similar to: Hedge Fund Job Opening

Hi everyone I am trying to estimate the optimal hedge variance ratio for cross hedging two commodities. the price levels are used (compared to price change and % price change) and used the OLS with dummy variable for estimating the co-efficients. the equation looks like this Y = B + B1*D1 + B2*X + B3*(X*D1) Where Y = Daily Cash market price D1 = Dummy variable taking value 1 for period Oct-Mar

A quantitative hedge fund within Lazard Asset Management in New York City is looking for a talented programmer/statistician to join a small team of researchers and portfolio managers. The job would intersect the fields of finance, applied statistics and computer science. The position involves applying intelligent design and development of r programs to accelerate the speed of research. The

Dear list subscribers, this is posted in appreciation of the level of skill that subscribers to this mailing list enjoy and in no way to abuse it. We are looking to hire a Research Developer with extensive R and/or python development skills. If interested (below), please contact me directly on osklyar at ahl.com: Man Group / AHL Research Developer [3040] Man is a world-leading alternative

Hi all i have two data sets, spot and futures cash market prices. to estimate the minimum variance hedge ratio, i first had a glance on the correlation coefficient of relative price change (ln(St / St-1). surprizingly the value is just 0.2 compared to actual price correlation of 0.9. (i did regress the spot change on future change, co-effi is 0.3, and R2 is only 0.025 a) in such scenario can

the following returns an error in an 'exists' call on my machine MyEnv <- new.env() setClass("Numeric", "numeric", where=MyEnv) franklin parlamis > version _ platform powerpc-apple-darwin8.7.0 arch powerpc os darwin8.7.0 system powerpc, darwin8.7.0 status beta major 2 minor 4.0 year

Bunch of weird stuff after a power failure here this morning. One of my virtual servers, managed through puppet, seems to not be talking to the master any more. And I can''t get it to reconnect. I did puppetca --clean on the master, cleaned off certs on the client, started puppetd manually on the client, and got this: sh-3.2# rm -rf /var/lib/puppet/ssl/ sh-3.2# puppetd --server

I am trying to learn how to format Ascii data files for scan or read into R. Precisely for a quickie project, I found some code (at end of this email) to do exactly what I need: To cluster and graph a dendrogram from package (stats). I am stuck on how to format a text file to run the script. I looked at the dataset USArrests (which would be replaced by my data and labels) using UltraEdit. That

I was using yum to update packages a few nights ago on one of my servers. The update of rpm packages appeared to die. Since then, commands like 'yum check-update' will consume the system. This is a dual-core Pentium-D, with X64 (and I'm running 64 bit). One CPU pegs at 100% running yum, but whatever it's doing on disk really is the bigger issue. It so consumes the disk

After cleaning up the issues with yum consuming the machine by allocating memory until it croaked (versioning issue with sqlite), and with the machine now stable and fully updated, I happened to notice this message at the start of yum runs: # yum check-update Warning, could not load sqlite, falling back to pickle Is this expected, or indication of a further problem? --

I installed 4.4 on a machine that's got two RAID volumes, one of which is a bit over 2.1 terabytes. The installer had no problem. However, fsck does. Commenting out the volume in /etc/fstab, the machine will boot. The machine will mount the volume and use it. Everything seems fine except fsck, which seems, well, fscked. When trying to run fsck, it says: # fsck /dev/sdb1 fsck 1.35

Every time I touch something, pieces fall off! It's a good thing this stuff isn't in production yet (for me I mean). So I had an LVS, configured with Piranha, directing http test transactions across two servers. I used Piranha to add another realserver. It appeared in the lvs.cf file, but didn't appear in the ipvsadm output. So I stopped and restarted Pulse. And now *none* of the

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 Yesterday I sent a patch (http://paste.ubuntu-nl.org/24252/) against the latest compiz ubuntu gutsy source package to Amaranth, to make compiz compile (and package, of course) the gtk-window-decorator in two ways: 1) as gtk-window-decorator (= compiz-gtk package) using these configuration parameters: --disable-gnome \

Hello. This question concerns the Methods package. I have created a new class and am trying to set a method for it for S4 group generic "Summary". I have run into some signature problems. An example: > setClass("track", representation(x="numeric", y="character")) [1] "track" > setGeneric("max", group="Summary")

I have observed the following behavior, wondering if it is a bug before I submit a report. I am using the plot function with call: plot(X, Y, col="red", . . . ) where X is an object that inherits from classes 'dates' and 'times' (created with the 'dates' function from package 'chron') and y is a numeric vector. The color red is applied to the

Hello all: Why arbitrage rarely works. Peter Dalgaard's "Introductory Statistics with R" sells on AMAZON U.S. website at USD 44.95 and on AMAZON U.K at GBP 21.00. At the current exchange rate, the U.K. price translates to USD 32.68, a 27% savings BUT for delivery: the U.S. AMAZON promises 6-10 days whereas in the U.K. 4-6 weeks is promised. At Springer http://www.springer.de the

i think these two code snippets exhibit a bug. they are identical but for the inclusion of an initial line in snippet [2] [1] setMethod("Math", signature(x = "numeric"), function(x) "Works") getGeneric("sqrt")(4) [2] getGeneric("sqrt")(4) setMethod("Math", signature(x = "numeric"), function(x) "Works")

I am having some trouble creating a hierarchy of virtual classes (akin to the class structure in the 'Matrix' package). I think they arise from my not understanding the best way to specify virtual subclasses of a virtual class. please see questions below code. setClass("mom") setClass("kid1", representation("mom", "VIRTUAL"))

please see the code below. foo2 fails to dispatch correctly, but foo does fine. i have tried 'cacheMetaData(1)' and a number of different variants of 'cacheGenericsMetaData', on the possibility there is a caching issue. but i still can't sort it out. also one general question: does it really matter what's in the body of the function definition in a

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i am working on the project to analyze hedge fund performance, i would appreciate that if you guys could spare some time helping me out with the R code. Thanks. The senario is: i applied BOXPLOT() to plot the performance of all hedge funds with 7 strategies. And right now in this boxplot I need to plot the points of 30 individual hedge funds from my portfolio. And I applied POINTS() and