a**i
发帖数: 608 | 1 市场急需 CRASH 一把来提高点人气，
否则很多机构和短线 trader 包括 day trader 都要死掉了。
Wall Street Equities Traders Face Worst Year Since 2006
By Michael J. Moore | Bloomberg
Wall Street banks' equities-trading units aren't getting much relief from
the strongest stock rally since 2009, as sinking volume and already thin
margins threaten to make their annual performance the worst in six years.
Third-quarter equities-trading revenue probably fell 14 percent from the
same period in 2011, the fifth straight drop of more than 8... 阅读全帖 |
|
s***m
发帖数: 6197 | 2 【 以下文字转载自 Quant 讨论区 】
发信人: throwaway (专门注册), 信区: Quant
标 题: 答谢文，谈谈VIX 和 VIX future
关键字: VIX
发信站: BBS 未名空间站 (Sun May 11 18:02:53 2014, 美东)
上次发文求建议，收到很多真诚的帮助。想了想可以写篇我对 VIX index 的学习心得
，算是表达感谢吧。
说明一下，我毕竟是个菜鸟新人，这篇也只是综合公开资料再加上我自己对 VIX 的理
解，也就希望对准备学习这个领域的人有所帮助，熟悉volatility trading的内行看了
肯定觉得简单，有不对的地方请多多指正。
废话完毕。
1. Rationale behind VIX
想了解 VIX index 计算方法的依据，必读的文章是
“More than you wanted to know about variance swap".
http://elis.sigmath.es.osaka-u.ac.jp/research/gs-volatility_swa
具体的证明比较繁琐，我总结就是:
In a n... 阅读全帖 |
|
s******s
发帖数: 1793 | 3 Here's a league table of 30 of the biggest trading losses of all time (
excluding CDO losses post 2007).
1. Amaranth Advisors (Brian Hunter) - $6.5bn (Gas futures) 2006
=2. Bank Negara Malaysia - $6.2bn (mostly currencies) 1992-93
=2. JPMorgan - $6.2bn (Synthetic Credit Securities)
4. Societe Generale (Jerome Kerviel) - $5.9bn (European index futures) 2008
5. Long Term Capital Management - $4.6bn (Interest rate and equity
derivatives) 1998
6. Credit Suisse - $2.65bn (mispriced debt securities) 2... 阅读全帖 |
|
c**********r
发帖数: 41 | 4 今年7月初寄的485材料，12号RD。之前一直在等EAD卡工作，足足等了近90天才批准EAD
卡，又等了三周才拿到卡上班，版上还有我前阵子发的EAD进度的帖子呢。没想到上班
不到一周，老婆就收到485批准的通知了，一查才发现是27号上周四批准的。因为老婆
还在等J1豁免最后一步，她还没有递交485，我本不希望这么快拿到485 approval。人
品在不需要爆发的地方开花了，也挺无语的。
基本情况我已有描述，我的485已经批准，老婆的485还没有递交。她的J1已经拿到DOS
的favorable recommendation,已经在USCIS处理。我们的结婚日期是在我递交485之前
。这种情况下我老婆的485应该怎么递交？
1 我这种结婚在我绿卡批准之前，老婆人在美国境内的情况，是否可以按照485
instruction里who may file 485里面第二条based on being derivative直接申请？我
是eb1a,自然可以允许derivative，老婆的485是不是在常规的package list再加上我的
485 approval notice或绿卡复印件就可... 阅读全帖 |
|
j*******r
发帖数: 223 | 5 关于tip的来源和正确用法，你就不要以谬传缪了，维基上写的很清楚。
知识这种东西，是要靠学习的，光靠在餐馆打工，一百年也未必有用。
http://en.wikipedia.org/wiki/Tip_(gratuity)
There are common inaccurate claims[2] that "tip" (or "tips") is an acronym
for a phrase such as "To Insure Prompt Service", "To Insure Proper Service",
"To Improve Performance", or "To Insure Promptness." These false backronyms
contradict the verifiable etymology, as follows.
