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astar


Total Posts: 176
Joined: Mar 2007
 
Posted: 2010-11-08 15:29

I have found that linkedin connections go through head hunters and recruiters. Wasn't there some old research on random networks of acquaintances and how a small fraction of people having large out and in degrees?

 


Praetorian


Total Posts: 225
Joined: Apr 2009
 
Posted: 2010-11-10 23:48
unbelievable what kind of marketing tricks she employs. Look at this wikipedia page:

http://en.wikipedia.org/wiki/Quantitative_investing

ClopeMan


Total Posts: 328
Joined: Jan 2007
 
Posted: 2010-11-11 05:29
now that's above and beyond. i've seen her making a mess before... but that's an all time low (assuming she wrote it - which is likely the case)

twisted objective mind

aix


Total Posts: 72
Joined: Dec 2007
 
Posted: 2010-11-11 11:10
It would appear that the sales pitch has already been edited out of that page (good for Wikipedia.) However, the numerous references to her book she has added to http://en.wikipedia.org/wiki/High-frequency_trading still persist.

HankScorpio


Total Posts: 483
Joined: Mar 2007
 
Posted: 2011-02-23 13:04
Apparently she has written a chapter for a Fabozzi book scheduled to be released around Oct 2011.

Nonius
Founding Member
Nonius Unbound
Total Posts: 12805
Joined: Mar 2004
 
Posted: 2011-05-10 11:41
So, should I buy this book? I was thinking of doing HFT with my retirement account.

Chiral is Tyler Durden

pj


Total Posts: 3616
Joined: Jun 2004
 
Posted: 2011-05-10 11:51
sorry, don't have the almanac

вакансия "Программист Психологической службы" -але! у нас ошибко! не работает бля-бля-бля -вы хотите об этом поговорить?

LongTheta
The Snowman

Total Posts: 3155
Joined: Mar 2004
 
Posted: 2011-05-15 14:42

So, should I buy this book? I was thinking of doing HFT with my retirement account.

You definitely should.


Time is on my side.

joy_pathak


Total Posts: 123
Joined: Mar 2010
 
Posted: 2011-05-16 00:33
From her twitter account...


World expert on high-frequency trading, author, fund manager, public speaker.


mj


Total Posts: 1049
Joined: Jun 2004
 
Posted: 2011-05-16 02:48
if you don't like a wikipedia article just change it.

More mathematical finance is on its way!

Nonius
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Posted: 2011-05-16 23:22
Good point.

I don't like this. What to do?

"Mark S. Joshi is a researcher and consultant in mathematical finance. He obtained a B.A. in mathematics (top of year) from the University of Oxford in 1990, and a Ph.D. in pure mathematics from the Massachusetts Institute of Technology in 1994 under the supervision of Richard Melrose.[1] He was an assistant lecturer in the department of pure mathematics and mathematical statistics at Cambridge University and a fellow of Darwin college from 1994 to 1999.[2] Following this he worked for the Royal Bank of Scotland[3] from 1999 to 2005 as a quantitative analyst at a variety of levels, finishing as the Head of Quantitative Research for Group Risk Management. He joined the Centre for Actuarial Studies at the University of Melbourne in November 2005 as an associate professor, and he is now a full professor. Students are quite fond Mark Joshi inspite of (or perhaps due to) his odd character, and he is widely admired for his striking intelligence. He is a famous quant and known for his guide "On becoming a quant".[4]
Mark Joshi has written many research articles on quantitative finance. The papers can be accessed from the SSRN library: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=550354."

Chiral is Tyler Durden

mj


Total Posts: 1049
Joined: Jun 2004
 
Posted: 2011-05-17 03:36
Make changes with references to back them up.

More mathematical finance is on its way!

Nonius
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Total Posts: 12805
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Posted: 2011-05-21 18:39
nah, it's cool MJ, you're a cool dude. i thought it a bit funny that a Wiki entry contained content related to your seemingly paradoxical popularity amongst students.

how do people get their names on Wikipedia anyway? I never gave it much thought.

Chiral is Tyler Durden

mj


Total Posts: 1049
Joined: Jun 2004
 
Posted: 2011-05-23 05:20
Well, anyone can create a wikipedia page. You are not supposed to create one about yourself, (and I did not.)

For living people, they tend to get culled for non-notability. They had a debate about me on wikipedia with some wanting to ditch me, but I survived.

The comments about my personality were clearly some of my current students pulling my leg.

I am sure members of NP are keen to read

http://en.wikipedia.org/wiki/Paul_Wilmott




More mathematical finance is on its way!

Cheng


Total Posts: 2870
Joined: Feb 2005
 
Posted: 2011-05-23 13:43

You are not supposed to create one about yourself

Is there any way to check this ? I was just thinking about one of our other common friend, NNT.


Sniff glue, worship satan !

Nonius
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Total Posts: 12805
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Posted: 2011-05-23 22:05
I can see that a coterie of friends could create wikis of each other....

Chiral is Tyler Durden

pj


Total Posts: 3616
Joined: Jun 2004
 
Posted: 2011-05-23 22:22
You may create and refine a wikipedia page about yourself no problem
(I believe Irene Aldridge was an example).
Just that there are vigilantes out there
who may take down the too blatant posts
(for example Irene Aldridge's).

вакансия "Программист Психологической службы" -але! у нас ошибко! не работает бля-бля-бля -вы хотите об этом поговорить?

Nonius
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Posted: 2011-05-23 22:34
Irene Aldridge wrote The Blank SWan, right?

Chiral is Tyler Durden

FDAXHunter
Founding Member

Total Posts: 8372
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Posted: 2011-05-23 22:57
No, she wrote "The Blas Wank"

The Figs Protocol.

macrotrader


Total Posts: 353
Joined: May 2009
 
Posted: 2011-05-24 20:56
Is there a good / any useful book on HFT? I suppose not, although I like Johnson Algorithmic Trading as an introduction. Harris' Trading and Exchanges any good?

"he, who has the power over the ingenius, is he not more ingenius than the ingenius?" Karl Marx

Steve Castle


Total Posts: 306
Joined: Sep 2010
 
Posted: 2011-05-24 21:55
I read this, I liked it. I don't practice, so I don't know how good it is.

http://www.amazon.com/Introduction-High-Frequency-Finance-2001-publication/dp/0122796713


i would assume if someone had any experience in HFT, this book wouldn't be worth it. I'm coming from a more technical than financial background, and I found it put me ahead of my peers at the dinner table on the subject.

in the words of one such quant ‘were on the whole either less quanted or not quanted at all’.

Nonius
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Posted: 2011-05-25 01:26
If someone were good at HFT, why would they write a book? HFT book ponzi scheming?

Chiral is Tyler Durden

macrotrader


Total Posts: 353
Joined: May 2009
 
Posted: 2011-05-25 03:04
Why not? Soros wrote Alchemy of finance to pat his ego ... so I'm waiting for Simons' book on the geometry of finance to come out .

"he, who has the power over the ingenius, is he not more ingenius than the ingenius?" Karl Marx

HFT Trader


Total Posts: 86
Joined: Mar 2011
 
Posted: 2011-05-25 04:35
Many many more people can put on the type of trades that Soros is putting on before his alpha gets significantly reduced. The same cannot be said of Simons.

Nonius
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Posted: 2011-05-25 23:53
In a word, Simons can't talk (or write) his book but Soros can ex poste, especially since Soros is almost as unintelligible as Ayache?

Chiral is Tyler Durden
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