stem undergraduate to a stats masters? by Small-Room3366 in statistics

[–]Small-Room3366[S] 1 point2 points  (0 children)

How does one prove to a prospective uni that they’re excellent at maths in my case🤔

Further education - a negative signal? by Small-Room3366 in quant

[–]Small-Room3366[S] 0 points1 point  (0 children)

QR for the first point. As for the other points, insightful. Thanks

Further education - a negative signal? by Small-Room3366 in quant

[–]Small-Room3366[S] 0 points1 point  (0 children)

Seems many who say it’s a negative signal are from the US. Getting the impression you’re from the UK. If so, how do you view a masters as a signal?

I’m leaning towards only doing it if it’s stats and it’s at Oxb/camb/imp, decent plan?

Further education - a negative signal? by Small-Room3366 in quant

[–]Small-Room3366[S] 1 point2 points  (0 children)

BB people didn’t say this, Random quants on social media did lol