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Message started by Lampert on 09/22/11 at 10:20:02

Title: Introduction
Post by Lampert on 09/22/11 at 10:20:02

Hello,

My name is Erez, I have been developing algorithm for signal processing in Radars & communication systems for the past 10 years.

Currently, I am in the middle of my MBA and was introdcued to the interesting world of Quants.

I have been using my knowledge of practical estimation theory to do some development based on modified black-scholes model with very good results.

I am looking to get more practical knowhow in the industry


Title: Re: Introduction
Post by Algo Designer on 09/23/11 at 13:37:21

Thanks you for joining the forum, Erez!

What do you think of the interesting world of Quants?

Title: Re: Introduction
Post by Lampert on 09/27/11 at 10:44:27

Thanks,

:)

I actually enjoy the fact there is a clear corelation between a good model and money making.

However, it seems strange to me, that modern estimation theory is not really used in practice here

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