According to the Oxford English Dictionary, the word tip originated as a
slang term, and its etymology is unclear... 阅读全帖 |
|
a*o
发帖数: 25262 | 6 34街 5 大道
_gen/derivatives/landscape_635/abc-news-7.jpg
_gen/derivatives/landscape_635/article-empire-state-bldg-0824.jpg
_gen/derivatives/landscape_635/shooting-twitter.jpg
_gen/derivatives/landscape_635/empire-state-shooting.jpg |
|
M*****8
发帖数: 17722 | 7 【 以下文字转载自 Military 讨论区 】
发信人: MB80528 (肥猫(Contrarian)[食MM而肥]), 信区: Military
标 题: Why I Am Leaving Goldman Sachs
发信站: BBS 未名空间站 (Mon Sep 17 16:23:48 2012, 美东)
Why I Am Leaving Goldman Sachs
By Greg Smith
March 14, 2012 "New York Times" -- Today is my last day at Goldman Sachs.
After almost 12 years at the firm — first as a summer intern while at
Stanford, then in New York for 10 years, and now in London — I believe I
have worked here long enough to understand the trajectory of its culture,
its p... 阅读全帖 |
|
d**********3
发帖数: 1186 | 8 Shoot me an email if you are interested.
d******[email protected]
Finance
Finance, Controllers, Product Control Investment Accounting - Analyst (23950)
Finance, Insurance Risk, Corporate - Associate (21451)
Finance, MBD Controllers, Fund Accounting - Analyst/Senior Analyst (23310)
Legal
Legal, Confidentiality Agreement Negotiator - Analyst/Associate (23916)
Legal, IMD GSAM/PWM Derivatives Attorney - Vice President (23398)
Legal, Legal Operations - Analyst (23765)
Operations
Operations, Derivatives O... 阅读全帖 |
|
j***n
发帖数: 3786 | 9 Long Action Cartridges
6mm-06
This is an excellent longrange cartridge, but it derives it's performance
from a couple very specific longrange bullets.
It's good to 1000yds, but the wind will be pushing the lighter bullets
around much past that.
The realistic maximum range is 1500yds with 115gr Dtacs.
There are no factory made rifles so this is a custom build proposition.
There are no factory match quality loads available so you have to reload
your own ammo.
Cost to reload is moderate, brass is f... 阅读全帖 |
|
t******r
发帖数: 28 | 10 1. What is Visual C++?
a.It's a program used for starting other programs.
b.It's a program that you use to create other programs.
c.It's a program for browsing the Web.
d.It's a multimedia program that teaches you how to program.
2.What is the name of the process by which Visual C++ converts your C++
code to a program the computer can understand?
a.Compile.
b.Run.
c.Debug.
d.Build.
3.What do you call the container that stores all the files you write and
all the files Visual C++ writes to create ... 阅读全帖 |
|
h*******e
发帖数: 8370 | 11 Quoting from wiki
There are common inaccurate claims[2] that "tip" (or "tips") is an acronym
for a phrase such as "To Insure Prompt Service", "To Insure Proper Service",
"To Improve Performance", or "To Insure Promptness." These false backronyms
contradict the verifiable etymology, as follows.
According to the Oxford English Dictionary, the word tip originated as a
slang term, and its etymology is unclear. The term in the sense of "to give
a gratuity" first appeared in the 18th century. It deriv... 阅读全帖 |
|
p********3
发帖数: 5750 | 12 50， 70， 71； 大家注意一下和这几篇文献相关的话题。 另外， 73-75我本人没有看，确实是谈的印度药材， 我在查阅参考文献的时候在搜索Chinese Medicine的时候， 显示有这些文献，我本人没有亲自看这些文献， 也许其中有讲中药的地方。不过这不影响我要表达的意思。
慢慢看：
INTRODUCTION — Plants have been used for medicinal purposes for thousands
of years. All major cultures including Native American, European, South
American, Asian, and African cultures have used botanicals for healing
purposes. As an example, saw palmetto was used for urinary symptoms in men
from Egypt in the 15th century BC [1]. Hippocrates documented... 阅读全帖 |
|
M*****8
发帖数: 17722 | 13 【 以下文字转载自 Military 讨论区 】
发信人: MB80528 (肥猫(Contrarian)[食MM而肥]), 信区: Military
标 题: Why I Am Leaving Goldman Sachs
发信站: BBS 未名空间站 (Mon Sep 17 16:23:48 2012, 美东)
Why I Am Leaving Goldman Sachs
By Greg Smith
March 14, 2012 "New York Times" -- Today is my last day at Goldman Sachs.
