n*w
发帖数: 3393 | |
c*********9
发帖数: 229 | 2 CS 原来的prop desk，转成asset management，performance不错。
【在 n*w 的大作中提到】
: 和credit Swiss什么关系？
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c*********9
发帖数: 229 | 3 面试过他们，问我quant model怎么work，我说我model觉得wells fargo不行啊，
结果被秒拒，十分不解，然后一看他们No.1 position, wells fargo.
I guess not top holding anymore given what happened
to wells fargo... :-(=)
【在 c*********9 的大作中提到】
: CS 原来的prop desk，转成asset management，performance不错。
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mw
发帖数: 525 | 4 no, they are not
i think you can find their performance on internet, the first google page
when you search QT fund
they run some legacy statarb strategies. Based on their filing, I would say
their performance is really miserable. I think a lot of people from Stock
can beat QT in terms of annual perf
Nevertheless, nobody is a fool. if QT has such a terrible performance and
they can still survive. They must have some strong support from somewhere
【在 c*********9 的大作中提到】
: 面试过他们，问我quant model怎么work，我说我model觉得wells fargo不行啊，
: 结果被秒拒，十分不解，然后一看他们No.1 position, wells fargo.
: I guess not top holding anymore given what happened
: to wells fargo... :-(=)
|
d*****r
发帖数: 2583 | 5 what is "legacy" statarb strategies? then what is modern statarb? deep
learning?
say
【在 mw 的大作中提到】
: no, they are not
: i think you can find their performance on internet, the first google page
: when you search QT fund
: they run some legacy statarb strategies. Based on their filing, I would say
: their performance is really miserable. I think a lot of people from Stock
: can beat QT in terms of annual perf
: Nevertheless, nobody is a fool. if QT has such a terrible performance and
: they can still survive. They must have some strong support from somewhere
|
mw
发帖数: 525 | 6 not sure if i picked the right word. maybe i should call it 'classic' ,
which would sound much less harsh.
in a nut shell: if we google 'portfolio trading barra/axioma' and go
through the first 2 pages of links, that's pretty much what i mean by
'classic' (or legacy)
【在 d*****r 的大作中提到】
: what is "legacy" statarb strategies? then what is modern statarb? deep
: learning?
:
: say
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