l********a
发帖数: 126 | 1 所谓的pair trading中的pair只是用来跟人解释的时候比较容易把道理讲明白。而真正
的pair trading并不是trade pair，而是trade你所选择的stock universe，输入的信
息是这个stock universe的covariance matrix，根据这个covariance matrix来选择
optimized portfolio.
所以关键的问题不是找pair，而是两点：
1）如何估算covariance matrix。这其实是两点，一是如何估算vol，而是如何估算
correlation。
2）有了covariance matrix之后如何决定portfolio。这里的基本原理就是把pair
trading的原理推广到N维。 |
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m******t
发帖数: 273 | 2 求纽约内部推荐 quant researcher, quant portfolio analyst
博士毕业 一年， 优化建模方向， 数值分析
optimization model design/analysis, linear/non-linear model building/solving
/analysis,
linear regression, statistics knowledge, robust portfolio optimization,
risk (VaR) modeling
commercial financial optimization engines (e.g. MSCI/Barra) principles and
applications
stress test, C++/R, basic SAS programming,
Any help would be appreciated !
Please email me : c******[email protected]
谢谢啦 ！！！ |
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G*****u
发帖数: 1222 | 3 【 以下文字转载自 Quant 讨论区 】
发信人: Gaminyu (Jianhui), 信区: Quant
标 题: portfolio analytic intern 电话面试会面什么样的问题？
发信站: BBS 未名空间站 (Wed May 27 18:28:06 2009)
面试的人是个senior portfolio analyst 10年前从CMU MSQF毕业
应该是fixed income analysis方面的东西
面试的内容会是怎么样呢？
我邮件里问了面试官 他说This is an exploratory interview to try to determine
the fit of your skill set with the position I am trying to fill.
好像是句废话
我需要看看black scholes那些东西吗？这种职位的常用软件是什么？
大家指教下 明天早上就面了 以前从来面过类似职位 谢谢 |
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N********m
发帖数: 107 | 4 【 以下文字转载自 JobHunting 讨论区 】
发信人: Nightstorm (Swordblade,Nightstormy, Icyriver), 信区: JobHunting
标 题: Credit and Portfolio Risk Manager Positions
发信站: BBS 未名空间站 (Fri Sep 19 12:31:20 2014, 美东)
Two openings in a major bank mortgage business'portfolio risk group.
Requirements: MS/PH.D. in Stats, econ or math.
Experience in using econometrics/statistical models
Good at SAS programming and statistical modeling.
Please send message to me if you are interested. |
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y***c
发帖数: 676 | 5 【 以下文字转载自 PDA 讨论区 】
发信人: ericliquid (ericliquid), 信区: PDA
标 题: 写了个Android的portfolio tracker，请大家捧捧场 (转载)
发信站: BBS 未名空间站 (Sat Nov 29 12:33:17 2014, 美东)
发信人: ericliquid (ericliquid), 信区: Stock
标 题: 写了个Android的portfolio tracker，请大家捧捧场
发信站: BBS 未名空间站 (Sat Nov 29 02:02:52 2014, 美东)
闲暇的时候练手写的，刚刚上线，
https://play.google.com/store/apps/details?id=com.bluesky.android.stock
欢迎提意见。麻烦加个好评，多谢，多谢。 |
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w*******y
发帖数: 60932 | 6 Today only, GraveyardMall offers the Perry Ellis Portfolio Reading Glasses 5
-Pack in +1.25, +1.50, +1.75, +2.00, +2.25, or +2.75 for $15.99 plus $6.99
for shipping. It includes five assorted styles, each with a microfiber bag.
