o***s
发帖数: 575 | 1 【 以下文字转载自 Chinook 俱乐部 】
发信人: chinook (Base Loaded), 信区: Chinook
标 题: Traders Warn of Market Cracks
发信站: BBS 未名空间站 (Wed Oct 19 00:02:22 2011, 美东)
谁睡不着觉，读者玩。WSJ上的。
Traders Warn of Market Cracks .
By TOM LAURICELLA And GREGORY ZUCKERMAN
Amid the wild swings of the past few weeks, traders are finding difficulty
executing trades without causing a big swing in prices, Gregory Zuckerman
reports on Markets Hub. Photo: AP.
.
Amid the wild swings of the past few weeks, cracks are appearing deep in t... 阅读全帖 |
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k********8
发帖数: 7948 | 2 http://www.dailymail.co.uk/news/article-2142866/JPMorgan-Chase-
Revealed: London trader known as 'Voldemort' who is suspected of blowing
bank's staggering $2billion lossFrench-born, British-based Bruno Michel
Iksil believed to be responsible
Dubbed the 'London Whale', be bragged 'he could walk on water'
Believed to be part of Chief Investment Office at heart of bank's losses
Ina Drew, boss of CIO, was paid $14million last year
Shares in British banks fall: Barclays, RBS and Lloyds all hit
By Dai... 阅读全帖 |
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a********a
发帖数: 440 | 3 【 以下文字转载自 Quant 讨论区 】
发信人: tetee (fatfish), 信区: Quant
标 题: trader 的职业规划
发信站: BBS 未名空间站 (Thu Oct 24 21:13:59 2013, 美东)
我现在在一家prop trading firm 做trader，不是auto trader，就是那种screen
trader，点鼠标的那种。我们这个team人不多，但是还算是公司做的最好的一个team，
目前还是挺profitable的，老实说也能挣到一些钱。但是感觉现在edge越来越小，越来
越多的quant trader和HFT把market弄得越来越efficient，我想可能以后会越来越难做
。十年八年甚至更短的时间也许screen trader这一行就像是当时的floor trader一样
销声匿迹了。我觉得自己还年轻，也很喜欢这个行业，不想太早退休，以后career的路
还很长，不希望做到一半整个行业变成夕阳了。
我希望能提早为未来做些规划，quant trader似乎是以后的潮流，我个人是phD所以有
一点math和编程的基础，但是又不... 阅读全帖 |
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W***n
发帖数: 11530 | 4 China and Clinton Agree: Traders Should Pay for Canceled Orders
Eduard Gismatullin
Sam Mamudi
December 29, 2015 — 6:00 PM CST
Chinese securities regulators are preparing some of the world’s strictest
regulations on a trading practice at the heart of the global debate over
high-speed computerized markets.
The draft rules are designed to prevent traders from flooding exchanges with
orders they don’t fill by charging market participants fees for habitual
cancellations. The proposal, which could com... 阅读全帖 |
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t***e
发帖数: 446 | 5 我现在在一家prop trading firm 做trader，不是auto trader，就是那种screen
trader，点鼠标的那种。我们这个team人不多，但是还算是公司做的最好的一个team，
目前还是挺profitable的，老实说也能挣到一些钱。但是感觉现在edge越来越小，越来
越多的quant trader和HFT把market弄得越来越efficient，我想可能以后会越来越难做
。十年八年甚至更短的时间也许screen trader这一行就像是当时的floor trader一样
销声匿迹了。我觉得自己还年轻，也很喜欢这个行业，不想太早退休，以后career的路
还很长，不希望做到一半整个行业变成夕阳了。
我希望能提早为未来做些规划，quant trader似乎是以后的潮流，我个人是phD所以有
一点math和编程的基础，但是又不知道quant trader这一行怎么样，我现在的公司里面
有不少人做black box交易，但是好像也不是很profitable。但是我知道chicago和wall
street有很多专门做quant trading的大的hedge f... 阅读全帖 |
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t***e
发帖数: 446 | 6 我现在在一家prop trading firm 做trader，不是auto trader，就是那种screen
trader，点鼠标的那种。我们这个team人不多，但是还算是公司做的最好的一个team，
目前还是挺profitable的，老实说也能挣到一些钱。但是感觉现在edge越来越小，越来
越多的quant trader和HFT把market弄得越来越efficient，我想可能以后会越来越难做
。十年八年甚至更短的时间也许screen trader这一行就像是当时的floor trader一样
销声匿迹了。我觉得自己还年轻，也很喜欢这个行业，不想太早退休，以后career的路
还很长，不希望做到一半整个行业变成夕阳了。
我希望能提早为未来做些规划，quant trader似乎是以后的潮流，我个人是phD所以有
一点math和编程的基础，但是又不知道quant trader这一行怎么样，我现在的公司里面
有不少人做black box交易，但是好像也不是很profitable。但是我知道chicago和wall
street有很多专门做quant trading的大的hedge f... 阅读全帖 |
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d******8
发帖数: 1972 | 7 CNN) -- A rogue trader has cost UBS an estimated $2 billion, the Swiss
banking giant announced Thursday, revealing what could be the third-largest
loss of its kind in banking history.
