顯示包含「程式交易資訊」標籤的文章。顯示所有文章
顯示包含「程式交易資訊」標籤的文章。顯示所有文章

2007年12月12日星期三

Job x 3

Quantitative Analyst

Our client, an International Brokerage Firm, is urgently seeking a candidate to join their team as a Quantitative Analyst. Job responsibilities of this role include investment research on products and companies, working with dealing technology, liaising with traders/dealers/external clients, and the ability to keep current with current financial markets and investment products.

The ideal candidate would have a strong IT background gained in international Investment Banks or Brokerage firms. You will have 1 -2 years of experience in full life cycle of application development and strong database programing knowledge. Excellent communication skills in English and Cantonese are required. Enthusiasm toward financial markets and genuine interest in the industry is important to be a successful candidate.


Facilitation Trader

In this role, the successful candidate will have the opportunitiy to grow Macquarie’s facilitation capabilities across Asia. You will provide an established client list with regional trading activities and will back-up other facilitation traders in Asia (ex Japan). The role will enable you to interact with the sales trading desks throughout the region and will involve managing Macquarie’s equity risk positions.

To be successful, you will need:


  • tertiary qualfications in a relevant discipline
  • experience in a dealing room environment, preferably in a trading/sales trading capacity
  • a detailed knowledge of risk management in an equities trading environment
  • good people skills with an ability to have strong client focus
  • a high level of drive and commercial acumen, coupled with a willingness to make quick decisions and take responsibility




Quantitative Trader


Responsibilities:



  • Prop / Risk Basket Trading
  • Quantitative Trading
  • Formation of Quantitative Strategies

    Requirements:

  • 2 Year minimum Trading Experience.
  • Equity, Equity Derivatives, Index, Options, Basket.
  • Experience in Pair Trading, Quantitative Trading.
  • University Education, preferably major in Financial Engineering, Mathematics, Engineering etc.
  • Asia trading experience preferred but not a must.

  • 2007年11月27日星期二

    Job: Trading System Developer

    Copy of Hedge Fund - Trading System Developer / Execution Trader

    Excellent opportunity to move from a front office IT role to a Trader.

    -First six months will be spent assisting in the development of the trading platform. -After the first 6 months, individual will start learning how to execute orders – taking orders from a fund manager and executing them with a combination of fixed instructions and discretion. -Develop trading algorithms – after 12-18mths of execution trading, contribution to in-house algorithm development will be required. -Contribution to long term IT strategy of the trading desk -Planning and development of systems to improve operational efficiency -Expect to spend 50% of the time trading and 50% of the time developing trading system to improve the way you trade -Hands on Windows/Linux/Unix, System calls/third party API, multithreading, network programming, relational database programming -Experience in debugging and trouble shooting -Experience in large scale projects in JAVA -Quant experience is a must -Flexible on which programming language to use -Strong academic background -Fluent English with good communication skills; Chinese, Japanese or Korean language skills a plus -(Optional) PERL, C++, shell script, C#, Python, VBScript, VB, MsSQL.

    2007年11月24日星期六

    招聘:Quantitative Investment Strategist

    Striker Capital Management Limited

    Quantitative Investment Strategist
    http://www.jobsdb.com/HK/EN/Job.asp?R=JDB147473299&59668


    Responsibilities:
    The Strategist's primary responsibilities are to review financial literature and data, conduct independent research (mainly in simulation on historical data); and to identify new objective trading ideas. He/She will be expected to formalize algorithms across a spectrum of applications including trading and risk management models. Capital will be allocated to historically proven trading patterns in global markets.

    Requirements:

    • Academic disciplines at the Graduate or PhD level in Mathematics / Statistics, Physical/Biological sciences, Computer Science/Engineering, or similar studies with hard science and research backgrounds;

    • Solid academic record from reputed institutions;

    • Demonstration of analytical ability and numerical precision;

    • Experience in independent research is highly regarded;

    • Finance background is not required;

    • Adeptness in MS Excel is essential and programming ability is a plus.

