这个笑死了: 转贴 Nailed a quant job - 未名空间MITBBS历史存档

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这个笑死了: 转贴 Nailed a quant job

这个笑死了: 转贴 Nailed a quant job# Stock

w*o2011-04-10 07:04

1 楼

1.
During the interview, the manager asked me how much I know about exotic
option modeling, ... I started to undress myself and dance to the music...
and amazingly I got the job.
Later on he said I know how to trade better than most of the quants. Those
quants don't understand when FED plays the music, you got to dance, and I
told him I know you are long with size...
I got the job.

w*o2011-04-10 07:04

2 楼

2.
Most of my job is to print out live performance sheet and hand to our
clients who spent more time looking at me than the numbers.

w*o2011-04-10 07:04

3 楼

3.
My boss told me after I joined the shop, we have more clients visit our firm and the fund has increased by 20%. He has since stopped introducing my Ivy league coworkers and their paper models which caused our clients tons of money. People want to see the real performance.

w*o2011-04-10 07:04

4 楼

4.
My first trading model went on live is a super success. The model works like
this:
I want to attack the statistical arbitrage AutoTraderEx6 run by a big long-
short hedge fund. I started to put down his shorts a little bit at the same
time put up his long position. I keep shaking and make the Auto trader
excited until the operator feels so good and increases size significantly.
All of sudden, I pull up his shorts and pushes back his longs, I make sure
the spread is wide open so he can't escape easily. I know he has reached the
limit but can't be stopped. I see he is rushing out ...

w*s2011-04-10 07:04

5 楼

lol this is a good one

【在 w*******o 的大作中提到】

: 4.
: My first trading model went on live is a super success. The model works like
: this:
: I want to attack the statistical arbitrage AutoTraderEx6 run by a big long-
: short hedge fund. I started to put down his shorts a little bit at the same
: time put up his long position. I keep shaking and make the Auto trader
: excited until the operator feels so good and increases size significantly.
: All of sudden, I pull up his shorts and pushes back his longs, I make sure
: the spread is wide open so he can't escape easily. I know he has reached the
: limit but can't be stopped. I see he is rushing out ...