A $2 billion rogue trading loss would be all but unprecedented, market
analyst Ralph Silva told CNN.
"We have only had three or four other situations... in the billions, and
that is exactly what happened," he said.
The bank is large enough to take a $2 billion hit, experts said. Shares in
UBS were down 11% on the U... 阅读全帖 |
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b***k
发帖数: 2673 | 8 ☆─────────────────────────────────────☆
xxmajia2000 (mm) 于 (Mon Nov 15 12:45:31 2010, 美东) 提到:
新手问一个问题，就是当quant好还是当trader好？
估计毫无疑问，大家是不是都觉得当trader好呢？
但是请有经验的大牛们给说说，
trader就一定赚钱比quant多么？
这两个行业的利弊能不能给分析分析？
还有就是职业发展前景。
多谢多谢。
☆─────────────────────────────────────☆
bloodsun (冠军？我才刚上路呢) 于 (Mon Nov 15 14:02:56 2010, 美东) 提到:
我觉得quant可以混，trader一年半年干不好直接炒掉，而且各公司通气永不录用。
☆─────────────────────────────────────☆
latingirl (拉丁妹) 于 (Mon Nov 15 14:14:03 2010, 美东) 提到:
很怀疑最后那句永不录用，怪吓人的
trader和quant的... 阅读全帖 |
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Y******u
发帖数: 1912 | 9 先建议你跳出这个火坑，这种类似day trading的职业基本没什么未来，你陷得越久越
没有exit opportunity
从你问的问题大概可以得出你对金融市场其实没什么了解，这也是做day trading的很
大问题，只要市场weak efficient了就基本不可能consistently赚钱
大概科普一下吧，我们一般说sell side trader和buy side trader，其实应该是
market maker trader (sell side)，execution trader (buy side)和 non-
fundemental PM(buy side). 最后那个就是portfolio manager，只不过一般
fundemental equity/fixed income PM不算trader，因为更多做的是research和asset
allocation
market maker你应该知道是做什么的，现在主要还靠人来make market的基本都是fixed
income和derivative，因为dimension比较多，algo还不是很完善，但在... 阅读全帖 |
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Y******u
发帖数: 1912 | 10 先建议你跳出这个火坑，这种类似day trading的职业基本没什么未来，你陷得越久越
没有exit opportunity
从你问的问题大概可以得出你对金融市场其实没什么了解，这也是做day trading的很
大问题，只要市场weak efficient了就基本不可能consistently赚钱
大概科普一下吧，我们一般说sell side trader和buy side trader，其实应该是
market maker trader (sell side)，execution trader (buy side)和 non-
fundemental PM(buy side). 最后那个就是portfolio manager，只不过一般
fundemental equity/fixed income PM不算trader，因为更多做的是research和asset
allocation
market maker你应该知道是做什么的，现在主要还靠人来make market的基本都是fixed
income和derivative，因为dimension比较多，algo还不是很完善，但在... 阅读全帖 |
|
l*****e
发帖数: 3343 | 11 Among all day traders, nearly 40% day trade for only one month. Within three
years, only 13% continue to day trade. After five years, only 7% remain. For
heavy day
traders, survival is much more persistent. Only 5% drop out within one month
, while
survival rates at three and five years are 36% and 23% respectively.