Link:
http://www.graveyardmall.com/perry-ellis-portfolio-readers-5-pa
|
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w*******o
发帖数: 6125 | 8 【 以下文字转载自 Stock 讨论区 】
发信人: henyoucai (据正道而临有罪), 信区: Stock
标 题: 今天中午，公司的一个portfolio manager来给了个talk
发信站: BBS 未名空间站 (Wed Sep 16 17:45:28 2009, 美东)
今天中午，公司的一个portfolio manager来给了个talk
说到她管理的1.2B 的asset，现在帐户里只有2%的cash，超过95%的equity，具体比例是
Overweight Gold versus basic material （fertilizer，base metal）
Overweight Oil versus Natural Gas
Overweight Technology
Underweight Financials
Underweight Services
我就记住了这么点，虽然后来回答别人问题时候没有明确说inflation一定会来，但我
看她的操作也就是那个意思了。 |
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w***y
发帖数: 2537 | 9 【 以下文字转载自 Stock 讨论区 】
发信人: yutonggu (随风漂泊), 信区: Stock
标 题: 股市太无语；3个月涨45%的神奇Portfolio
发信站: BBS 未名空间站 (Wed Apr 20 00:31:38 2011, 美东)
股市太无语；3个月涨45%的神奇Portfolio
这个google finance protfolio是我几个月前加的watch list（除了veco，其他都大于
3个月）；idea全都是股版看到的。
Buy全是低p/e超跌的股票，short全是高pe超涨股票。
我本人并没有操作这些股，但是从中认识到股市真的不是抄底那么简单。
当然说不定3年后buy list会超过short list，但是不可否定短时间追高的盈利性。
Buy - hide Mkt Cap
RIMM 53.22 -1.61 (-2.94%) 27.88B
AFSI 18.18 -0.17 (-0.93%) 1.08B
CSCO 16.61 -0.12 (-0.72%) 91.82B
VECO 46.51 -0.30 (-0.64%) ... 阅读全帖 |
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S*****i
发帖数: 3374 | 11 妈的不看了，今天自己的Portfolio里除了google和比特币都在跌 |
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h*********r
发帖数: 1940 | 12 二手交易风险自负！请自行验证是否合法和一手卡！:
我想卖的物品:
New ipad 1 portfolio case
单张面值:
可接受价格(必须明码标价！):
$10 YL, or $15 ML.
物品新旧要求:
Brand new
邮寄方式要求:
USPS
买卖双方谁承担邮寄损失(Required if not code only):
付款方式说明:
paypal, Chase Quickpay
其他补充说明:
See the amazon link for photos, exactly the same.
http://www.amazon.com/PRIMA-Mountable-Stand-Apple-Model/dp/B003
广告的有效期:
物品来源(Required for All Cards!):
Bought ipad, and this case. But sold the ipad.
我的联系方式:
PM
Warranty期限:
能否证明是合法的一手卡?(Required for All Cards!):
state and zip:
IL |
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h**g
发帖数: 147 | 13 地点在Elmhurst ave,Queens
靠近中国城超市
明天搬家，所以今天卖书和电器
1. Portfolio management level III CFA program curriculum volume 1- 6
(study
sessions) $8 each
2.Harry Potter and the goblet of fire (year 5) (hard cover) $9
3.Longman dictionary of contemporary English $3
4. Time-tested secrets for capturing the heart of Mr.Right $3
I am moving, all books must go today. thanks
海尔空调，只用了一个夏天，$65
新16 寸LCD电视机$78，天线 $12 可以收到50多英文台和4个中文台.
hp 3合一打印机（打印，复印，扫描），只用了一个月，$39
电熨斗 $8
体重秤 $8
单人床的竹席 $9
棕榈双人床垫 $49
联系电话 pls call 917 4... 阅读全帖 |
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h**g
发帖数: 147 | 14 地点在Elmhurst ave,Queens
靠近中国城超市
明天搬家，所以今天卖书和电器
1. Portfolio management level III CFA program curriculum volume 1- 6
(study
sessions) $8 each
2.Harry Potter and the goblet of fire (year 5) (hard cover) $9
3.Longman dictionary of contemporary English $3
4. Time-tested secrets for capturing the heart of Mr.Right $3
I am moving, all books must go today. thanks
海尔空调，只用了一个夏天，$65
新16 寸LCD电视机$78，天线 $12 可以收到50多英文台和4个中文台.
