Quantly: News for quants

http://quant.ly/

by kefeizhou • 15 years ago

148 27 15 years ago

quant.ly

lhnz• 15 years ago

That didn't last very long. 12 points and now there's a proxy error...

alexholehouse• 15 years ago

Indeed

ghotli• 15 years ago

Quants can't scale, scalers can't quant. ;)

veyron4• 15 years ago

It's been down the past few hours. They've been HN'd (or YC'd or w/e analogue to /. )

stevenj2• 15 years ago

There's also Hacker News for business news: http://forlue.com

btcoal• 15 years ago

Just from glancing at the first page, there does not seem to be a diveristy of sources there.

stevenj2• 15 years ago

It's getting better.

Though, I'd love it if more people made submissions.

orenmazor4• 15 years ago

I feel as though thanks to Veyron's blog, many of us have added this to our daily routines.

yes I ordered trading and exchanges on amazon :)

s1rech2• 15 years ago

which blog are you refering to? I don't seem to find anything by Veyron on Google

orenmazor4• 15 years ago

veyronb.wordpress.com

dmragone• 15 years ago

Fascinating. Gotta love the HN format.

Any sense of what the Quantly user base looks like? Geographic diversity and all that jazz would be interesting.

traldan• 15 years ago

This is from March 2011, from their last(?) newsletter:

Who Reads Quantly?

Based on our web server logs, here are the top firms accessing Quantly over the past six weeks. The firms are listed in order, most traffic first. I've highlighted some of the more hardcore quant outfits.

Credit Suisse Group, Bank of America, Deutsche Bank, Toronto Dominion Bank, Citadel Investment Group, Cooperfund, JPMorgan Chase, Susquehanna Ireland Ltd, Barclays Capital, Cerebellum Capital, QCAP Management, Putnam Investments, Quantmetrics Ltd, Tradeworx, DRW Trading, Goldman Sachs Group, UBS, Timber Hill LLC, SAC Capital Advisors, GETCO, LLC, Light Box Capital, Morgan Stanley Group, WH Trading, Crabel Capital Management,

Top universities accessing the site:

Massachusetts Institute of Technology, Virginia Polytechnic Institute, Columbia University, Claremont University Consortium, University of California, Los Angeles, Stanford University, University of Hawaii, Imperial College London, University of California at Berkeley, New York University, Santa Clara University, Carnegie Mellon University,

ElliotH• 15 years ago

Does anyone have any suggested reading on learning about this sort of thing? It looks like a fascinating area but I can't figure out where to start.

kefeizhou• 15 years ago

If you're looking for an overarching guide to the finance industry - The Complete Guide to Capital Markets for Quantitative Professionals By Kuznetsov is a good book to start. This book explains the major financial markets, players and products, and what a technical/quantitative person could do there.

dxbydt• 15 years ago

0.http://www.quantnet.com/quantnet-best-selling-books-2010/ ( you must start here )

1. http://finmath.uchicago.edu/new/msfm/prospective/plan_readin... ( i graduated last month from this pgm. if you have 50K$ and 9 months to spare, its not such a bad idea to apply. i believe 50% of graduating class found a quant job with max paycheck 165K & 20-100% sign-on bonus ( hope this isn't classified info :) If you are smart, just read Hull cover to cover and solve all the problems. I'm not so smart :( )

2. GS reading list ( supposedly...I worked for GS for 5 years, didn't see anybody reading these things :)) http://www.quantnet.com/goldman-sachs-reading-list/

3. http://blogs.reuters.com/emanuelderman/ ( runs the columbia MFE pgm. his blog's super-informative ).

4. if you understand very little math, then start here instead of at 0. http://finmath.uchicago.edu/new/msfm/prospective/plan_prepar...

5. my favorite quant books: http://www.amazon.com/Numerical-Methods-Finance-Economics-MA...

http://www.amazon.com/Primer-Mathematics-Financial-Engineeri...

steven leduc primers ( cliff notes linear algebra, GRE subject math ) - quick brushup before interviews

6. personal suggestion - take 6 months to figure out if this is right for you. open a 5k brokerage account. don't buy any stocks, but grow that 5k by pure derivative play ( butterflies, condors, ratio spreads ) in simple equities. that math is invaluable and not so hard. plus, the programming is not too hard either - just simple 2D graphics, a few threads & number crunching will spit out payoff diagrams you can understand.

dfc• 15 years ago

The "you must start here" is nothing but a popularity list. It does not really speak to the quality of the titles. Can you recomend anything specific from the list to start with?

eurohacker• 15 years ago

what are the essential skills that every quant needs to have

SkyMarshal• 15 years ago

http://wilmott.com/

profquail• 15 years ago

Check out QuantNet (http://www.quantnet.com), Wilmott (as SkyMarshal linked below) and Nuclear Phynance (http://www.nuclearphynance.com/). AFAIK, they're the most active forums for quants and usually don't mind answering questions for beginners/students.

vii• 15 years ago

Quants in banks are generally not working high-frequency trading which this website seems to focus on, and which generally requires very limited modelling. Therefore HFT is often the province of IT teams, though quants may have some input. The role of quants tends to involve hedging, calibrating models, and sensitivities -- http://www.risk.net/type/technical-paper

As a rule of thumb: it is quanty iff the word convex is employed. Interestingly, this can be abused by the uninitiated -- "Have you considered the convexity of the underlying?" etc. -- to pretend to a deeper, quantier knowledge than that possessed.

Depending on the asset class there are more specific books but "Options, Futures, and Other Derivatives" by Hull is a good starting point.

veyron4• 15 years ago

Quantly is woefully inactive: http://quant.ly/newest says the latest 3 posts (not counting the 3 that were posted after the HN post) were 1, 7, 18 days ago respectively.

AlfaWolph• 15 years ago

May the grace of nickb be with you.

Quantly: News for quants

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