After almost 12 years at the firm — first as a summer intern while at
Stanford, then in New York for 10 years, and now in London — I believe I
have worked here long enough to understand the trajectory of its culture,
its p... 阅读全帖 |
|
w******e
发帖数: 953 | 14 How safe does transgenic food need to be?
Laura DeFrancesco1
Journal name:
Nature Biotechnology
Volume:
31,
Pages:
794–802
Year published:
(2013)
DOI:
doi:10.1038/nbt.2686
Published online 10 September 2013 Corrected online 26 September 2013
Article tools
PDF
How safe does transgenic food need to be?
Download as PDF (812 KB) View interactive PDF in ReadCube
Citation
Reprints
Rights & permissions
Article metrics
Disputes over how to assess a foodstuff's safety continue to play into
public fears a... 阅读全帖 |
|
D*****r
发帖数: 6791 | 15 Much of what people do is done in the name of God. Irishmen blow each other
up in his name. Arabs blow themselves up in his name. Imams and ayatollahs
oppress women in his name. Celibate popes and priests mess up people's sex
lives in his name. Jewish shohets cut live animals' throats in his name. The
achievements of religion in past history -- bloody crusades, torturing
inquisitions, mass-murdering conquistadors, culture-destroying missionaries,
legally enforced resistance to each new piece of ... 阅读全帖 |
|
l******t
发帖数: 490 | 16 解答：Allah為什麼有時候用複數代詞“我們”
The Quran, Allah and Plurality Issues (Sam Shamoun)
The Quran, much like the Holy Bible, uses plural pronouns for God even more
so than what we find in God’s true Word. Here are several examples:
This is part of the tidings of the things unseen, which We reveal unto thee
(O Apostle!) by inspiration: Thou wast not with them when they cast lots
with arrows, as to which of them should be charged with the care of Mary:
Nor wast thou with them when they disputed (the point). S... 阅读全帖 |
|
h*********3
发帖数: 97 | 17 March 14, 2012
Why I Am Leaving Goldman Sachs
By GREG SMITH
TODAY is my last day at Goldman Sachs. After almost 12 years at the firm —
first as a summer intern while at Stanford, then in New York for 10 years,
and now in London — I believe I have worked here long enough to understand
the trajectory of its culture, its people and its identity. And I can
honestly say that the environment now is as toxic and destructive as I have
ever seen it.
To put the problem in the simplest terms, the interests... 阅读全帖 |
|
e*******7
发帖数: 2169 | 18 我有一个表，三列，account，cost center，Balance。
我还有一系列的 derived account，每一个account经第一个表中的若干account的
Balance计算得到derived account的balance。
我想能不能健一个表，存每个derived account的balance的SQL 计算语句。
而后运行另外一个procedure自动产生一个新表，包括了所有的derived account和
original account。
请高手指点。 |
|
e***y
发帖数: 4472 | 19 Google Chrome Terms of Service
These Terms of Service apply to the executable code version of Google Chrome
. Source code for Google Chrome is available free of charge under open
source software license agreements at http://code.google.com/chromium/terms.html.
