Tag Archives: Quantitative finance

From Bloomberg Labs, a recap of Quantitative Finance Strategies by Gary Kazantsev and Bjorn Flesaker

From Bloomberg Labs, a recap of Quantitative Finance Strategies by Gary Kazantsev and Bjorn Flesaker

As described by Sholom so thanks to him for sending!

 

Bloomberg Quant Seminar recap:
August 2014: Gary Kazantsev and Bjorn Flesaker
August 28, 2014 at 5:00 PM
The presentations were very good. Here are a few takeaways.
Lecture 1: Gary couldn’t make it so instead they had fellow Bloomberg consultant Ivailo Dimov who spoke on ‘Gaussian processes and Machine Learning’
1)
Machine Learning with linear regression techniques results
in a linear extrapolation model that a 4 year old could probably draw with crayon.
2)
Use cross validation techniques to try to predict the future error
percentage. The covariance in the model does NOT tell you anything about the error.
3)
Adding more dimensions to the problem makes the solution set more linear. In the most extreme case you get an infinite dimensional hyperplane.
Lecture 2: ‘Positive Interest Rates’
A lot of SDEs with very complicated functional parameters.
Modeling the volatility of different currencies.
Nice lecture, but I didn’t see anything really useful for trading in it.
http://www.bloomberglabs.com/quantitative-finance/events/

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Amazing tutorials ! R for Quantitative Finance Tutorial 3

Microsoft is seeking your thoughts on a new data science project for Visual Studio so see below!

Microsoft

This young guy could be the next Max Dama:

 

Amazing tutorials ! R for Quantitative Finance Tutorial 3 Quantmod TTR XTS Object – See more

 

Get your input now to make Microsoft the cool software company it once was!

 

WHOA Microsoft wants your opinion on their new data science project with Python Matlab and Visual Studio for quant trading – See more

 

Eeek. Mr Sykes is getting challenged by Huffington Post:

 

And now a special message from Tim Sykes: The Simple Strategy My Students & I Use To Become Millionaires Really? – See more

 

This is the quickest path to learn everything as this person is hinting towards:

 

Yes quant and trading platform courses included in Quant Elite with SECRET FPGA for lowest latency HFT research under way – See more

 

Also, this is most affordable way to start learning now:

 

There is another affordable option through our Premium Membership.

 

–> JOIN OUR PREMIUM MEMBERSHIP NOW <–

 

Thanks Bryan

 

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Quant opinion on a few masters in quantitative finance: LSE (MSc in Financial Mathematics), Rutgers, Baruch, NYU?

Quant opinion on a few masters in quantitative finance: LSE (MSc in Financial Mathematics), Rutgers, Baruch, NYU?

==

about Rutgers ask Marysienke!

==

I havent gone to those programs but they are pretty prestigious and hard to get into. If you can get into the NYU program for example and be able to pass all the courses (this stuff is some of the hardest material you can learn), you will definitely be able to push yourself through into a good paying job in finance with over 100k salary to start with. Its a question of whether you can get in there and understand what the professor is talking about.

 

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Certificate In Quantitative Finance Starting June- Information Sessions – London And India

Certificate In Quantitative Finance Starting June
– Information Sessions – London And India

Applications are being taken for the 28th June start of the CQF.

If you wish to apply now you can find the online form here. Early application is encouraged.

There will be public sessions throughout the world for those wanting further information. The next sessions are

* 27 April: London
* 3 May: Mumbai
* 4 May: Hyderabad
* 5 May: Bangalore

Key facts about the CQF:

* The largest high-level, quant program in the world
* Taught by some of the best lecturers and most respected quants
* Delivered by one of the world’s largest educational organizations specializing in finance, 7city Learning
* Taken by hundreds of delegates from all major banks, funds and institutions every year

If you wish to attend an Information Session simply register online by going to www.cqf.com and click on the ‘Upcoming Info Sessions’ link.

Or apply now for a place on the CQF at http://www.cqf.com/apply.

Information Session Format:
6:30pm – Formal Presentation
7:30pm – Q & A and post-presentation drinks with the CQF team and alumni

More about the CQF:

The core of the CQF comprises the initial examined, six-month, part-time course leading to the CQF qualification, followed by the invaluable, ongoing Lifelong Learning. The course is designed to provide high-level training for individuals working in, or intending to move into, risk management, derivatives, development or quantitative trading. Taught by an expert tutor faculty, the CQF provides delegates with practical, cutting-edge skills and knowledge.

The CQF program runs twice yearly, commencing each January and June. It is presented live in a classroom and simultaneously over the internet to delegates all around the world. It is also recorded for delegates to watch at their convenience.

Visit www.cqf.com for further information about the course, including informational videos, webcasts, demos of our online learning tools, and the latest news and events.

About 7city Learning:

Any qualification is only as good as those responsible for delivering it. 7city Learning is second to none in terms of quality of education, its delivery and in its support of delegates. Key facts about 7city Learning:

* Founded 2000
* Training for leading financial qualifications such as CFA, IMC, IAQ, PCIAM, etc.
* Over 10,000 people trained per annum
* Working with all major banks, funds, consultants, etc.
* Three training centers (New York, London, Singapore)
* Over 40 full-time teaching faculty
* Over 80 staff supporting the lecturers and ensuring that all courses run smoothly
* Turnover of over $25million per annum
* Backed by Private Equity firm Gresham
* Awarded The Sunday Times Virgin Atlantic Fast Track status in 2005, 2006, 2007 and 2008
* Recipient of many awards for quality of training
* 7city Learning is part of the 7city Group Limited

Visit www.7city.com for more information.

If you have any questions on the course or our upcoming info sessions, simply send an e-mail to info@cqf.com.

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Quantitative finance Quantlib author has set of excellent tutorial available for using Quantlib

Quantitative finance

Quantlib author has set of excellent tutorial available for using Quantlib

This page collects the latest drafts of my ongoing effort, Implementing QuantLib. You’re welcome to read them; I’ll be most grateful for any feedback, corrections, and criticisms.

Currently available chapters:

Table of Contents
(October 18th, 2010; 87 kB)
1. Introduction (July 27th, 2009; 129 kB)
2. Financial instruments and pricing engines (February 16th, 2010; 245 kB)
3. Term structures (April 28th, 2010; 268 kB)
4. Cash flows and coupons (February 16th, 2010; 289 kB)
A. Odds and ends
(October 18th, 2010; 218 kB)
B. Code Conventions
(July 27th, 2009; 136 kB)
Bibliography
(October 18th, 2010; 83 kB)

Get the latest quantitative finance quantlib info

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