x*********n
发帖数: 28013 | 1 你应该对比分词组做一个注释，比如。
AUM，asset under management，指代hedge fund下面的asset
spread：ask 与bid之间的距离，比如stock，会有limited price和market price，
limited price是你想指定的价格，而market price是money market和 2级市场买卖双
方愿意成交的价格。
比如APA，bid price 75.16， ask price 75.18，对于一个cap size 30B的company，
这样的spread很小。
比如APA weekly option，因为是根据股价变化加速变化，所以，bid 1.0， ask1.5，
这里的spread就很大。
楼主解释的bond spread，
bond 2种，一种是with coupon，这种一般mature date前稳定分红的，带yeild的，
一种是without coupon，这种mature date长，但是买进的时候deep discount，比如30
年的bond，1000的value，买入价是550。这期间，... 阅读全帖 |
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e*****r
发帖数: 700 | 2 你这个适合有点金融基础的人读。比如AUM,spread，没有基础的人会一头雾水。 |
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c*******y
发帖数: 1630 | 3 这明显是自己知道自己扯淡，就想争个脸结果被不断打脸的情况啊。
这种一般我直接就给跪了。
VBA还挺多呢。
不过这年头好的position不易，刚聊过一个人均AUM几个B的组，现在觉得
看别的啥都屌丝了。 |
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G******8
发帖数: 87 | 4 很多这样的公司都不在华尔街。康州的Greenwich, Stamford和Westport有大量的PE 和
Hedge fund。 尤其是PE fund 一般都比较低调，以Stamford为中心都隐藏在各个
building里。几个大的顶尖的hedge fund 例如 SAC, Bridgewater也都在这一块。
以这几年的market,很多2～3 billions AUM 的中小PE fund 都在很艰难地生存着，但
是靠着有雷打不动的management fee, 应该都还能撑几年。 |
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p**z
发帖数: 1311 | 5 沉了那么多天终于有点讨论了。
我说一下我自己notice的情况 Asia vs. US 请指正。
貌似在美国的fund 再复杂的fund都一般都只会有几个in house accounting post。CFO
－controller－acct manager－accountant 各一人。AUM过billion。用用investec差
不多每个Q 搞搞report什么的
貌似在Asia（香港）只有很复杂的fund (e.g. VC/PE) 会请那么1－2个in house
accounting post(CFO/Manager)。很多小fund都直接outsource给fund admin然后
technical的东西等auditor去搞定。。根本没有in house没人懂accounting....
在美国的时候没接触比较传统的fund 不知道outsource的情况是不是比较严重？ |
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p**z
发帖数: 1311 | 6 沉了那么多天终于有点讨论了。
我说一下我自己notice的情况 Asia vs. US 请指正。
貌似在美国的fund 再复杂的fund都一般都只会有几个in house accounting post。CFO
－controller－acct manager－accountant 各一人。AUM过billion。用用investec差
不多每个Q 搞搞report什么的
貌似在Asia（香港）只有很复杂的fund (e.g. VC/PE) 会请那么1－2个in house
accounting post(CFO/Manager)。很多小fund都直接outsource给fund admin然后
technical的东西等auditor去搞定。。根本没有in house没人懂accounting....
在美国的时候没接触比较传统的fund 不知道outsource的情况是不是比较严重？ |
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a******d
发帖数: 896 | 7 【 以下文字转载自 Florida 讨论区 】
发信人: AlwaysHope (BePositive), 信区: Florida
标 题: 招聘高级会计和Quant/IT @Boca Raton
发信站: BBS 未名空间站 (Fri May 23 20:56:14 2014, 美东)
Company background：
Boca Raton based hedge fund with more than $200M asset under management and
about 5 years very good track record.
We are a small firm with less than 5 employees at present.
Two positions available in Mid June.
1. Senior Accountant/Controller/Operation
Responsibilities including:
a. Daily NAV calculation, monthly NAV/return calculati... 阅读全帖 |
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M*6
发帖数: 98 | 8 Stamford, CT based $7 billion AUM global investment firm has an opening for
Senior Accountant.