    2007年10月18日星期四

    【舊聞一則】第三屆Interactive Brokers比賽招職

    第三屆IB大學生自動交易2008奧運會

    Interactive Brokers Collegiate Trading Olympiad

    Interactive Brokers Group, a worldwide leader in market making and broker-dealer services, is pleased to announce our third annual IB Collegiate Trading Olympiad, where students create and implement a real-time program trading application and attempt to generate the largest profit. This unique forum allows the future leaders in technology to compete for potential jobs and up to $100,000 in prize money. Interactive Brokers is sponsoring the Olympiad to highlight the growing need for tech savvy students in the financial industry, and to draw attention to this need in academia generally and particularly among students who are making important career choices...(full article)http://www.interactivebrokers.com/en/general/education/IBTradingOlympiad.php


    簡單講, 參賽者要編寫交易程式做自動買賣, 每人本金1,000,000 為時八星期, 獲利最多
    為冠軍, 獎金100000美元以及有機會入職IB, 非常吸引!!


    之前已經輯錄過上一屆的報導,見於

    http://alpha-lab.blogspot.com/2007/07/interactive-brokers.html


    今年IB再來一次,而且特別指明希望香港地區積極參與, 如果我係學生就好啦...哈哈...

    故然我想贏比賽, 而更想係可以入到國際金融交易機構工作, 雖然我參賽不了,但
    難免想參與其中,如果有香港學生參賽,我非常樂意 give an introductory talk,
    講下獲利原理同埋點樣可以多層面outstanding 於一眾對手中.



    聯絡: "tgwmailbox-contact在香港yahoo電郵"

    2007年8月7日星期二

    推薦:計量技術操盤策略

    計量技術操盤策略的圖像

    個人書評
    作為花旗投資部副總裁,作者在上冊分享了好幾個計量系統交易的根 本見解,由典堂級人物Richard Donchian、Welles Wider等人說起,到討論市場走勢偏好以至策略分散的影響,我 會用「言簡意賅」來形容,值得推荐給所有對「程式交易」感興趣的 朋友,這是一本不可多得的好書。對交易新手而言不覺得是甚麼一會 事,但隨著能力提升,就會發現,許多專業問題原來就在作者三言兩 語間道出了結論,個人來講是「5星級」推介的。



    書籍描述
    深入觀察當今頂尖的技術交易系統,告訴你如何把它們納入你個人的交易系統內。並配合先進科技與歷史資料,讓技術分析者能夠憑藉直覺控制交易結果而迅速認賠,讓獲利持續發展。本書探討目前最常用的一些有效系統,告訴你如何運用計量方法的優點,提升進場與出場的時效與風險管理。 本書主要內容如下: ◆ 如何建構、測試與運用交易系統。 ◆ 介紹最常用的交易系統,並列舉其歷史檢定績效。 ◆ 根據最佳信用擴張程度執行資金管理的方法。   本書準備探討計量交易策略對於市場時效拿捏的能力。計量交易策略結合了技術分析與統計分析,藉以產生買賣訊號。這些訊號來自於價格型態,或來自於市場價格構成的某種指標的複雜讀數。交易策略設定之後,我們利用歷史資料檢定(測試)其績效,藉以確認交易策略是否有效。績效經過檢定之後,我們挑選一些市場實際進行交易。操作分散性的投資組合,可以在特定期望報酬水準下,儘量降低風險。發展觀念,測試歷史績效,然後挑選市場進行交易,這是有效整合交易策略的少數幾種技巧。


    http://www.anobii.com/books/01b989217fe2e6ef70/

    2007年7月11日星期三

    【舊聞一則】Interactive Brokers比賽招職

    Interactive Brokers Runs Annual Olympiad Trading Program to Recruit Technologists for Electronic Trading

    Interactive Brokers Conducted its second annual Olympiad Trading Program to find technology savvy college students who can create a computerized trading program.

    (full article)
    http://www.advancedtrading.com/algorithms/showArticle.jhtml?articleID=198500137

    2007年7月8日星期日

    【舊聞一則】對沖基金斥逾2億元夥學院成立計量金融學院 2007年6月
    http://fif2.e-finet.net/cgi-bin/scb/news/c_newstory.cgi?filecode=304503

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    國際技術分析師協會認可分析師(CFTe),立志成為技術分析一代宗師,著有人氣逾30萬、技術分析網誌──Alpha研究所(http://alpha-lab.blogspot.com/),認為沒有天才這回事,致力點滴耕耘「一萬小時成才法則」,相信「新手看價、老手看量、專業看時」,咀邊經常掛著一句: 「Market Timing」~

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