hp 3合一打印机（打印，复印，扫描），只用了一个月，$39
电熨斗 $8
体重秤 $8
单人床的竹席 $9
棕榈双人床垫 $49
联系电话 pls call 917 4... 阅读全帖 |
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k****x
发帖数: 2751 | 15 quote：
“为了alive的打印机，A的老公被迫延迟了回国的时间，并且错
过了陪着A做第二次疗化疗，我不知道是不是因为这个导致了A的情绪很不好，第二次化
疗效果很差。”
这个叙述太偏僻了，感觉A的老公太葛朗台了
一边是老婆治疗癌症，一边为了4个打印机的label jjww，推迟回国。
这个逻辑不通啊。
难道在A ld心中，陪A治疗癌症不如自己出label把4个打印机发给alive重要么？
我觉得一定是portfolio想错了吧。 |
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h********a
发帖数: 6364 | 16 不要太抓细节了，要抓竹竿阿
portfolio作为朋友来说
总归会有自己的一些主观想法 |
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a***e
发帖数: 38850 | 17 我也用A代替那个患病护士。
peepeezhu承认portfolio是她的马甲。
首先这是周末和年底，大家都很忙。我没全时间盯QQ。我很可能没能在第一时间收到QQ
。 但那一段时间没任何电话和email找我。
但我打了电话给A，也发了Email， 没回复。
（我不知道其他神医的label什么时候给的）
A出给我的除了软件和几个leapfrog， 就只有这4个1606DN和2个照相机。
A没告诉过我她生病，即使是11月初她给我发email时。她说12月回来。压根没提病的事。
然后我连续给A发过几个label， 都没投递， 也没回复。嗯
我只能这么说， A和她LG自始至终没联系过我。
然后我在所有认识的群里发贴找人。
才有她的“群友”联系我。 但我不熟悉这些人。
所以， 我对她的病缺乏认识或者说不太信。同情心不够。或者说没同情心。
所以我WS地问可不可以一个label。
这是我感到抱歉的地方。
在1/17/2013， peepeezhu还代A出货给我。我没要。因为我认识不够， 没有把
A的病情当作很严重。 我检讨， 我没同情心。
（不过这也说明，我没耽误A的LG的行程）
说来说去，我认识不... 阅读全帖 |
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p*******u
发帖数: 949 | 18 你今天找我3次了
我不想理你，是因为我从来没隐藏过自己
既然我说我是护士C，自然就是我了
portfolio不是马甲，就是我的新id，也是主id
1/17/2013出货的时候，这些小东西已经全部寄到我家来了
你不要跟我纠结细节，
我心情很sad，就你在jjww，不烦吗 |
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m*********g
发帖数: 10735 | 19 你可以尽情鄙视
请问portfolio对所谓“朋友”病情的爆料，有没有事先得到“朋友”的允许？如果没
有，我鄙视她这样的做法 |
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c*******r
发帖数: 603 | 20 个人感觉，portfolio的帖子比较感性，活神你的帖子一直用词冷静（也因此可能让部
分人觉得有点儿无情）。
另外一开始A联系不上，活神是不是也有些恼怒，导致后来有点儿不信任。总之我觉得
，这件事还是双方在事发时，沟通有问题。 |
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T*****i
发帖数: 352 | 21 本人是女phd，不知道背什么包好。准备穿黑色suit(裙子太冷)，外边套黑大衣，难道
包也要是黑的？
一定要是briefcase 或者portfolio吗？
还有一个疑问，suit里面只能穿衬衣吗？到时候会逛校园，很怕冷啊。
请大家回复一下，多谢。 |
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w*****n
发帖数: 2693 | 22 申请faculty，对方要最多20页的portfolio of research work samples(20 pages max
.)
我paper，每篇都超过20页
怎么办？ |
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l********n
发帖数: 396 | 23 最近要开403的账户，学校是固定contribute 10%，自己该不该放满呢？
大家有用TIAA-CREF的么？都怎么选的portfolio呢？跟Fidelity比怎么样？学校只有这
两个选择。。。
问题好多。。第一次接触这些问题呵呵 |
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b***3
发帖数: 71 | 24 申请一个小的Teaching School，除了要Teaching Statement，还需要teaching
portfolio，这里面主要包括什么内容？我是明年毕业，只做过助教，导师说主要把
syllabus，evaluation附上即可，是这样吗？先谢谢各位老师答复。 |
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h*********r
发帖数: 1940 | 25 二手交易风险自负！请自行验证是否合法和一手卡！:
我想卖的物品:
New ipad 1 portfolio case
单张面值:
可接受价格(必须明码标价！):
$10 YL, or $15 ML.