1. Your relationship with Google
1.1 Your use of Google’s products, software, services and web sites (
referred to collectively as the “Services” in this document and excluding
any services provided to you by Google under a separate writte... 阅读全帖 |
|
n*****r
发帖数: 9 | 20 interesting
so in the following example:
public class Base {
private String field ="base";
public String toString(){
return field;
}
class Derived {
private String field ="derived";
public String toString(){ //method X begin
return field; //method X
} //method X end
public static void main(String[]args){
Derived d=new Derived();
System.out.println(d);//output
}
Thus with and without method X, although it is the same as the overriden method,
the ou |
|
I*******e
发帖数: 1879 | 21 ☆─────────────────────────────────────☆
bruklyn (我爱布鲁克林) 于 (Fri Aug 10 03:13:39 2007) 提到:
public Derived Clone()
{
Derived d = (Derived) super.clone();
... set other fields in d
return d;
}
这里我理解没错的话super.clone()应该返回一个Base class type的object
怎么可能cast成derived class type，而且还能set field呢？
有没有高人能解释一下？
谢谢！
☆─────────────────────────────────────☆
magicfat (魔法胖子) 于 (Fri Aug 10 12:16:54 2007) 提到:
Are you sure it works for you? I got ClassCastException.
I can't see how it |
|
S*A
发帖数: 7142 | 22 这个最关键一个字眼是你的改动是不是原来软件的 derivative work.
是不是 derivative work 是比较不好定义的。例如说，编译 oracle
需要用到 Linux kernel 的 header file。但是比较成文的规定是，
如果仅仅是通过系统调用来使用 Linux Kernel, 不算 derivative work。
所以编译 oracle 的时候使用了kernel header file, 也不需要公开
oracle 的源代码。
但是如果某些库文件是 GPL 的话，就要特别小心了。和这些库连接的
程序都成为 GPL 了并且公布源代码了。基本上如果连接了 GPL 的代码
都算 derivative work。某个商业版的 Lisp 就被 GPL 的 libreadline
搞过结果 GPL 了。这个 libradline 比较阴后来人家就出 LGPL 的
libreadline 来替代，就是为了避开那个 GPL 的问题。
很多库文件是 LGPL 的。如果你不改接口并且不 static link 的话
连接这些库不需要被公开代码。而且 GPL V2 只要不... 阅读全帖 |
|
b*****n
发帖数: 2324 | 23 【 以下文字转载自 Java 讨论区 】
发信人: bruklyn (我爱布鲁克林), 信区: Java
标 题: 问一下这个cast在java里是怎么work的
发信站: BBS 未名空间站 (Fri Aug 10 03:13:39 2007), 转信
public Derived Clone()
{
Derived d = (Derived) super.clone();
... set other fields in d
return d;
}
这里我理解没错的话super.clone()应该返回一个Base class type的object
怎么可能cast成derived class type，而且还能set field呢？
有没有高人能解释一下？
谢谢！ |
|
T***B
发帖数: 137 | 24 When I compile the following code with g++, I got following error:
g++ tt.cpp
tt.cpp: In static member function `static void Derived::test()':
tt.cpp:36: no matching function for call to `Derived::foo(int)'
tt.cpp:23: candidates are: virtual int Derived::foo(int, int)
Seems the compiler doesn't try to look for the foo with 2 paras in the base
class if there is one foo method available in derived class. Any reason
compiler chooses to do this this way. How to make this thing work (elegantly
)?
Tha |
|
b***y
发帖数: 2799 | 25 ☆─────────────────────────────────────☆
gebitan (job, job) 于 (Thu Sep 1 15:09:50 2005) 提到:
class Base{};
class Derived: protected Base {};
Base* bp = new Derived;
when complied, it shows "can't use derived* to initiliaze base*", but if I use
public inheritance, everything is fine.
☆─────────────────────────────────────☆
cdr (可读可写) 于 (Thu Sep 1 15:38:09 2005) 提到:
"Consider a class D derived from a base clas B, ....
If B is a protected base,....
Only friends and members of D and frien |
|
s*******1
发帖数: 20 | 26 why the following won't compile? Thanks a lot.
error: class ‘Derived’ does not have any field named ‘_datum’
#include
using namespace std;
class Base{
public:
Base():_datum(0.0){};
double datum(){return _datum;}
protected:
double _datum;
};
class Derived:public Base{
public:
Derived():_datum(1.0){};
};
int main()
{
Derived a;
cout << a.datum() << endl;
return 0;
} |
|
t****t
发帖数: 6806 | 27 i have replied your question on the first place: you may use a templated
derived class. for example:
class base {
protected:
virtual void process() = 0;
};
template
class derived : public base {
vector data;
public:
void process() { ... }
};
/* in main() */
base* b;
switch (wanted_type) {
case INT:
b=new derived(...);
break;
case DOUBLE:
b=new derived(...);
break;
//...
