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I don't normally like to post positions on the list, but I am having a hard
time finding a person with this background for a client of mine. Does
anyone know someone who may fit this profile or be interested in the
position?
Quantitative Analyst for a proprietary option trading firm in Chicago.
Small firm, about 20 people. Looking for a Quant. Analyst with trading
background to model their inter-month volatility relationships.
Responsibilities include generating a volatility surface through inter-month
volatility spreads, conversion reversals and risk arbs. and developing
trading strategies to take advantage of mis-pricings across the surface.
Experience is as important to education.
Salary is in the six figures and will commensurate with experience.
Any help would be appreciated.
Regards,
Rick Wiltgen
Chicago Financial Search, Inc.
200 South Wacker Drive
Suite 3100
Chicago, IL 60606
312-207-0400
626-604-3217 efax
www.chicagofinancial.com
----- Original Message -----
From: "Bill M" <verobill@xxxxxxxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>; "David Colin"
<david_colin@xxxxxxx>
Sent: Thursday, May 08, 2003 7:15 AM
Subject: Re: Correct modeling - simple or complex?
>
>
> > I would be curious to hear from the successful traders on the list
whether
> > the profitable mechanical systems they use to trade the markets are
mostly
> > simple or mostly complex? By complex I don't mean how much code it
takes
> to
> > express an idea. I mean *conceptually*, is it simple or complex?
>
> I don't know if you looked at this Turtle Trading link that was posted
here
> last month:
>
> http://www.originalturtles.org/docs/turtlerules.pdf
>
> It's a mix, I'd say, of straight-forward entry and exit rules with
somewhat
> more complex money management - how to determine number of contracts to
put
> on.
>
> My own best entry is on a pullback in a trend: weekly charts looking for
> small bites of 1% to 3% each time. Time and again in the same trends.
> Simple concept but the patterns I enter on would probably be considered
> complex.
>
> Bill M
> Vero Beach FL
>
>
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