Quantitative Portfolio Management

Stories Index

• 30-minute price spikes, 2

• An understatement, 166

• Brain drain, 239
• Bugging and debugging, 232

• Communication skills, 177
• Confident candidate, 177
• Costly trading cost analysis, 175
• Crowdsourcing, 41

• Experimental Math-M-Addicts, 146

• Face and language recognition, 17
• First job offers, 19
• Forecast research by simulation, 50
• Free time, 167
• From academia to finance, 119

• Grandfather, 227

• HFT stint, 222

• Insider trading project, 10
• Interview counter question, 11

• Logarithmic perception of money, 214

• Measuring honesty of brokers, 225
• Mechanical Turks, 170
• Missing Avogadro number, 236
• Money conservation law, 33

• Neutrino messaging, 222
• Never losing money, 217
• Noise against correlation, 140
• Numerix, 216

• One-day lookahead, 10

• Paper trading in August '07, 167

• Stimulating interview, 230

• The bright side of the Moon, 61

• Visual forecast selection, 130

• Work habits, 121