}
b->process(); |
|
r**u
发帖数: 1567 | 28 Asked during interview.
class Base {
int a;
};
class Derived : public Base {
int b;
};
int main() {
Derived *pD;
Base *pB = new Base();
Base *pB1 = pB;
pD = dynamic_cast(pB1); // <<-- This will give compilation
error.
}
Question is how does the compiler know that what pB1 points to is an object
of Base class not an object of Derived. |
|
c*****n
发帖数: 75 | 29 〉〉“真是你妹啊”
这段话有什么问题吗？首先，你漏掉了这段话前的 "In Addition, protected has
another important property: A derived object...."
在结合书中这段话后面的的例子， 这段话的意思非常清楚了。并无冗余。
以下是摘要全段：
In addition, protected has another important property:
· A derived object may access the protected members of its base class only
through a derived object. The derived class has no special access to the
protected members of base type objects.
As an example, let's assume that Bulk_item defines a member function that
takes a reference to a Bulk_i... 阅读全帖 |
|
x****k
发帖数: 2932 | 30 不一样吧，crpt的应该是
// The Curiously Recurring Template Pattern (CRTP)
template
class Base
{
// methods within Base can use template to access members of Derived
};
class Derived : public Base
{
// ...
};
template paramter of Base class template is class Derived.
https://en.wikipedia.org/wiki/Curiously_recurring_template_pattern |
|
发帖数: 1 | 31 WHY IDO?
http://idolinguo.org.uk/whyido.htm
NOTE: Because of the difficulty of showing Esperanto's special accented
letters, where a letter which in Esperanto should carry a circumflex it is
shown here followed by a circumflex (^), and where the letter 'u' should
carry a breve it is followed by a tilde (~).
The idea of using a constructed language as a medium of international
communication - not replacing existing languages but supplementing them - is
far from new. The first such language to ach... 阅读全帖 |
|
|
S**********e
发帖数: 1789 | 33 给你看看我们系刚进来的助理教授
Vanderbilt University School of Medicine
Fingleton, Barbara Mary , Ph.D. Assistant Professor of Cancer Biology
Publications
Barrett, CW, Fingleton, B, Williams, A, Ning, W, Fischer, MA, Washington, MK
, Chaturvedi, R, Wilson, KT, Hiebert, SW, Williams, CS. MTGR1 is required
for tumorigenesis in the murine AOM/DSS colitis-associated carcinoma model.
Cancer Res, 71(4), 1302-12, 2011.
Koon, HB, Fingleton, B, Lee, JY, Geyer, JT, Cesarman, E, Parise, RA, Egorin,
MJ, Dezube, BJ... 阅读全帖 |
|
f******g
发帖数: 1003 | 34 http://www.merckmanuals.com/vet/pharmacology/anti-inflammatory_
&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&
Biochemical mediators released during inflammation intensify and propagate
the inflammatory response (see Anti-Inflammatory Agents: Actions of
Inflammatory MediatorsTables). These mediators are soluble, diffusible
molecules that can act locally and systemically. Mediators derived from
plasma include complement and complement-derived peptides and kinins.
Released via the classic or alte... 阅读全帖 |
|
l****p
发帖数: 27354 | 35 【 以下文字转载自 Military 讨论区 】
发信人: lulupp (木有昵称), 信区: Military
标 题: 美国毒理学会关于 GM Food 的立场声明
发信站: BBS 未名空间站 (Sat Sep 14 17:18:02 2013, 美东)
我来看看你们的反应，看你们够不够有深度辨别力，请说说这个声明的优缺点和幕后故
事。
http://www.toxicology.org/ms/GM_Food.asp
The Safety of Genetically Modified Foods Produced through Biotechnology
Adopted by SOT September 25th, 2002
Executive Summary
The Society of Toxicology (SOT) is committed to protecting and enhancing
human, animal and environmental health through the sound application of the
fundament... 阅读全帖 |
|
发帖数: 1 | 36 读了一下这篇文章，不喜欢这种研究思路，不能够称之为科学。
该实验室主页上面所挂出来的以下一些文章中，有很多引用率非常的低。
ROCKII inhibition promotes the maturation of human pancreatic beta-like
cells. Nature Communications. 2017 Academic Article GET IT
High-Content Screening in hPSC-Neural Progenitors Identifies Drug Candidates
that Inhibit Zika Virus Infection in Fetal-like Organoids and Adult Brain.
