T******4
发帖数: 276 | 1 Looking for quantitative portfolio manager or senior researcher with
following background/experience:
* Advanced degree in math, physics, computer science or engineering
* Strong statistical and modeling background
* Programming experience in C/C++. Modeling using SAS, Splus/R, or Matlab.
Scripting languages, e.g. Perl, Python are a plus.
* Have back-tested and traded equities and or futures strategies with Sharpe
Ratios greater than 2.
* Understanding of Asian equity markets a plus
* Ability to read Mandarin and/or Japanese highly desired
Location: San Francisco Bay Area or Shanghai, China
有兴趣的请发简历到t**[email protected] | j******3
发帖数: 18319 | 2 Sharpe Ratio greater than 2..
好高的要求啊。。
.
Sharpe
【在 T******4 的大作中提到】
: Looking for quantitative portfolio manager or senior researcher with
: following background/experience:
: * Advanced degree in math, physics, computer science or engineering
: * Strong statistical and modeling background
: * Programming experience in C/C++. Modeling using SAS, Splus/R, or Matlab.
: Scripting languages, e.g. Perl, Python are a plus.
: * Have back-tested and traded equities and or futures strategies with Sharpe
: Ratios greater than 2.
: * Understanding of Asian equity markets a plus
: * Ability to read Mandarin and/or Japanese highly desired
| c**v
发帖数: 55 | 3 interested in which market? Mainland, Hongknog or Japan?
.
Sharpe
【在 T******4 的大作中提到】
: Looking for quantitative portfolio manager or senior researcher with
: following background/experience:
: * Advanced degree in math, physics, computer science or engineering
: * Strong statistical and modeling background
: * Programming experience in C/C++. Modeling using SAS, Splus/R, or Matlab.
: Scripting languages, e.g. Perl, Python are a plus.
: * Have back-tested and traded equities and or futures strategies with Sharpe
: Ratios greater than 2.
: * Understanding of Asian equity markets a plus
: * Ability to read Mandarin and/or Japanese highly desired
| c****y
发帖数: 3592 | | T******4
发帖数: 276 | 5 Japan and Mainland.
【在 c**v 的大作中提到】
: interested in which market? Mainland, Hongknog or Japan?
:
: .
: Sharpe
| n***n
发帖数: 202 | 6 My Sharpe ratio is 3.0 and I'm still a work bee, hehe.
Anyone can raise $100MM for me? We can start a hedge, seriously. | L******g
发帖数: 1371 | 7 if you have shape ratio 3.0 for JP
half million PM position is easier, I am not joking.
【在 n***n 的大作中提到】
: My Sharpe ratio is 3.0 and I'm still a work bee, hehe.
: Anyone can raise $100MM for me? We can start a hedge, seriously.
| n***n
发帖数: 202 | 8 half million is not much, especially after tax in nyc. | s*****t
发帖数: 3 | 9 High frequency? Which asset class? Thanks.
【在 n***n 的大作中提到】
: My Sharpe ratio is 3.0 and I'm still a work bee, hehe.
: Anyone can raise $100MM for me? We can start a hedge, seriously.
| c*******o
发帖数: 1722 | 10 kao, 把你的return time series那出来看看。
【在 n***n 的大作中提到】
: My Sharpe ratio is 3.0 and I'm still a work bee, hehe.
: Anyone can raise $100MM for me? We can start a hedge, seriously.
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