In summary, these analyses provide strong evidence that traders learn about
their
own ability by trading. Those who profit are less likely to quit, though the
effect is most
pronounc... 阅读全帖 |
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b***k
发帖数: 2673 | 12 ☆─────────────────────────────────────☆
aaliwei91 (aaliwei91) 于 (Sat Jul 12 04:15:26 2008) 提到:
1.sera说投行里70%的trader赔钱，那为什么还有quant想转trader呢,嫌钱太多吗？
2.QuantCareer那本书说1个trader+几个quant+几个developer=1个group，那么quant的
数目应该是trader的好几倍呀，为什么找工作还这么难？
3.还有一种说法是几百个trader才需要10个quant，到底哪个是真的呀？
偶小本一个，刚考完试，想了解一下这一行，请各位指教一下，谢谢。
☆─────────────────────────────────────☆
johnhull (Bible) 于 (Sat Jul 12 08:56:41 2008) 提到:
因为这个版上每个人都认为如果自己当trader,一定是明星trader,赚大钱的那种,一年
PnL几个B的那种。
trader的奖金数和他为公司赚的钱成比例，sell side大 |
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X*****s
发帖数: 2767 | 13 http://www.bloomberg.com/news/2011-12-15/wall-street-traders-co
Duke Buchan III’s $1 billion hedge fund beat U.S. stocks by 46 percent in
the decade through March, a period that included the steepest equity-market
losses since the 1930s.
Then came the selloff in August when global stocks suffered their worst nine
-day drop since the 2008 financial crisis. For four days, The Dow Jones
Industrial Average (INDU) alternated between gains and losses of more than
400 points, the longest streak ever, a... 阅读全帖 |
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X*****s
发帖数: 2767 | 14 http://www.bloomberg.com/news/2011-12-15/wall-street-traders-co
Duke Buchan III’s $1 billion hedge fund beat U.S. stocks by 46 percent in
the decade through March, a period that included the steepest equity-market
losses since the 1930s.
Then came the selloff in August when global stocks suffered their worst nine
-day drop since the 2008 financial crisis. For four days, The Dow Jones
Industrial Average (INDU) alternated between gains and losses of more than
400 points, the longest streak ever, a... 阅读全帖 |
|
w******s
发帖数: 16209 | 15 NEW YORK—Despite disappointment in the stock market over Apple Inc.'s
quarterly earnings, options traders were putting on bets Tuesday that the
stock might climb over $320 as soon as Friday.
Apple reported Monday afternoon that its fiscal fourth-quarter profit surged
70%, but its stock fell 2.7% to $309.49 Tuesday as the company's gross
margin and iPad sales numbers failed to meet analyst expectations.
Nevertheless, options traders bought an elevated number of October $320
calls Tuesday priced a... 阅读全帖 |
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j****u
发帖数: 44 | 16 看到有很多人在做daytrading或是short term trading, 所以觉得写写自己的，或许对
大家有点用。
第一，相对强弱
我相信一句话：强者越强，弱者越弱！股票市场同样遵循这个道理。这个也是我一进公
司后学到的第一课：相对强弱，买比市场强的股票，卖空比市场弱的股票，在大趋势涨
的情况下，买入多于卖空，在大趋势跌的情况下，卖空多于买入。
其实我觉得这也就是professional和非professional之间的区别：非professional喜欢
买跌得多的股票，越跌越买， professional正好相反。（当然，招无定式，我的
trainer就是一个专买这种暴跌的股票的主，当然，我会把他的策略也写写。）
策略有了，怎么用呢？告诉大家一个最简单的办法，就是比较：怎么比，要做nasdaq多
的话，就把你的股票和nas100指数比。先说daytrading 吧：我喜欢把index future的
图放在股票图的上面，这样一比，你就可以看出来了。当index往下跌的时候，你的股
票不怎么跌，当index breaks low的时候，你的股票却没有，这…就叫强势股。为什么
？... 阅读全帖 |
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y*****d
发帖数: 415 | 17 为什么senior trader扔股市里大部分是亏钱的命？
: 你out了。
: 现在最悲催的就是junior trader。以后被自动化的可能性非常的高。现在好多
buy
: side和sell side都已经有很多virtual trader 和 automated trading system
。以后
: 这些人和邮递员一样要换profession。现在junior trader paid并不高，而且给
layoff
: 掉根本没有办法自己炒股赚钱。
: Senior trader少之又少，而且很多也是没有那个特殊环境根本赚不到钱。
senior
: trader扔在股市里绝大多也是亏钱的命。
: 现在financial公司和以前根本不一样了，sell side给政府管的严严的，根本不
