breaktime: DE Shaw culture
This link from excite gives a good overview of DEShaw - a prominent hedge fund.Excite-
There are links to other companies as well on the same website.
There are links to other companies as well on the same website.
posted by Quantjock at 2:06 PM
4 Comments:
I agree. I have heard really good things about this firm. Of course, their selectivity (1 in 500) makes them really unique...
I heard Citadel is similar too..
Read pp108-110 of Derman's "My Life as a Quant" for some interesting anecdotes about David Shaw and his founding of D.E. Shaw.
When Derman was working at Bell Labs, he took a bunch of CS courses taught by Columbia profs--including database theory taught by Shaw!
Nice link Shoogu.. I guess i need to sign up at Google to see these pages.
Yes, I suppose you do need to sign up with Google.
Or get a copy of Derman's book! It's def worth reading. He devotes one section of the book to describing the Black-Derman-Toy model, and a later section to the volatility smile...all without a single equation!
Also his anecdotes about working with Fischer Black at Goldman Sachs are very interesting.
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