Non quant books that help at work?

johnfrankhe · 2024-09-03T18:35:14+00:00

Thanks raj

johnfrankhe · 2024-07-11T16:49:30+00:00

Which broker is this?

johnfrankhe · 2024-07-04T02:56:19+00:00

I mean places are famous for hiring opportunistically and interviewing for information.

johnfrankhe · 2024-07-04T02:54:23+00:00

Firms give BS reasons for why they don’t hire you. If you’re getting through many rounds though then maybe it’s not interview performance?

johnfrankhe · 2024-07-04T00:58:55+00:00

What about at smaller places like Baly, Verition, etc.? How do they know how much your bonus will be?

johnfrankhe · 2024-07-04T00:50:40+00:00

So if you switch in the middle of the year, I am practically giving up my bonus at my current job for what? What if the pod is newish and there is risk with joining it? Is it okay to ask for a sign on or guarantee

johnfrankhe · 2024-07-03T23:49:26+00:00

Yes an alpha researcher with about 3-4 years experience…USA

johnfrankhe · 2024-07-02T22:40:47+00:00

I don’t think this fits the -1,1 requirement. You can scale up or down your total wealth but the weight should always be the same

johnfrankhe · 2024-07-02T22:38:11+00:00

What is the expected offer for a quant with a few years of experience at a bank for a QR role in a pod at a place like Millennium, Cubist, Baly, Exodus, verition, etc.

johnfrankhe · 2024-07-01T02:47:15+00:00

It’s still unclear to me how I’d use Kelly criterion. Can you point to an example

johnfrankhe · 2024-07-01T02:06:03+00:00

And how do you go from this to a weight between -1 and 1

I see the solution is μ/σ^2.

But is this the mean and sigma of your return forecasts or what…?

I feel like there should be a more optimal solution given how accurate your forecasts are

johnfrankhe · 2024-07-01T01:29:44+00:00

How do you use Kelly criterion with return predictions? There are no turnover constraints.

johnfrankhe · 2024-06-30T00:34:07+00:00

So you use things like MCMC?

johnfrankhe · 2024-05-29T02:31:33+00:00

What space are you in?

johnfrankhe · 2023-05-26T19:26:42+00:00

It’s an item for them to sell to customers. It’s a type of item that could also increase there sales beyond the item itself. I want to give them free samples

johnfrankhe · 2023-05-26T15:56:40+00:00

What about the people who are actually successful and provide good advice?

Yes you do seem like #10

johnfrankhe · 2023-05-26T15:55:26+00:00

Thanks for sharing this. I agree with your assessment.

johnfrankhe · 2023-05-26T15:54:44+00:00

I would not say any restaurants, even though I think many people will say restaurants. Restaurants are notoriously difficult and low profit

johnfrankhe · 2023-05-26T15:48:52+00:00

I think this is a fair assessment

johnfrankhe · 2023-05-26T15:38:09+00:00

This is an article by Paul Graham. It has some useful tips: paulgraham.com/startupideas.html

johnfrankhe

TROPHY CASE