物品新旧要求:
Brand new
邮寄方式要求:
USPS
买卖双方谁承担邮寄损失(Required if not code only):
付款方式说明:
paypal, Chase Quickpay
其他补充说明:
See the amazon link for photos, exactly the same.
http://www.amazon.com/PRIMA-Mountable-Stand-Apple-Model/dp/B003
广告的有效期:
物品来源(Required for All Cards!):
Bought ipad, and this case. But sold the ipad.
我的联系方式:
PM
Warranty期限:
能否证明是合法的一手卡?(Required for All Cards!):
state and zip:
IL |
|
a***e
发帖数: 38850 | 26 【 以下文字转载自 ebiz 讨论区 】
发信人: alive (活着), 信区: ebiz
标 题: 请portfolio 讲事实， 摆证据。
发信站: BBS 未名空间站 (Thu Aug 8 13:35:17 2013, 美东)
不要编故事。
我不知道你在说谁。
我也不知道任何出货给我的人生命垂危。
请讲事实， 摆证据。
我什么时候收你的1606DN是label ready。
谢谢 |
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a***e
发帖数: 38850 | 27 【 以下文字转载自 ebiz 讨论区 】
发信人: alive (活着), 信区: ebiz
标 题: 如果portfolio讲的是pplive的事， 我证据一大把！
发信站: BBS 未名空间站 (Thu Aug 8 14:09:43 2013, 美东)
而且1606DN我在去年就一个label全部寄回来了。
你没证据， 我有！
此贴发50个包子。帮顶贴 |
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b****e
发帖数: 460 | 28 rLet's first look at how much did he sell and how much did he buy during the
last 3 months of 2008, and was it a net sell or a net buy, and, what was
the percentage of his whole portfolio.
My feeling is that this is not the whole story since he has the right to
postpone the release of his stock position for 1 year as long as he is still
building up the position.
It's a shame on Jim Cramer to write such a blog without considering all
possible scenarios. And it's a shame on Jim Cramer to judge an |
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K****D
发帖数: 30533 | 29 ☆─────────────────────────────────────☆
immortal (immortal) 于 (Mon Sep 22 14:53:19 2008) 提到:
发信人: Nikki2008 (Nikki), 信区: Stock
标 题: 晒晒我的portfolio
发信站: BBS 未名空间站 (Mon Sep 22 13:48:45 2008)
It is not show off post,I am just looking forward hearing your inputs。
1. US stock market：
Net value: 80,599.40 USD
Composition: 80% cash, 20% high tech stocks(JAVA,CSCO,NOK,ORCL)
2. Mutual fund:
FRANKLIN INCOME CLASS C:
Mkt value:8,775 USD
(When I purchased it 2 years ago, it worthed 10,000 USD.)
3. U.S |
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c*********t
发帖数: 2341 | 30 market index return: 19.49%
chairmancat's portfolio return: 51.10%
华夏大盘精选： 47.11%
博时主题： 12.79%
兴业趋势：18.38%
交行稳健配置：30.55%
中信红利： 38.21% |
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c*********t
发帖数: 2341 | 31 market index standard deviation: 37.24%
chairmancat's portfolio: 41.10%
华夏大盘精选： 34.73%
博时主题：32.57%
兴业趋势：27.97%
交行稳健配置：32.43%
中信红利：34.51% |
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c*********t
发帖数: 2341 | 32 actually my portfolio is quite diversified
it has a beta of 1.01, and r square of 0.83
the r square is much higher than those of the mutual funds |
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c*********t
发帖数: 2341 | 33 我还是以价值投资为主，一般不去随波逐流
整个portfolio里面只有一支软件股，没有新能源和创投概念股 |
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c*********t
发帖数: 2341 | 34 这么说吧，我七个月以前建portfolio时候买进的股票除了一支外其他的都还在 |
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K****D
发帖数: 30533 | 35 Then you will have to adjust your portfolio at some point in order to
keep your advantage over index. My opinion is no FA can work forever. |
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c*********t
发帖数: 2341 | 36 时间： 2008/10/06 - 2009/07/27
portfolio return: 100.68%
同期上证指数：58.03%
同期华夏大盘基金：88.2%
同期交银稳健配置基金：85.7%
同期兴业趋势基金：55.7%
同期上投摩根阿尔法基金：49%
同期博时主题基金：46.2% |
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h*******y
发帖数: 864 | 37 Maybe just index funds, municipal bonds and physical gold in the safety box.