能赚到
: 钱。buy side over saturated,绝大多HF都赚不到多少。一个饼太多人抢了。
|
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r*****t
发帖数: 286 | 18 ☆─────────────────────────────────────☆
niubee (清华恐龙) 于 (Fri May 4 00:36:39 2007) 提到:
trader面试什么的也没什么大不了的，咱也不是不能做。
一提到quant，中国人都唾沫星子四溅的说要做fixed income, front office, desk
quant等等等等一系列的桌子椅子办公室，说这样更靠近trading，以后好转trader
脑袋进水还是书读的太多了，要做trader直接申请，面试就行了么，绕这么一个大弯子
累不累？老美trader什么背景的都有，还真没见过谁是从quant转过来的。
downtown broadway上有个职业学校，上点夜校学学trading，拿个certificate，做
trader容易的很！
☆─────────────────────────────────────☆
cdm (cdm) 于 (Fri May 4 01:07:25 2007) 提到:
其实不奇怪，你看看美国人做software engineer, 都是好好的做，做的 |
|
f*******y
发帖数: 988 | 19 说对了，类似的机构除了rentec以外还有aqr，hcm等等，都是靠计算机的，每天的进出
很频繁，以至于不少人认为这些机构已经事实上变为market making了
很多的quant做model的时候都是和trader一起讨论的，不要把trader都想成高中退学生
或者NFL没选上的老黑，trader对market是有很多经验和看法的，quant量化建模和测试
之后就写成软件给trader用，trader给点feedback，基本上都是这么个过程
还有些quant就直接变成trader了，那就没啥问题了，自己领导一个小组自己做 |
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s*****G
发帖数: 1535 | 20 公司陆陆续续走了来了几个trader,有1个在大bank做过，每天穿着整齐，而且早晨7点
半来公司，晚上6点走。还有几个以前在floor的trader,就自由多了，早晨一般9点来，下午3点走。
。
再聊了聊，感觉HF trader的稳定性真差。。同时也感叹下energy市场真无聊，就trade
几个月的futures，还是day trading... 真没意思。。。
还有，觉得目前见过的十来个到公司来的trader都很土。。不知道是不是我有心理阴影。。不过人都挺
nice的，问啥答啥，没架子。。问过公司的option trader，他做的挺好的，高中毕业就在floor当
clerk(我理解就是trading assistant)，后来补上了个破大学，问他咋不去大投行，他说他也不知
道。。。。。
敬请大家狠狠的拍我。。 |
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D********n
发帖数: 978 | 21 By JACOB BUNGE
For once, it isn't the high-frequency traders taking the blame for a wild
market ride.
Germany's main exchange operator has found that a miniature "flash crash" in
late August—in which stock-index futures dived 4% before recovering in a
matter of minutes—was simply the result of a barrage of selling by
financial institutions, and not the handiwork of superfast computerized
traders.
So-called high-frequency trading firms drew suspicions following the
gyration, but an internal repor... 阅读全帖 |
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a****g
发帖数: 8131 | 22 (Reuters) - Some traders are manipulating U.S. stocks that are worth less
than $1 by taking both sides of trades in order to earn big rebates,
according to an official at Knight Capital Group Inc (KCG.N).
Knight, a top U.S. market maker for individual investors, and the other four
largest market makers discussed this problem with federal securities
regulators on Thursday, Jamil Nazarali, Knight's global head of electronic
trading, told reporters on Friday.
"It happens for hundreds of millions of... 阅读全帖 |
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c**********y
发帖数: 24 | 23 【 以下文字转载自 Quant 讨论区 】
发信人: citicsequity (citicsequity), 信区: Quant
标 题: Job Opening: Quant Developer / Trader (转载)
发信站: BBS 未名空间站 (Wed Apr 20 23:18:32 2011, 美东)
发信人: citicsequity (citicsequity), 信区: JobMarket
标 题: Job Opening: Quant Developer / Trader (转载)
发信站: BBS 未名空间站 (Fri Apr 8 03:35:37 2011, 美东)
发信人: citicsequity (citicsequity), 信区: Quant
标 题: Job Opening: Quant Developer / Trader
发信站: BBS 未名空间站 (Fri Apr 8 03:34:18 2011, 美东)
Quantitative Developer / Trader - Equities - Beijing, China - ... 阅读全帖 |
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W***n
发帖数: 11530 | 24 Norway Wealth Fund Outsmarts Flash Boys as Algorithms Abandoned
By Saleha Mohsin Nov 16, 2014 5:01 PM CT
Source: Norges Bank Investment Management via Bloomberg
Oeyvind Schanke, Chief Investment Officer of Norges Bank Investment
Management.
