astar
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| Total Posts: 176 |
| Joined: Mar 2007 |
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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?
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unbelievable what kind of marketing tricks she employs. Look at this wikipedia page:
http://en.wikipedia.org/wiki/Quantitative_investing |
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ClopeMan
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| Total Posts: 328 |
| Joined: Jan 2007 |
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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)
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twisted objective mind |
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aix
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| Total Posts: 72 |
| Joined: Dec 2007 |
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| Apparently she has written a chapter for a Fabozzi book scheduled to be released around Oct 2011. |
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Nonius
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| Founding MemberNonius Unbound |
| Total Posts: 12800 |
| Joined: Mar 2004 |
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| So, should I buy this book? I was thinking of doing HFT with my retirement account. |
Chiral is Tyler Durden |
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pj
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| Total Posts: 3604 |
| Joined: Jun 2004 |
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| sorry, don't have the almanac |
вакансия "Программист Психологической службы"
-але! у нас ошибко! не работает бля-бля-бля
-вы хотите об этом поговорить? |
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LongTheta
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| The Snowman |
| Total Posts: 3155 |
| Joined: Mar 2004 |
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So, should I buy this book? I was thinking of doing HFT with my retirement account.
You definitely should. |
Time is on my side. |
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From her twitter account...
World expert on high-frequency trading, author, fund manager, public speaker.
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mj
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| Total Posts: 1049 |
| Joined: Jun 2004 |
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if you don't like a wikipedia article just change it.
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More mathematical finance is on its way!
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Nonius
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| Founding MemberNonius Unbound |
| Total Posts: 12800 |
| Joined: Mar 2004 |
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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 |
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mj
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| Total Posts: 1049 |
| Joined: Jun 2004 |
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Make changes with references to back them up.
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More mathematical finance is on its way!
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Nonius
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| Founding MemberNonius Unbound |
| Total Posts: 12800 |
| Joined: Mar 2004 |
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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 |
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mj
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| Total Posts: 1049 |
| Joined: Jun 2004 |
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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
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More mathematical finance is on its way!
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Cheng
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| Total Posts: 2870 |
| Joined: Feb 2005 |
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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 ! |
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Nonius
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| Founding MemberNonius Unbound |
| Total Posts: 12800 |
| Joined: Mar 2004 |
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| I can see that a coterie of friends could create wikis of each other.... |
Chiral is Tyler Durden |
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pj
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| Total Posts: 3604 |
| Joined: Jun 2004 |
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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).
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вакансия "Программист Психологической службы"
-але! у нас ошибко! не работает бля-бля-бля
-вы хотите об этом поговорить? |
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Nonius
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| Founding MemberNonius Unbound |
| Total Posts: 12800 |
| Joined: Mar 2004 |
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| Irene Aldridge wrote The Blank SWan, right? |
Chiral is Tyler Durden |
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FDAXHunter
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| Founding Member |
| Total Posts: 8372 |
| Joined: Mar 2004 |
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| No, she wrote "The Blas Wank" |
The Figs Protocol. |
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| 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 |
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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’. |
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Nonius
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| Founding MemberNonius Unbound |
| Total Posts: 12800 |
| Joined: Mar 2004 |
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| If someone were good at HFT, why would they write a book? HFT book ponzi scheming? |
Chiral is Tyler Durden |
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| 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 |
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| 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. |
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Nonius
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| Founding MemberNonius Unbound |
| Total Posts: 12800 |
| Joined: Mar 2004 |
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| 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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