And don't rebalance your portfolio, just buy more of the losing asset each
year with your new savings. |
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s******d
发帖数: 323 | 38 I thought so at first. but it's getting more amazing the more I thought
about it.
PRPFX sort of inherit the idea with the following allocation
20% gold
5% silver
10% swiss franc
15% natural resource + REIT
15% growth stocks
35% dollar, including both long term bond and short term bills
It emphasis more towards inflation protection over deflation.
yeah right, helicopter Ben knows how to get over deflation anyway..
but when it happens, e.g. second half 2008, the 4x25 portfolio
certainly did better |
|
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S**C
发帖数: 2964 | 40 You had a secular lowering interest rate and the longest bull market in
history over that time span.
Now you face headwind, interest rate should go up, which will hurt LT
treasury badly, and PE 10 now is not that attractive, which translate not as
good equity return long term. The gold price now is well above historical
average, inflation adjusted. OK, we could be in a secular precious metal and
commodity market right now. All things considered, two pillars of the
permanent portfolio face headwi |
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s******d
发帖数: 323 | 41 I see and actually share some of your concerns.
I'm bearish on LT bond too, but
you can't say there isn't a slight chance that what happens to Japan
could happen to US. In that case LT bond makes a lot of sense.
The beauty of the portfolio is that there is always 1 or maybe even 2
assets have gloomy forecasts, and yet it still preseve captial well.
In the meantime, it will help to overcome fear to make one fully invested,
instead of standing out there wondering or do "research" so that one
doesn |
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S**C
发帖数: 2964 | 42 I think 25% cash cannot be called fully invested.
I would like to know how it compares against some 60/40 portfolio, such as Vanguard Wellionton VWELX, from total return and volatility point of view. |
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s******d
发帖数: 323 | 43 cash is just a form of very short term of treasury bill.
it is fixed income, why not it's not investment?
according to www.riskcog.com
4x25 portfolio compound return 9.75% from 1972 to 2009, worst year 1981, -4.
28%
VWELX compound return 10.15%, worst year 2008, -22.60%
Vanguard Wellionton VWELX, from total return and volatility point of view. |
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S**C
发帖数: 2964 | 44 It appears to me the permanent portfolio's performance greatly influenced by
1972-1980, which was the end of Bretton Woods system, and then the energy
crisis. The gold price shot 10x in 7 years. Whether such significant events
would hit us again and have that huge impact on gold price, it is an open
question, but I am not convinced. Basically if you think such event will not
be repeated, then PP won't have such stellar performance. Of course it will
always have low volatility. So it comes down t |
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a*********g
发帖数: 8087 | 45 那个permanent portfolio基金看起来还不错，本小的话可以先用着 |
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c**********l
发帖数: 606 | 46 only have 1/4 of my portfolio migrated into PP. still unbalanced and
relatively heavy on stock. today is another evidence that PP has the built-
in black-swan-proof, and how unpredictable this crazy world is. |
|
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w***n
发帖数: 1162 | 48 它家可以帮你build investment model portfolio, 我选aggressive growth，结果如下 |
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d*********o
发帖数: 6388 | 49 He was saying that you are rich: many of the funds you listed have high
initial investment requirements, but only account for a small fraction of
the overall portfolio. |
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j***n
发帖数: 3786 | 50 大家来说说自己的portfolio，让其他人看看有什么不合理性？！ |
|