Oeyvind Schanke, head of asset strategies at Norway’s $860 billion
sovereign wealth fund, has worked out how to dodge traders in the U.S.
trying to profit on his orders by leaving no pattern for them to track.
Investors who want to pre-empt trades by the worl... 阅读全帖 |
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b****y
发帖数: 480 | 25 “Self-control is so important. You have to conserve your assets. That’s
what insulates you from the downturns and gives you the ammunition to make
money.” This is a classic rule for traders, you need to be able to survive
the learning years in order to stay in this game for the long haul, you do
that by taking small losses so you can live to fight another day. You need
to protect your capital and emotional capital in choppy downtrending markets
in order to take advantage of the healthy markets... 阅读全帖 |
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W***n
发帖数: 11530 | 26 Trader calls off appeal for help with $106,445.56 E-Trade debt
MarketWatch
By Victor Reklaitis 14 hours ago
‘I will not be shorting low float stocks ever again’
Joe Campbell, the trader who asked for help with a $106,000 debt due to a
short bet that went wrong, has stopped requesting money on his GoFundMe page.
Campbell has ended his campaign on the fund-raising website after getting $5
,310 in donations.
“I’m taking the GoFundMe posting off, over $5,000 is unbelievable and will
go a long way to... 阅读全帖 |
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l***o
发帖数: 5337 | 27 一篇旧paper：
https://faculty.haas.berkeley.edu/odean/papers/Day%20Traders/Day%20Trading%
20and%20Learning%20110217.pdf
分析了1992-2006年台湾股市的数据，去分析day trader是否符合理性学习模型的假设
。我给懒得看正文的同学列出几点有意思的地方：
1. 40%的day trader在两年内放弃。三年后只有13%在坚持，五年后7%。赚钱的更容易
坚持下来，但即使在坚持下来的人当中，大多数也是loser。
2. 只有1.6%的day trader盈利，就是说，98.4%的赔钱。
3. 平均每个day trader（在day trading part）每天损失9.9个基点（0.099%），如果
算上手续费，24.9个基点。
4. 为什么赔钱还要day trade呢？paper作者提出了几个可能的解释，其中有些还好，
比如为了赌博娱乐，为了炫耀（当上股版大牛？），有的我看来就是在转弯攻击day
trader的理性，比如他们的偏好与众不同（risk seeking），过高... 阅读全帖 |
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y********n
发帖数: 4452 | 28 你out了。
现在最悲催的就是junior trader。以后被自动化的可能性非常的高。现在好多buy
side和sell side都已经有很多virtual trader 和 automated trading system。以后
这些人和邮递员一样要换profession。现在junior trader paid并不高，而且给layoff
掉根本没有办法自己炒股赚钱。
Senior trader少之又少，而且很多也是没有那个特殊环境根本赚不到钱。senior
trader扔在股市里绝大多也是亏钱的命。
现在financial公司和以前根本不一样了，sell side给政府管的严严的，根本不能赚到
钱。buy side over saturated,绝大多HF都赚不到多少。一个饼太多人抢了。 |
|
s**********a
发帖数: 3273 | 29 Trader 有很多种。在交易厅里的哪些是 floor trader。那些人是交易执行人员没
错，可是一点也不低级，薪水高得吓人。Trader 还分 buy side 和 sell side 的。
你所想象的trader 是 buy side 的，大部分都在 hedge funds 里面，投行里的不
多了。还有很多 trader 实际上是 market maker。 |
|
c**********2
发帖数: 129 | 30 因为这类的公司纯粹就是trader公司,他们弄了一些设备和软件,然后有些钱,开始炒股
票.不是fund也不是bank,这种得公司基本上你干下去是没有前途可言的,我的忠告是你
不要去做这个trader.
