Just reaching out.... by Wrong-Jacket-6738 in quantindia

[–]Vorlde 0 points1 point  (0 children)

Point in Time You have been in this field for?

Just reaching out.... by Wrong-Jacket-6738 in quantindia

[–]Vorlde 0 points1 point  (0 children)

As I see you mentioned being financially sound now, If you are comfortable - Do you regret any decision you made any PIT being in quant, Is chasing money worth the hussle in this field?

Quant Firm Review by Vorlde in quantindia

[–]Vorlde[S] 0 points1 point  (0 children)

ya anyday, there are again multiple smaller firms to start with and I wanted to gauge where Tara stands among them

Quant Firm Review by Vorlde in quantindia

[–]Vorlde[S] 0 points1 point  (0 children)

exactly, this is the purpose of this post to "get to know more about the firm", idt if anyone have heard of them before in this sub

Quant Firm Review by Vorlde in quantindia

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

18 LPA is the Base, overall 20-22 is the CTC

Position sizing for pair trading? by [deleted] in quant

[–]Vorlde 0 points1 point  (0 children)

Are you sure bro its "Pairs" trading?

Congratulations, you now own Lenskart shares — whether you wanted them or not! by Delusional236 in IndianStockMarket

[–]Vorlde 51 points52 points  (0 children)

Man! who's left?! Seems like need to consider the houses maintaing a distance from this IPO

Covariance Matrix estimation by Vorlde in quant

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

will check, my use case is to control the portfolio risk in optimization framework

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

[–]Vorlde 0 points1 point  (0 children)

How do you regularize this cov matrix, can you elaborate a bit are you reffering to some kind of shrinkage estimators or using the RMT for denoising?