The qualifications are:
> Bachelor or master degree in accounting
> 2+ years of investment accounting experience at an investment firm or 4+
years of Big 4 financial service auditing experience
> Good communication skills including verbal and written English because
this position requires constant contacts with investors and outside parties
> Intelligent and efficient
> No employment sponsorship so gre... 阅读全帖 |
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s*******0
发帖数: 3461 | 10 为什么是黄花菜 都在卖 aum 都在涨 和黄花菜 不是有点矛盾吗
我觉得 主要还是 四不像产品的原因 就是嫉妒人家金融的钱多 无他 而且找不到特别
专业的投资专家 估计收益率也够呛 美国这边对于保险的资金运用 有限制吗？
国内不知道现在放开了没有 之前是不能用于股市和房地产之类的高风险投资渠道的 |
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w*****u
发帖数: 91 | 11 我想申请１０年的MBA，不过我从０６年到现在都在一个小型的资产管理公司（主要做
股票和债券的, AUM $20 billion）做back office，因为这两年market不好，而且一直
在考CFA所以没换过工作。
申请MBA的时候会不会被认为是没有上进心的表现啊？
有什么好的argument可以解释这状态么？
谢谢！ |
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q****x
发帖数: 7404 | 12 有人说北大肄业，有人说是广州大学读博，现在专搞奥赛培训了？
还有双金得主罗炜，在浙大只能做博后？
搞培训的金牌还有个姚健刚。
倒是有个银牌得主库超，现在是九章基金的老板，AUM过十亿。
张寿武最得意的弟子张伟当年奥赛得奖吗？ |
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q****x
发帖数: 7404 | 13 有人说北大肄业，有人说是广州大学读博，现在专搞奥赛培训了？
还有双金得主罗炜，在浙大只能做博后？
搞培训的金牌还有个姚健刚。
倒是有个银牌得主库超，现在是九章基金的老板，AUM过十亿。
张寿武最得意的弟子张伟当年奥赛得奖吗？ |
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S*****n
发帖数: 54 | 14 [edit] Top 25 funds of hedge funds by assets
Funds of hedge funds invest in a portfolio of underlying hedge funds rather
than investing in securities directly. They hire the hedge fund managers on
behalf of their clients following due diligence on the managers in addition
to building diversified portfolios of these managers. They are ranked by Dec
2005 Assets Under Management (though this cannot be taken as the final word
on the matter given the intense privacy that surrounds much of the industr |
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c*******e
发帖数: 150 | 15 这个是 Funds of Hedge Funds，和Hedge Funds完全不是同一个概念，楼主把标题改改
吧，太misleading了。
rather
on
addition
Dec
word
industry
.5
])
billion
) |
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m******2
发帖数: 4 | 16 拿了两个offer （London）,想听听大家的意见.
Offer 1：Second tie bank, front office interest rate quant.缺点是team比较小,
刚成立。
Offer 2: Mutual Fund (70 Bilion AUM), risk management (equity and fixed
income)，工资比 1 要少 5K，bonus 未知。
不太清楚去mutual fund 作risk management的职业发展路线是什么样子的。 |
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A********a
发帖数: 133 | 17 it seems that his fund's AUM had shrunk from more than 4B in 11/2008 to 3.5B
in 03/2009, due to redemption or loss or ....
Since they just started a fund last year, had hoarded a lot of cash in hand
before deciding where to invest, certainly the fund can do much better than
the benchmark.
It would better look for the long term tracking record if u have, otherwise
decide whether to invest based on whether u like what they say about their
strategies. |
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N******r
发帖数: 642 | 18 concur w rachelwxm. not a stable environment. a bit like prop shop. if they
like you and your sharpe, you get 10mm aum. thats it. forget abt learning
curve. you are on your own. |
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N******r
发帖数: 642 | 19 concur w rachelwxm. not a stable environment. a bit like prop shop. if they
like you and your sharpe, you get 10mm aum. thats it. forget abt learning
curve. you are on your own. |
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r*g
发帖数: 3159 | 20 FX Concept Global currency, inception 2001, AUM 2.6B, sharpe 0.77. |
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S*********g
发帖数: 5298 | 21 What type of shops? Systematic or descretional? Trend following? High
frequency?
If you don't know whether you are more interested in currency trading or
commdity, I guess you can go with the one with better track record in terms
of return, drawdown, AUM etc. |
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w*******h
发帖数: 60 | 22 应该都是 high freq desk 的。 一个用的是 CEP 另一个 我也不是很清楚。
敢问大牛
0， 哪里能够查到 desk 的 record of return, drawdown, AUM
1， Forex 和 Commodity 之间的区别到底在 什么 地方呢？
2， 如果 以后 有回国的打算的话， 是不是 Forex 更好一些？
3， 如果从了一个，转到 另一个容易吗？ model 和 market 哪个更重要， 如果转行
的话？
谢谢了 ：）
terms |
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S*********g
发帖数: 5298 | 23 You have to ask them about their historical performance and AUM etc. They
are not obligied to publish those data. |
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N******r
发帖数: 642 | 24 we use ts
ts/easylanguage is handy in designing systems making directional bets, but
not relative strength strategies/portfolio mgmt
my team has 190mm of aum |
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S*********g
发帖数: 5298 | 25 hedge fund charges management fee, which is normally about 2% of AUM.
