Y***e
发帖数: 1030 | 1 这个问题要怎么回答呢？是要给几个例子？还是给一个big picture?
还有如果是sellside的ib问，和buyside的答案有区别吗？ ib的s&t问是酒回答“to
make
market”吗？
谢谢！！ | m********0
发帖数: 2717 | 2 Do you trade anything?
With systematic group to be a quant trader, you are expected to
describe your algorithms,
condition to generate long/short signals to be short, portfolio build/update and risk management to be detailed.
if you do high frequency, you should know some basic in execution
such as short fall, VWAP algorithm, iceberging etc.
if you are interviewing a traditional trader, which is less and less
popular, you should also give something unique, well known TA and FA
won't have you any edge.
Either case, ppl expects track record for at least 6months(longer for low
frequency). Decent p&l, low max drawdown,
high risk adjusted return measure.
Sometime it is required to explain well how your strategy works. I would
think this is stupid, what works works in trading.
【在 Y***e 的大作中提到】
: 这个问题要怎么回答呢？是要给几个例子？还是给一个big picture?
: 还有如果是sellside的ib问，和buyside的答案有区别吗？ ib的s&t问是酒回答“to
: make
: market”吗？
: 谢谢！！
| Y***e
发帖数: 1030 | 3 谢谢！ 我没trade过。。就是想知道如果面试中被这样问，该怎么说。。额。。。
update and
risk management to be detailed.
【在 m********0 的大作中提到】
: Do you trade anything?
: With systematic group to be a quant trader, you are expected to
: describe your algorithms,
: condition to generate long/short signals to be short, portfolio build/update and risk management to be detailed.
: if you do high frequency, you should know some basic in execution
: such as short fall, VWAP algorithm, iceberging etc.
: if you are interviewing a traditional trader, which is less and less
: popular, you should also give something unique, well known TA and FA
: won't have you any edge.
: Either case, ppl expects track record for at least 6months(longer for low
| l*****h
发帖数: 35 | 4
我觉得如果不是alg-trading的职位，一般是不会问这个的。。。。 实在不行，就说几
个最常见的
~
【在 Y***e 的大作中提到】
: 谢谢！ 我没trade过。。就是想知道如果面试中被这样问，该怎么说。。额。。。
:
: update and
: risk management to be detailed.
|
|
