Quant

Discussion for quant.stackexchange.com
Jul 10, 2012 14:39
@freddy nonetheless, Chris has a valid point that you have been down-voting much more than up-voting, and that it's a bit hypocritical to complain about a down-vote (even if all your down-votes were deserved) when you haven't been up-voting very much
Jul 10, 2012 14:37
@freddy Don't take it personally. Certain users, myself included at times, feel such a devotion to the site that we may overreact to any perceived misinformation.
Jul 6, 2012 18:40
I'm not sure suspending him now would achieve much, as he seems to post very infrequently. He's only visited on 24 days in the last 7 months.
Jul 6, 2012 18:38
Although that latest question is so bad it's just embarassing, do you think we should move to delete it?
Jul 6, 2012 18:36
I'm trying to get him to realize how bad his questions are by suggesting to him he delete his own questions.
Jul 6, 2012 18:35
@chrisaycock I agree his contributions have mostly been garbage. I'd support a second time-out as soon as he posts another down-voted question.
Jun 14, 2012 14:35
For example, one guy worked as an insurance analyst at a major insurance firm and eventually moved over to their investment department, before making the move to a pure investment firm.
Jun 14, 2012 14:34
@BobJansen My path was PhD in finance, went to AFA (ASSA) meetings in my last year. I applied to all the finance jobs, got a job as a quant at a hedge fund, and since then I can call myself a quant. I know other guys at my firm just applied directly to the firm after doing other stuff. Sometimes one has to change jobs a few times before finding a good quant role.
Jun 14, 2012 14:31
@chrisaycock that question is also not a good format for a Q&A. Better to just tell the guy to google around. If he wants to know my story, then he should approach me in chat.
Jun 14, 2012 14:26
@BobJansen I agree with Chris, everybody's story is different (BTW didn't get the ping, SE only allows 1 ping per post).
Jun 14, 2012 14:25
@QuantGuy thanks. I couldn't find an ungated version, but I did find a presentation from QWAFAFEW. Didn't find the performance figures in there all that compelling, though, so I didn't pursue.
Feb 7, 2012 23:13
@chrisaycock The proportion of traffic coming from organic search has also been on the rise. A small number of those are true quants, and we do seem to be getting a trickle of new high-quality users, such as 1920, 1969, 1988.
Feb 7, 2012 15:47
FYI daily visits and question down-voting are both at all time highs. Incidentally, there does seem to be a correlation. For daily visits, I am excluding one-off surges from news.ycombinator.com.
Feb 7, 2012 15:44
@JoshuaUlrich No problem, thanks to you, too.
Feb 7, 2012 15:41
@JoshuaUlrich done
Feb 7, 2012 15:34
@JoshuaUlrich I updated my question to clarify my view on free vs. non-free data requests.
Feb 7, 2012 15:34
@JoshuaUlrich I also think it is likely legitimate, provided the OP does not insist on the data being free.
Feb 7, 2012 15:33
@JoshuaUlrich yes, that's why I edited it to remove references to free, and now I think it is acceptable.
Dec 23, 2011 14:36
@JoshuaUlrich The spam's been pretty steady all along, I think.
Dec 18, 2011 21:29
or LinkedIn
Dec 18, 2011 21:28
If you wish to say something to me privately, we can do it over e-mail.
Dec 18, 2011 21:24
something about SE policy of complete openness
Dec 18, 2011 21:24
I think even if we switch to a "private" room, the conversation is still public
Dec 18, 2011 21:24
I see
Dec 18, 2011 21:22
knowing may help answer ur question
Dec 18, 2011 21:22
why are they incomplete?
Dec 18, 2011 21:21
Then you probably also don't care how exactly you deal with local holidays.
Dec 18, 2011 21:19
I think the title is bad, not sure how to rephrase
Dec 18, 2011 21:18
well, if you ask about asset allocation, and you are working with daily data, this should be a problem you have encountered
Dec 18, 2011 21:17
I edited it just now, is it clearer?
Dec 18, 2011 21:16
btw, your question on estimating volatility made me think of it
Dec 18, 2011 21:16
so, looks like a bunch of ppl misunderstood my question
Dec 18, 2011 21:16
hi
Dec 18, 2011 21:14
@SRKX are you here now?
Dec 16, 2011 15:00
@SRKX I was. If you want to ping me in chat, use the @...
 
Jul 9, 2012 15:40
Now, it so happens that in the case of most options, the price may change a lot while implied volatility is relatively steady, hence participants in the markets for options have adopted the convention of speaking about implied volatility rather than price.
Jul 9, 2012 15:39
Black and Scholes invented the term implied volatility to explain a parameter in their model. It does not exist as a real thing that can be measured outside of a model.
Jul 9, 2012 15:38
@CQM ok
Jul 9, 2012 15:37
@CQM which phrases?
Jul 9, 2012 15:34
I have no comment on whether the presence or absence of volume concommitant with a change in prices has any predictive power. I don't know that it does, but neither do I know that it doesn't.
Jul 9, 2012 15:33
When people use supply and demand to explain price moves, they are not wrong, but neither are they saying anything meaningful. If prices have changed, then by definition supply and demand have changed. It is just something financial journalists say when they have nothing better to say, kind of like saying the market rallied today because some sellers felt like raising their prices today while some buyers were OK with the higher prices.
Jul 9, 2012 15:33
Sure, but you must have gotten the mistaken notion that prices change because of more buyers or sellers from somewhere, and surely not VIX white papers. Wherever you read that, just know that you are reading something by someone who doesn't know what they're talking about.
Jul 9, 2012 15:33
@CQM VIX white paper is just a very specific document regarding their methodology for an index they created, not meant as a practical guide to understanding implied volatility.
 

 V'dibarta Bam

"And speak of them" (Deut. 6:7) This is the main Mi Yodeya com...
Feb 15, 2012 21:37
@msh210 After we first talked I googled msh210, your amazon account came up, and for some reason I just remembered it.
Feb 15, 2012 18:28
@msh210 Hi Michael
Dec 15, 2011 17:14
Particularly for these obscure info questions, you need to reach the broadest range of ppl possible, and that's more likely with a featured tag than a chat a-thon.
Dec 15, 2011 17:12
@IsaacMoses True, and I doubt you would ever want to relinquish your ♦, but others may.
Dec 15, 2011 17:11
Or ask users with over 20k rep (currently 3), since even once the site graduates anything over 20k is irrelevant.
 
Jan 5, 2012 20:24
@Muro my point is that no place is perfect, but the US is still undeniably better than at least 90% of other countries by population. It is worthwhile to think every once in a while of how horrible other countries can be (e.g. North Korea)
Jan 5, 2012 17:51
@Muro can you name a country where having friends in high places will never prevent you from going to jail? Welcome to the real world, US is no different than anywhere else.