For prop trading, I guess this part of income is not there.
de |
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n****s
发帖数: 137 | 27 我不在投资圈子里， 什么是AUM ?
Thanks, |
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J*****n
发帖数: 4859 | 28
他如果能保证15%的realized return，不上leverage也可以吧。
至于AUM，如果asset是currency之类的，因该可以上20mm。关键是3个月的持续亏损其
实是个大问题。
需要多弄几个策略去分散一下风险。 |
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Y******u
发帖数: 1912 | 29 刚拿到offer，之前觉得名气不大，搜索了一下发现是全世界前几大hedge fund (in
terms of AUM, 29B). 有人知道这个fund的发展和工作环境怎么样吗？ |
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S*********g
发帖数: 5298 | 30 是现在最大的CTA吧,10年初的时候是12Billion的AUM |
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t*******8
发帖数: 67 | 31 Hi, all,
A start-up hedge fund is looking for junior candidates with strong
education and development skills. they do not want a quant; they want a
junior developer. up to $200k total comp, but want to keep the base
below
$140k.
It is run by former MD/Global Head of Structured Products of a big bank.
There are around 10 people in the organization and they have a couple of
hundred Million AUM.
Junior MBS Developer -They are looking for a 2-4 year developer ideally
with MBS experience and/or a s... 阅读全帖 |
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s***y
发帖数: 357 | 32 听说他们家最近刚刚裁员.而且AUM也大跌。猎头跟我说他想给我面试Trader.我想问一
下Payment structure 是怎么样的？Trader有多大的自由度啊？ |
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t*******8
发帖数: 67 | 33 Hi, all,
The role is in Upper Saddle River, NJ and this firm managed about 25BN AUM
mainly across High Yield/ High Grade. They need a junior to mid level
quant analyst to help with risk modeling, portfolio construction and some
alpha generation. He/ She will support 3 HY PM’s and 3 HG PM’s. Very
high total comp.
If you are interested, please send resume in word version to
t**[email protected].
Thomas Gan, Ph.D.
Options Group
http://www.linkedin.com/pub/tom-gan/3/64b/93a
Here is the job desc... 阅读全帖 |
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L******g
发帖数: 1371 | 34 JMNax 是 一直很奇怪的fund, total aum over a billion
我的猜测是有很jpmnax的旗下别的investor 在买，
PM是个中国人。
我老板告诉我JMNAX有 high frequency 的成分，个人属于不相信。
是我弄混了，本来想说的是AMOMX, AQR的, 我想说的point就是， 一个市场，只有平静
下来，momentum 才会work,所以，不要天天柴人吓自己，都是例行的。
市场，其实很稳定。 |
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n*******r
发帖数: 117 | 35 现在很少fund follow 2-20 rule了，1 或者1.5居多
话说回来我老人家当初researh了一下，发现AUM 100 million-200 million 的fund on average雇不起5个人
100 mm 以下的俺不把它算fund。
. |
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v*******y
发帖数: 1586 | 36 20B 200人有点多吧
我知道一个150B 500人不到
而且已经很LAY BACK了 |
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v*******y
发帖数: 1586 | 38 不好意思
没注意
那个是MUTUAL FUND |
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s******e
发帖数: 1751 | 39 check out bridgewater associate. |
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w******i
发帖数: 503 | 40 could you share the source of data?
thanks... |
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a***x
发帖数: 26368 | 41 俺们已经恢复到08年前了，虽然strategies还是那样的屎。lol |
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D********n
发帖数: 978 | 42 这个不好评价。只是觉得Yonahyou说的过于绝对。 |
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a****1
发帖数: 160 | 44 GSAM global alpha was one of the biggest global macro fund. peak AUM was
around 12B |
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h*********n
发帖数: 915 | 45 researcher or developer?
their aum is big. but there's big drop from 2010 to 2011. |
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Y******u
发帖数: 1912 | 46 I think risk jobs in buy side and in sell side are very different.
I work as risk quant in a top 5 hedge fund. Our team of 4 cover $30b AUM
with global multi asset class. All models and reports are developed in house
(even basic thing like regression algo and option price calculator). |
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c****y
发帖数: 3592 | 48 不太明白他们AUM只有10B怎么养活800个人 |
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c****y
发帖数: 3592 | 49 不太明白他们AUM只有10B怎么养活800个人 |
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A********a
发帖数: 133 | 50 Hi, I am interested in a small hedge fund, want to know more about it, AUM,
performance, compensation, turnover, some basis info of strategies and
client base, anyone know what to look at, pertrack has only limited info. |
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