Cell Stem Cell. 2017 Academic Article GET IT
A Modular Platform for Differentiation of Human PSCs into All Major
Ectodermal Lineages. Cell Stem Cell. ... 阅读全帖 |
|
t******r
发帖数: 28 | 37 1. What is Visual C++?
a.It's a program used for starting other programs.
b.It's a program that you use to create other programs.
c.It's a program for browsing the Web.
d.It's a multimedia program that teaches you how to program.
2.What is the name of the process by which Visual C++ converts your C++
code to a program the computer can understand?
a.Compile.
b.Run.
c.Debug.
d.Build.
3.What do you call the container that stores all the files you write and
all the files Visual C++ writes to create ... 阅读全帖 |
|
j******n
发帖数: 271 | 38 Yes you can invest in derivatives. My point is, when all players are
trying to make money from it, there is a problem.
For the equation, I mean the following.
Let's say we have only 1 share of bond, owned by all players. Also
assume there are only two players. They trade this bond and all sorts of
derivatives and derivatives squared with this bond as ultimate
underlying. My point is the total value of all positions of these two
players is the value of the single share of bond. Derivatives will n |
|
h********d
发帖数: 1 | 39 Reserve Management Department, SAFE
We are looking for individuals with extraordinary intellectual capability
and curiosity, ability to rapidly learn and apply new concepts, as well as
self-motivation and responsibility to join us. We seek diversified
educational backgrounds and encourage applicants from all academic
disciplines.
About Us
In fulfilling the responsibilities of foreign reserve management, we put the
interests of the nation and the people at the very first.
Aiming at long-term pres... 阅读全帖 |
|
y****d
发帖数: 432 | 40 12.Fabozzi著作合集 RAR
http://www.filesonic.com/folder/318617
包含以下内容：
1st_Foundations_of_Financial_Markets_and_Institutions_2ed
Active Private Equity Real Estate Stategy
Advanced Bond Portfolio Management - Best Practice in Modelling and
Strategies
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization
Bayesian Methods in Finance
Capital Budgeting - Theory and Practice
Capital Markets,Financial Management,and Investment Management
Challenges_in_Quantitative_Equity_Management
Credit ... 阅读全帖 |
|
s****p
发帖数: 19 | 41 1. B is not true. Surely you can cast a derived type pointer to a base type
one. this is just dynamic binding. The problem is that when doing
Base *pd = new Derived;
the pd pointer wants to bind to the base part of the Derived object, however
since the inheritance is protected, that part is inaccessible publicly, and
compiler reports an error.
If you change the inheritance label to public, it compiles with no error.
This also proves that casting derived pointer to base ptr is OK. |
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r*******e
发帖数: 971 | 42 【 以下文字转载自 JobMarket 讨论区 】
发信人: reclapple (加菲鲸), 信区: JobMarket
标 题: Recruiting Entry Level 2 years Quantitative Analytics Research
发信站: BBS 未名空间站 (Sat Sep 24 18:47:35 2011, 美东)
>
> 不要站内信。有兴趣请联系：
> Jason Hung Vu
> The Leverage Group
> 139 East 23rd Street
> New York, NY 10010
> Ph. 212-330-6400
> Alternate Cell number for out of office: 201-839-6319
> Send me a LinkedIn invitation: http://www.linkedin.com/in/hungvunewyork
>
> Entry Level – 2 years Quantitative Analytics Research (PhD required)
... 阅读全帖 |
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R****i
发帖数: 91 | 43 http://www.nytimes.com/2012/03/14/opinion/why-i-am-leaving-gold
Why I Am Leaving Goldman Sachs
By GREG SMITH
TODAY is my last day at Goldman Sachs. After almost 12 years at the firm —
first as a summer intern while at Stanford, then in New York for 10 years,
and now in London — I believe I have worked here long enough to understand
the trajectory of its culture, its people and its identity. And I can
honestly say that the environment now is as toxic and destructive as I have
ever seen it.
