Archive for the ‘Matlab’ Category
Well, the days of sitting around reading financial blogs in my boxers has finally come to an end 😦 [Too much information?]
I started my new job today. I’ve got mixed emotions about it so far. There are certainly aspects of my old job I’m going to miss. It was a lot more plush, e.g. I had my own office with a view and personal administrative assistant. I got to chat with super smart investors and economists daily. Now, I’m back to cube land (and I couldn’t find a post-it note to save my life). I will certainly miss the exposure I had at my old place, but I’m also optimistic about the new gig. Although I’m more of a pure “quant” now (just as everyone is learning to hate quants!), I’ve already started talking with our economists at the new place. I’m certainly less of an alien from another planet (the way I described being a quant at my old place) and I’m surrounded by other PhDs who are well versed in finance kung fu. It should be interesting.
One of the first technical obstacles I’m facing is that the weapon of choice here is SAS. I’m a big Matlab fan for quick prototyping of models and the unintuitive nature of SAS is a bit daunting at the moment. After about 15 minutes of reading the Little SAS Book, I put in a request for Matlab 🙂
I’ll probably also try to migrate to C#. From what I can tell, learning C# will be a nice investment that I suspect will pay off down the road.