这不同于ib里面的trader,这个是阿狗阿猫都可以去做的trader.这种公司对于新人的学
历没有任何要求,所以你千辛万苦读出来的高等学历,在这里和highschool的人一起6个
月没有工资...
你不会被trader这个名词给忽悠傻了吧 |
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w********0
发帖数: 1211 | 31 不是trader的职位，是risk manangement。因为工作中会经常和trader打交道，所以被
安排见几个trader。他们一般会问什么样的问题？很多技术问题吗？
这里做desk quant的应该和trader打很多交道吧，有没有这方面的面试经验提供一下，谢谢。 |
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l***m
发帖数: 920 | 32 false. algo trader do trade with automated program, but they don't
necessarily make markets. in most cases, the terms quant trader, algo trader
, systematic trader etc. are interchangeable.
algorithmic trader do |
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m*********r
发帖数: 52 | 33 知到版上的牛人其实很多，所以想问问大家对trader和quant的看法。
好像MFE出来基本都去做quant了，而trader好像对背景没什么特别要求，去了一家知名
的prop trading公司面试，感觉什么人都有。
有几个问题想请教一下大家：
1) 是不是quant的工作主要就是建立模型，然后有的quant可能会根据模型交易？而
trader一般是根据自己的市场经验和感觉交易的，所以不需要什么背景？
2) 是不是quant工作性质比较稳定？trader你要是1年半以上还不能profit那基本就要
离开了 而且quit以后的出路挺窄的，风险很大
3) 所以trader更需要天分和感觉，而quant需要的是数理和编程能力？
4) 所以MFE的价值其实是在数理和编程？
非常感谢大家的回答和讨论，如果有什么大家认为更值得关注的区别，也希望大家讨论
讨论~ |
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a**i
发帖数: 608 | 34 【 以下文字转载自 Stock 讨论区 】
发信人: audi (yiybf), 信区: Stock
标 题: WallStreet Equities Traders Worst Year since 2006
发信站: BBS 未名空间站 (Tue Oct 2 15:53:57 2012, 美东)
市场急需 CRASH 一把来提高点人气，
否则很多机构和短线 trader 包括 day trader 都要死掉了。
Wall Street Equities Traders Face Worst Year Since 2006
By Michael J. Moore | Bloomberg
Wall Street banks' equities-trading units aren't getting much relief from
the strongest stock rally since 2009, as sinking volume and already thin
margins threaten to make their annual performance the... 阅读全帖 |
|
R********n
发帖数: 519 | 35 quant trader（尤其偏高频的）要求的skill set和一般的trader，or mm trader很不
一样
如果你现在是mm trader，然后面assistant trader，why？ |
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M*****8
发帖数: 17722 | 36 【 以下文字转载自 Quant 讨论区 】
发信人: JunkFood (忧伤的老板), 信区: Quant
标 题: Ex-SocGen Trader Found Guilty of Stealing Secrets
发信站: BBS 未名空间站 (Fri Nov 19 14:51:54 2010, 美东)
Ex-SocGen Trader Found Guilty of Stealing Secrets (Update1)
(Updates with sentencing date in second paragraph.)
By Patricia Hurtado and Bob Van Voris
Nov. 19 (Bloomberg) -- Former Societe Generale SA trader
Samarth Agrawal was found guilty of stealing trade secrets
related to the bank’s high-speed computer trading software.
A... 阅读全帖 |
|
g**1
发帖数: 10330 | 37 http://dealbook.nytimes.com/2014/01/14/ex-sac-capital-trader-fo
Ex-SAC Capital Trader Found His Way to Stanford After Harvard Expulsion
BY MATTHEW GOLDSTEIN
Stanford University confirmed that Mathew Martoma, a former trader at SAC
Capital, enrolled at the university in 2001.
Paul Sakuma/Associated Press
Stanford University confirmed that Mathew Martoma, a former trader at SAC
Capital, enrolled at the university in 2001.
It has been a bit of a mystery figuring out how Mathew Martoma, who is on
tr... 阅读全帖 |
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c**********y
发帖数: 24 | 38 【 以下文字转载自 Quant 讨论区 】
发信人: citicsequity (citicsequity), 信区: Quant
标 题: Option Trader Position in Beijing
关键字: Option trader
发信站: BBS 未名空间站 (Tue Aug 20 04:26:41 2013, 美东)
CITIC Securities, a leading securities house in China, is looking for
experienced option traders to prepare listed option market making and
develop OTC option business in China.
