similar to: Job: AHL Research Developer, R/python - top hedge fund, Oxford/London UK

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

Hi all. I've been lurking and posting on this list for a few years now. Prior to that, I managed the US Convertible Arbitrage portfolio for Amaranth Advisors. I recently agreed to manage a similar portfolio for a different hedge fund and am looking for someone to join me, essentially as the principal quant for a new San Francisco office. I've been very impressed with the posters on

Stevens Capital Management LP ("SCM") is a registered investment adviser with more than sixty employees that manages a multi-billion dollar hedge fund that has been in business for 20+ years. SCM specializes in the rigorous development and disciplined implementation of empirically based quantitative trading strategies. Our highly productive team works in a fast-paced collegial

Job Description: Stevens Capital Management LP ("SCM") is a registered investment adviser that manages a multi-billion dollar hedge fund that has been in business for 20+ years. SCM specializes in the rigorous development and disciplined implementation of empirically based quantitative trading strategies. Our highly productive team works in a fast-paced collegial environment,

Stevens Capital Management LP ("SCM") is a registered investment adviser that manages a multi-billion dollar hedge fund that has been in business for 20+ years. SCM specializes in the rigorous development and disciplined implementation of empirically based quantitative trading strategies. Our highly productive team works in a fast-paced collegial environment, utilizing extensive data

Hello ~ I'm recruiting for a hedge fund (type) business (based in London, England, UK) that are looking for good C++ programmers with preferably some experience in statistical modeling/programming/analysis. Perhaps you are a statistician, mathematician or physicist (for example) by background but a programmer by experience (or a graduate). You should ideally also have scripting experience

Dear List: Sorry for posting maybe a trivial question, but I have a basic understanding problem. If I have say pack1 and pack2, two R packages, and pack2 depends on and imports pack1 fully (as in the code below), is there a way to make all the functionality of pack1 available for the global and other environments (not only for the functions called from withing pack2) by loading pack2 only? I

Given S4 methods [ and [<-, how do I write the Rd-file usage clause for the latter one? What I have now is: \S4method{[}{TimeSeries,TimeDate,missing}(x, i, j, ..., drop) \S4method{[<-}{TimeSeries,TimeDate,missing,ANY}(x, i, j, ..., value) which results in the following output: ## S4 method for signature 'TimeSeries, TimeDate, missing': x[i, j, ..., drop]

Hi all: we have noticed for quite a while that certain errors cannot be handled by R try, tryCatch etc blocks, but it was fairly difficult to understand what were the conditions for this incorrect behaviour. Finally I stabbed across a very understandable case, which is outlined in the (runnable) example below. The main message is: wrapping an S4 method call in a try block will not help if an

Hi all: since about a month we encountered a problem with R -e command: spaces in the "command" of R -e "command" are no more tolerated. This same issue affects 2.11 patched (05-05-2010), 2.10.1, and current devel (at least the one of two weeks ago). (I skip the mid of the printouts, replaced with ...) * R -e "message('aaa aaa')" ARGUMENT

Dear list: I am looking for a good way to create an S4 class that would extend numeric, but would allow NULL instead of data as well. As far as I can see there is no way at the moment to do that, but please correct me if I am wrong. The best solution I came up with so far was the following (it also indicates a problem of using setClassUnion with numeric as one of the classes): I define a class

Position: Software Developer/Quantitative Analyst - New York - Fixed Income We are searching for a software developer with 3 to 6 years experience in software design and implementation. Qualified candidate should have superior quantitative skills, disciplined programming habits, and extensive knowledge of fixed income products and technology platforms. Candidate will work closely with front

typo as simple as %S instead of %s segfaults R devel: *** R 2.9.0 (svn -r 47821) [/share/research/R-devel/20090203/lib64/R] *** > sprintf("%S%d", "aaa", 1) *** caught segfault *** address 0x8000, cause 'memory not mapped' Traceback: 1: sprintf("%S%d", "aaa", 1) Possible actions: 1: abort (with core dump, if enabled) 2: normal R exit 3: exit

Dear list. Has anybody had any issues with ROracle, namely consistently leading to a segmentation fault? One of our oracle databases seems to have certain issues at the moment (do not know what exactly though) and if that one is queried ROracle definitely fails with a segmentation fault. Any ideas? Here is the trace and below is also a type of query that crashes it: *** caught segfault ***

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

*The Jenner Institute is seeking to appoint an outstanding Bioinformatician to run a Transcriptomics Core Facility at the Jenner Institute and to identify, develop and integrate bioinformatics resources into the research programmes of the institute. You will be based at the Jenner Institute in the Old Road Campus Research Building, Headington, Oxford and working in conjunction with Gilean

Dear all, Perspectum Diagnostics Ltd (Oxford, UK) and the University of Westminster (London, UK) are recruiting a Biostatistician as part of Innovation UK?s Knowledge Transfer Partnership (KTP). The successful candidate will be based at Perspectum?s office in Oxford and be responsible for analysing clinical and liver MRI imaging data from the UK biobank to support product development. The

Dear list. It is a known issue that accessing slots of S4 objects and in particular accessing .Data slots is slow in R. However, what surprises me are two things demonstrated in the code below (runnable with 'inline', my times are in the comments): - copying data out of a large 3x1e7 .Data slot into a matrix can be easily made 3-4 times faster than accessing a .Data slot which I believe

*The Jenner Institute is seeking to appoint an outstanding Bioinformatician to run a Transcriptomics Core Facility at the Jenner Institute and to identify, develop and integrate bioinformatics resources into the research programmes of the institute. You will be based at the Jenner Institute in the Old Road Campus Research Building, Headington, Oxford and working in conjunction with Gilean

Hi all, assume the following problem: a function call takes a function object and a data variable and calls this function with this data on a remote host. It uses serialization to pass both the function and the data via a socket connection to a remote host. The problem is that depending on the way we call the same construct, the function may be serialized to include the data, which was not