To put... 阅读全帖 |
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a**i
发帖数: 608 | 44 【 以下文字转载自 Stock 讨论区 】
发信人: audi (yiybf), 信区: Stock
标 题: WallStreet Equities Traders Worst Year since 2006
发信站: BBS 未名空间站 (Tue Oct 2 15:53:57 2012, 美东)
市场急需 CRASH 一把来提高点人气，
否则很多机构和短线 trader 包括 day trader 都要死掉了。
Wall Street Equities Traders Face Worst Year Since 2006
By Michael J. Moore | Bloomberg
Wall Street banks' equities-trading units aren't getting much relief from
the strongest stock rally since 2009, as sinking volume and already thin
margins threaten to make their annual performance the... 阅读全帖 |
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k****g
发帖数: 36 | 45 各位大神，
朋友最近有一个hedge fund的工作机会，在康州， 职位是developer， 我觉得挺好的
， buy side， 虽然可能比it工作要更长时间。。。
想和大家讨论一下， 是应该做hedge fund 的developer， 还是争取纯it做data
science ／ big data。。。
请各位不吝赐教
从面试过程看， 默认是quant developer （拿到offer的申请者是applied math，
stat， machine
learning 背景） 面试时一个math phd的quant researcher， 几个quant developer，
问的问题面很广， 从数学，统计到计算机的基础知识都问到了， 但是都不深入。
下面是recruiter发给的job description， 也许从中可见端倪。
1. Strong programming background
a. Real production code development in a commercial environment
b. Kn... 阅读全帖 |
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t*******y
发帖数: 18 | 46 上次发文求建议，收到很多真诚的帮助。想了想可以写篇我对 VIX index 的学习心得
，算是表达感谢吧。
说明一下，我毕竟是个菜鸟新人，这篇也只是综合公开资料再加上我自己对 VIX 的理
解，也就希望对准备学习这个领域的人有所帮助，熟悉volatility trading的内行看了
肯定觉得简单，有不对的地方请多多指正。
废话完毕。
1. Rationale behind VIX
想了解 VIX index 计算方法的依据，必读的文章是
“More than you wanted to know about variance swap".
http://elis.sigmath.es.osaka-u.ac.jp/research/gs-volatility_swa
具体的证明比较繁琐，我总结就是:
In a nut shell, if we can ignore friction, an out-of-money option portfolio
with certain weights could replicate a variance swap, whose payoff = ... 阅读全帖 |
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s**********8
发帖数: 25265 | 47 Design Controls
INTRODUCTION
Coverage
QUALITY SYSTEM
Personnel Training
DESIGN AND DEVELOPMENT PLANNING
Interface
Structure of Plans
DESIGN INPUT
Input Checklists
DESIGN REVIEW
Combination Devices
Preparation For Reviews
Why Design Reviews
Types Of Design Review Meetings
Design Review Requirements
End Of Initial Design
DESIGN OUTPUT
Documenting Design Output
Acceptance Criteria
Design Output Approval
DESIGN VERIFICATION AND VA... 阅读全帖 |
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w*******y
发帖数: 60932 | 48 I haven't used this stuff yet myself but just ordered 5 based upon
recommendations and the sale price on the 35 servings tub. Also, the 9.2
rating on BB.com seems pretty reassuring.
Keep in mind the website gives away a selection of free gifts for orders
over $75, $100, and $150 price points. You will see this clearly as you
order, better gifts the more you spend obviously.
Shipping seems to be between 7-10$ for me depending on what I had in my cart
, but the shipping went up very little with ... 阅读全帖 |
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