Job Title: Stock Option Trader
Department: Equity Derivatives
Job Grade : VP-SVP
Status : Permanent
Location : Beijing
... 阅读全帖 |
|
a********k
发帖数: 2 | 39 Job Position Quantitative Trader
Position Quantitative Analyst/Trader
Location China-Shanghai
Remuneration Competitive base salary + bonus
Position Type Permanent
Employment Type Full time
Responsibilities
l Involved in the research on optimal trading and execution strategy design
for Quantitative Relative Value (QRV) and Statistical Arbitrage(SA) trading
desks.
l Involved in the research on analyzing market microstructure and modeling
trans... 阅读全帖 |
|
c**********y
发帖数: 24 | 40 【 以下文字转载自 Quant 讨论区 】
发信人: citicsequity (citicsequity), 信区: Quant
标 题: Option Trader Position in Beijing
关键字: Option trader
发信站: BBS 未名空间站 (Tue Aug 20 04:26:41 2013, 美东)
CITIC Securities, a leading securities house in China, is looking for
experienced option traders to prepare listed option market making and
develop OTC option business in China.
Job Title: Stock Option Trader
Department: Equity Derivatives
Job Grade : VP-SVP
Status : Permanent
Location : Beijing
... 阅读全帖 |
|
a********k
发帖数: 2 | 41 Job Position Quantitative Trader
Position Quantitative Analyst/Trader
Location China-Shanghai
Remuneration Competitive base salary + bonus
Position Type Permanent
Employment Type Full time
Responsibilities
l Involved in the research on optimal trading and execution strategy design
for Quantitative Relative Value (QRV) and Statistical Arbitrage(SA) trading
desks.
l Involved in the research on analyzing market microstructure and modeling
trans... 阅读全帖 |
|
M*****8
发帖数: 17722 | 42 【 以下文字转载自 Quant 讨论区 】
发信人: JunkFood (忧伤的老板), 信区: Quant
标 题: Ex-SocGen Trader Found Guilty of Stealing Secrets
发信站: BBS 未名空间站 (Fri Nov 19 14:51:54 2010, 美东)
Ex-SocGen Trader Found Guilty of Stealing Secrets (Update1)
(Updates with sentencing date in second paragraph.)
By Patricia Hurtado and Bob Van Voris
Nov. 19 (Bloomberg) -- Former Societe Generale SA trader
Samarth Agrawal was found guilty of stealing trade secrets
related to the bank’s high-speed computer trading software.
A... 阅读全帖 |
|
l**********o
发帖数: 9952 | 43 终于准备报税了，昨天算了一下2010的capital gain，居然比我估计的多几万，这可糟
糕了，不仅要补税，可能还会罚款吧。
我记得版上有人提过pattern day trader可以省税，怎么定义这个pattern day trader
呢？是自己说自己是就可以了么?我的几个brokage account倒是没有说我是pattern
day trader的。。。ameritrade 警告过我几次，但我最终还是没达到这个标准，所以
账户上好像没有显示我是pattern day trader之类的信息。
我可以自己说自己是，然后deduct business expense么？还是得自己注册个什么公司
啥的？还是非得brokage account说我是?
多谢！ |
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a**i
发帖数: 608 | 44 市场急需 CRASH 一把来提高点人气，
否则很多机构和短线 trader 包括 day trader 都要死掉了。
Wall Street Equities Traders Face Worst Year Since 2006
By Michael J. Moore | Bloomberg
Wall Street banks' equities-trading units aren't getting much relief from
the strongest stock rally since 2009, as sinking volume and already thin
margins threaten to make their annual performance the worst in six years.
