This link has been bookmarked by 28 people . It was first bookmarked on 13 Feb 2008, by someone privately.
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04 May 15
Nash JossA quantitative analyst or, in financial jargon, a quant is a person who specializes in the application of mathematical and statistical methods – such as numerical or quantitative techniques – to financial and risk management problems
quant quantitative finance Algorithmic trading strategies algo trading systems
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31 Dec 12
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03 Apr 12
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19 Apr 11
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determine prices, manage risk
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FOQs typically are significantly better paid than those in back office and risk, and in model validation.
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FOQs are often bound by time constraints, and hacking complex tasks together using Excel and ad-hoc tools is not uncommon
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Quantitative analysis
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produce standard methods of evaluating prices and risk.
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Major firms
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MV takes the models and methods developed by front office, library, and modelling quants and determines their validity and correctness
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An MV quant will typically earn a fraction of quants in other groups with similar length of experience.
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statistics and probability, calculus centered around partial differential equations, and econometrics
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09 Apr 11
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Quantitative analyst
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08 Mar 11
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02 May 10
George BushMajor firms invest large sums in an attempt to produce standard methods of evaluating prices and risk. These differ from front office tools in that Excel is very rare, with most development being in C++, though Java and C# are sometimes used in non-perfor
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23 Feb 10
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25 Apr 09
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09 Mar 08
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13 Feb 08
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here are two types of quantitative analysis and, therefore, two types of quants.
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typical problem for a numerically oriented quantitative analyst would be to build or upgrade a model for arbitraging convertible bonds and the stocks the bonds can be converted into
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typical problem for statistically oriented quantitative analyst would be to build or upgrade a model for deciding which stocks are relatively expensive and which stocks are relatively cheap. A typical quant model might include a company's book value to price ratio, its trailing earnings to price ratio and other accounting factors. An investment manager might implement this analysis by buying the underpriced stocks, selling the overpriced stocks or both
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In 1969 Robert Merton introduced stochastic calculus into the study of finance. Merton was motivated by the desire to understand how prices are set in financial markets, which is the classical economics question of "equilibrium," and in later papers he used the machinery of stochastic calculus to begin investigation of this issue.
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03 Dec 07
andy broomfield ♽how a mathmatitian works in the markets
business quant theory trading wikipedia wiki RCAFOM economics financial-instrument -fromdelicious
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07 Nov 07
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