Recent content by neil.thompson

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    Power from a Fourier transform

    Good point - my language was imprecise. What I meant was peak power, or peak amplitude -- I guess what I'm asking is: if I have a frequency resolution on the FFT such that all of the signal should be confined to a signal frequency bin (e.g., each bin spans is 2kHz, my input signal is a single...
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    Power from a Fourier transform

    So I have been away from education for a little while now and I'm going through some refresher stuff - in particular I have been playing around with FFTs. If i take (with MATLAB notation): time = 0:0.01:10 y = fft(sin(2*pi*f*time)) with f = 5 then the maximum amplitude of the fft output is...
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    Hypergeometric Probability Testing: Simple Question

    Hi everyone. So I'm afraid I don't really know much about statistics, but I am trying to learn by working through a book, and taking some examples (I have mathematics experience, but from a biological perspective). Just now, I am looking at the hypergeometric probability...
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    What Are Borel Spaces and Sigma Algebras in Stochastic Calculus for Finance?

    Hi there, Iforgot. I do not want to hijack your thread but I am curious to know how you are finding those textbooks? My expertise is in graph theory - when I began considering jobs in finance I had thought this would serve me well, now I don't really think so. Graph theory is math, but it...
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    How Strict Are Finance Job Requirements for Physics PhD Holders?

    twofish-quant, what an excellent duo of replies - thank you very much. That you spend so much time sharing your experience for nothing in return is a real credit to what you must be like as a person. I am sure you could hold down your own website with the kind of insight and advice you provide...
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    How Strict Are Finance Job Requirements for Physics PhD Holders?

    Thank you for you reply. I am familiar with that website, but I'm entirely sure about the positions that I should reasonably apply for. Most of them are clear with requirements - but I'm not sure to which extent these are 'minimum requirements'. I will just have to apply and see if I hear back...
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    Career: Trader vs. Quant - Pros and Cons for Physics Graduates

    If you are passionate about physics, you should look at PhDs anyway - in case there is something that sounds magical to you. I am mid-way through my PhD in the UK just now - well, another year or so to go - and I am considering a job in finance afterwards. I have thoroughly enjoyed my time in...
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    Career: Trader vs. Quant - Pros and Cons for Physics Graduates

    This is intruiging and seems to me like very good news. I have worked for large companies before, and I have often been left feeling frustrated that managers and above don't understand the work that I have been doing. It makes things like career progression difficult to discuss, and left me...
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    How Strict Are Finance Job Requirements for Physics PhD Holders?

    Hi there. Sorry for the lengthy thread! Please persevere :smile: I have seen that there are many of these threads - so apologies for the bits that overlap. I have tried to keep this as 'original' as possible - but with all of the help I have had so far from browsing this forum I couldn't...
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