Third-quarter equities-trading revenue probably fell 14 percent from the
same period in 2011, the fifth straight drop of more than 8... 阅读全帖 |
|
l*****e
发帖数: 3343 | 45 V. Conclusion
We test predictions of models of learning by rational traders and find clear
evidence that the decision to continue or increase day trading is influenced
by previous
day trading returns. Nevertheless, rational models of learning do not
explain all or even
most day trading. The most experienced day traders lose money and over half
of all day
trading can be traced to traders with a history of losses. Persistent
trading in the face of
losses is inconsistent with models of rational lea... 阅读全帖 |
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d********t
发帖数: 24 | 46 40K typical. trading firms hire a lot of cheap traders, then suck blood out
of those traders. 90% traders will be gone in 1 or 2 years. 10% survived
then may be able to make some good money for themselves. legends are coming
from 0.01% of those traders. and, someday, legend becomes myth. |
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x******i
发帖数: 14369 | 47 呵呵，版上安静的那几天就像活死人墓，现在又回来了。
～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～～
FRESH&EASY 和TRADER JOE’S 这两家超市风格差不多，不知道大家比较喜欢哪一个呢？
今天借出去办事的空档又去超市晃了晃，很高兴FRESH&EASY在ROSEMEAD也开了一家，开
得离我家越来越近了。和TRADER JOE’S 相比，FRESH&EASY 显得很简单清爽，就像一
个小女孩的房间，什么东西都收得整整齐齐的，虽然玲琅满目，但是一目了然，很容易
辨识。TRADER呢，就像个老妈妈的厨房，放的都是密密麻麻的陈年好货，看得人是应接
不暇，似乎每一样东西都想去尝一尝。所以，去TRADER JOE'S是很花时间的，挑来选去
。而FRESH&EASY就很简单，一进门就知道自己要买什么了。
喜欢FRESH@EASY还有个原因就是，自己SCAN货物，自己打包，很方便。当然这也是商家
聪明的省员工的方法，前前后后收银台就一个女孩在那里招呼大家，教不会弄的人如何
如何，很是亲切的样子。
发现一个很好吃的爆米花，一点点甜而已，很爽口。
那99C 一包... 阅读全帖 |
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s*********5
发帖数: 5637 | 48 原帖和图见：
http://mp.weixin.qq.com/mp/appmsg/show?__biz=MjM5NDc0NDI4NQ==&a
Trade Joe's和Whole Food相比，价格相对便宜很多，但是质量绝对不差！因此高性价
比赢得消费者的青睐。下面就和大家分享下比较受欢迎的一些产品，小本本准备好噢！
迷你牛角面包 Mini Croissant Ready to bake
这款牛角面包一盒有八个。如果第二天想用它做早饭，只要前一天晚上取出来解冻，早
晨直接扔进烤箱就可以了。等你洗漱完毕，新鲜的小牛角面包就烤好了！还有什么比一
大清早就能吃到新鲜出炉的牛津面包更幸福的事情呢？除了迷你牛角包，他家还有巧克
力牛角面包的半成品。也非常不错！
糯米糍冰淇淋 Mochi ice cream
日式的糯米糍冰淇淋，里面是香甜的冰淇淋，外面的弹牙的糯米衣。一共四种口味，抹
茶，草莓，芒果和巧克力！每一种都深得我心。
面包鳕鱼条 light breaded cod sticks
晚餐不知道做什么的时候，我就烤一盒鳕鱼条。只需要扔进烤箱，到时间取出就可以了
，毫无压力。鳕鱼很嫩，外面的面包... 阅读全帖 |
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M*****8
发帖数: 17722 | 49 【 以下文字转载自 Quant 讨论区 】
发信人: JunkFood (忧伤的老板), 信区: Quant
标 题: Ex-SocGen Trader Found Guilty of Stealing Secrets
发信站: BBS 未名空间站 (Fri Nov 19 14:51:54 2010, 美东)
Ex-SocGen Trader Found Guilty of Stealing Secrets (Update1)
(Updates with sentencing date in second paragraph.)
By Patricia Hurtado and Bob Van Voris
Nov. 19 (Bloomberg) -- Former Societe Generale SA trader
Samarth Agrawal was found guilty of stealing trade secrets
related to the bank’s high-speed computer trading software.
A... 阅读全帖 |
|
h*******7
发帖数: 1481 | 50 招Trader的Bank和Hedge Fund，一般要求Live Trading 的PL，Sharp Ratio 达到什么
Level？
1。Discretionary Trading 和 Model-Driven Trading Strategy，分别要求怎么样？
2。Equity， Commodity， Fixed Income， FX，分别要求怎么样？
3。一般Trader 可以拿多少Profit的提成？
我这里指的是有Base Salary （10几万美元）的Trader，不是那种Trading Company里
的Trader。 |
|
