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lordkebab / How to Get a Quant Job in Finance (Joshi)
Created February 23, 2017 01:59
Taken from FinanceJobs.co before it shutdown
How to Get a Quant Job in Finance
By Mark Joshi, December 2014
First, let’s be clear there are many different sorts of finance jobs that require mathematics to varying levels of ability and with very different characteristics in terms of both day to day work and hiring.
The classic “quant” job involves learning high-level stochastic calculus to develop pricing models for complex derivatives securities using the Black-Scholes model and various extensions of it. These jobs in finance are much scarcer on the ground than they used to be. The modern focus is often more about how to take additional factors such as credit and liquidity into account than about pricing ever more complex securities. For example, CVA desks (credit-valuation adjustment) are tasked with pricing and managing the credit risk that arises from trading derivatives in other asset classes.
Be clear that even such classical quants do not spend their day sitting with a pencil and paper doing mathematics. Most of their work lies in implementing
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lordkebab / bgbjzdg.markdown
Created March 16, 2021 17:45
bGBJzdG
@lordkebab
lordkebab / x.py
Created January 12, 2021 15:36
x.com
import requests
import string
url = 'http://x.com/'
endpoints = string.ascii_lowercase + string.ascii_uppercase
for e in endpoints:
new_url = url + e
r = requests.post(new_url)
print('{}\t{}({})'.format(new_url, r.text, r.status_code))
@lordkebab
lordkebab / index.html
Last active August 29, 2019 18:07
<html>
<div id="chart"></div>
<script>
data = [
{month: 1, lemons: 12, limes: 23},
{month: 2, lemons: 58, limes: 8}
];
var svgWidth = 400;
var svgHeight = 400;
@lordkebab
lordkebab / index.html
Created August 29, 2019 15:42
<!DOCTYPE html>
<meta charset="utf-8">
<div id="chart"></div>
<script>
const url = 'https://gist.githubusercontent.com/mbostock/5429c74d6aba68c52c7b39642c98deed/raw/50a5157a1d920191b0a7f636796ee721047cbb92/us-population-state-age.csv';
const colors = ['#CACF85', '#8CBA80', '#658E9C', '#4D5382', '#514663', '#828C51', '#335145', '#071E22', '#1D7874'];
const svgHeight = 400;
const svgWidth = 1080;
@lordkebab
lordkebab / index.html
Created August 14, 2019 14:51
<!DOCTYPE html>
<meta charset="utf-8">
<body>
<div id="graph"></div>
<script>
var prices = [{'Date': '1993-01-29', 'AdjClose': '27.357281'}, {'Date': '1993-02-01', 'AdjClose': '27.551851'}, {'Date': '1993-02-02', 'AdjClose': '27.610189'}, {'Date': '1993-02-03', 'AdjClose': '27.902090'}, {'Date': '1993-02-04', 'AdjClose': '28.018848'}, {'Date': '1993-02-05', 'AdjClose': '27.999353'}, {'Date': '1993-02-08', 'AdjClose': '27.999353'}, {'Date': '1993-02-09', 'AdjClose': '27.804783'}, {'Date': '1993-02-10', 'AdjClose': '27.843691'}, {'Date': '1993-02-11', 'AdjClose': '27.979933'}, {'Date': '1993-02-12', 'AdjClose': '27.765852'}, {'Date': '1993-02-16', 'AdjClose': '27.065388'}, {'Date': '1993-02-17', 'AdjClose': '27.045967'}, {'Date': '1993-02-18', 'AdjClose': '27.026466'}, {'Date': '1993-02-19', 'AdjClose': '27.123787'}, {'Date': '1993-02-22', 'AdjClose': '27.221056'}, {'Date': '1993-02-23', 'AdjClose': '27.201637'}, {'Date': '1993-02-24', 'AdjClose': '27.551851'}, {'Date': '1993-02-25', 'AdjClo
@lordkebab
lordkebab / keybase.md
Created June 5, 2019 13:34
Keybase proof

Keybase proof

I hereby claim:

  • I am matts80 on github.
  • I am mattselph (https://keybase.io/mattselph) on keybase.
  • I have a public key whose fingerprint is 02C5 E943 F8F6 DF6D 8207 0265 EA43 E31C 6AD5 92B2

To claim this, I am signing this object:

@lordkebab
lordkebab / SPY.csv
Created May 8, 2019 17:33
SPY
We can make this file beautiful and searchable if this error is corrected: No commas found in this CSV file in line 0.
Date Open High Low Close Adj Close Volume
1993-01-29 43.9687 43.9687 43.75 43.9375 27.357281 1003200
1993-02-01 43.9687 44.25 43.9687 44.25 27.551851 480500
1993-02-02 44.2187 44.375 44.125 44.3437 27.610189 201300
1993-02-03 44.4062 44.8437 44.375 44.8125 27.90209 529400
1993-02-04 44.9687 45.0937 44.4687 45 28.018848 531500
1993-02-05 44.9687 45.0625 44.7187 44.9687 27.999353 492100
1993-02-08 44.9687 45.125 44.9062 44.9687 27.999353 596100
1993-02-09 44.8125 44.8125 44.5625 44.6562 27.804783 122100
1993-02-10 44.6562 44.75 44.5312 44.7187 27.843691 379600
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lordkebab / quicksort.go
Created March 8, 2019 18:45
quicksort implementation in go
package main
import "fmt"
func partition(n []int) int {
low := 0
tail := low - 1
high := len(n) - 1
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lordkebab / cidr.py
Created December 29, 2016 18:35
Python script to calculate CIDR values
""" Calculate the subnet mask, its binary representation, number of host and
network bits, and the total number of hosts for a given CIDR address.
Usage: python cidr.py [cidr]
Notes: Pipe the command to jq to pretty print the JSON. Python 2 or 3 compatible.
Examples:
python cidr.py 10.0.0.0/24
python cidr.py 172.0.0.0/16 | jq
"""
from __future__ import print_function