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hedgequant

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  • Gender
    Male
  • Location
    Austin, TX
  • Interests
    Golf, teaching, speech and debate, fantasy football
  • Program
    Finance PhD

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  1. I am looking at apartments in the West University/Rice Village area, but I have a working spouse so we can afford a bit more than the average grad student.
  2. Anyone going to Rice this year? Just accepted finance PhD and will be moving this summer (from Austin)
  3. The OP is a known scammer and is obviously fishing for ways to commit fraud.
  4. Any thoughts would be greatly appreciated. I am applying to both stats and finance programs because my research interests are in areas that span both disciplines, such as Bayesian applications to asset pricing, game theoretic topics in statistics and others. I am also starting a Masters in stats program this fall at Texas A&M University, which I believe is a top-15 stats program. So at a minimum I will have the following classes added by the time I enter a Phd Program: mathematical statistics, multivariate statistics, programming in R, SAS, etc., and Statistical Inference. Please let me know if there are any stats programs that might find this type of profile favorable. I know the finance world pretty well, but I am still trying to uncover statistics programs and faculty that might be a great fit. You can also email me at myopiamovie (at) gmail (dot) com Age: 29 Undergraduate Education: BBA, Finance with Economics minor from top 10 public university/top 10 business school. 4.0 GPA, graduated #1 in my class. Relevant Undergrad Coursework: Statistics, 9 hours upper division Economics (mostly theory-based courses), 8 hours Calculus (don't get me started...this was literally all that I was allowed to take). Graduate Education: partial completion of MSc Financial Economics from the University of London. Graded on a 50/60/70 scale (with 70+ being highest marks/Distinction). Distinction marks in all courses taken. Relevant Graduate Coursework: International Finance (theory), Banking Theory, Microeconomic Theory Additional coursework being completed: Differential Equations (expected A), Linear Algebra (A) Statistical Familiarity: MatLab user for 3+ years, and designed my firm's proprietary statistical software package; currently training the basics of SAS and R Relevant Work Experience: 5 years as Director of Research for a multi-billion dollar asset management firm. Responsibilities included conducting and internally publishing original research in both theoretical and applied finance, from designing models for trading illiquid securities to testing industry-standard pricing models for derivatives pricing, etc. We were not allowed to publish our proprietary research externally, but I did present at a conference in London in 2007, and also lead a portfolio construction seminar at age 24. Letters of Recommendation: The letters themselves are glowing, but from no one of notoriety. I am currently looking to upgrade one of the letters from an Assistant Professor to a grad professor who I will be taking classes from this year. One of my 3 referees is a former colleague (not a supervisor, but someone with whom I collaborated on various research initiatives while working in "industry"). GRE: 570 V, 800 Q, 5.0 W Statement of Purpose/Research Interests: I believe my SOP is strong, and I am custom-tailoring about 50% of it to each individual school. My research interests include: game theory applications to pricing derivatives, volatility, etc.; Bayesian equilibrium responses; status quo bias and volatility; equilibria in asymmetric payoff games with incomplete information; correlation/covariance modeling; union of liquidity, behavior and cross-asset equilibrium pricing (no arbitrage) My SOP focuses on my past industry experience as a proving ground for practical applications and how I have purposefully transitioned to a desire for pure research and publishing. I have augmented my formal mathematical training this year, and have not been in industry since 2008. I have actually worked with people such as Andrew Lo, Paul Wilmott, Aaron Brown and others while pursuing more application-focused research. I know there is a stigma regarding "industry" and that need not be rehashed here, but I have taken 2 years to dedicate myself to this new path, and I believe my dedication will show through in my application.
  5. I'll be there in a Statistics program....anyone else? drop me a line at myopiamovie (at) gmail (dot) com if you want to commiserate with a fellow grad student
  6. Just an update...after emailing me back to keep them informed of any and all progress with other programs, and after some soul-searching with my family, this school became my first choice. When I mentioned that to them, I got a response saying it was "unlikely" they would offer me admission. I was in the top 10 of their list, but they only admit 2 per year. So, basically they just wanted to know if I had any offers because they needed to use that information to tell me that I wasnt going to get one from them anyway. Stay classy everyone. If I post how I really feel, I'll get kicked off these boards.
  7. Thanks...I am definitely trying to walk the line between too eager and not eager enough
  8. hey buddy...any good news?

  9. Soooooooo.... I hate this waiting process/awkward admissions dance as much, if not more, than the rest of my fellow TGC-ers. I have 2 interviews and no formal offers so far. This weekend I received a personalized email from one of the schools I would rank in the middle of the pack in terms of my overall desire to attend (out of 13 applications, it is probably 5th or 6th on my list, and I have rejections from #1-3). It read essentially as follows: Hi HedgeQuant: My name is xxxxxx and I am the Phd program coordinator of the School XYZ Finance Department. I have read your application and am "extremely impressed" (his words). Do you mind if I ask if you have any other offers in-hand. yadda yadda. ============================================ I'm extremely pragmatic about this process, but this email made me feel really good, and confident that I could get an offer from this school. My honest reply to him was that although I had no formal offers, I planned on this week's interview process resulting in some. I also mentioned that it is always tough to know in advance, but that this school was in my top 2 or 3 choices, and that any offer made would receive very serious consideration. he replied with a simple thank you and said that they hope to conclude their process in the next 2 weeks, and to keep him informed of any decisions, etc. Now, my best interpretation of this exchange is that school XYZ does not want to extend offers to those who are not seriously considering accepting them (it is a good school, but not a top 10, so I can imagine some top 10 candidates using it as a safety option). Obviously without full knowledge on my part I cant say "make me an offer and I will accept it", so we have to do this awkward maneuvering. I really wish the conversation could be less cryptic so I could stress out less. I am married and this school would be an excellent location for my wife to keep her current job and career goals intact, so while it may be #2 on my overall list of schools remaining, it is #1 on our joint list, and that matters more. I just needed to vent/de-stress to the kind folks at TGC. This process is really wearing on my psyche
  10. Not to pile on, but be very careful about how this might be perceived even if you apply to the business school. Most adcoms will not look favorably on you switching so rapidly between disciplines, and may not feel like you are committed to study business, either. I'm not saying that is the case, but you should have a very clear narrative for switching.
  11. Finance PhDs can be of significant value in the private sector, but schools do not favor non-academic placements, so i wouldnt highlight it too much in your applications, if that is your goal.
  12. The main thing I would do is take more math courses (regardless of which path you decide). Your GRE is good enough to not be a problem anywhere. I would go through distancecalculus.com, university of minnesota or wisconsin correspondence courses, or enroll somewhere locally and take calc 2, linear alegbra, etc. at a minimum. The best thing to do after that is go to as many websites and search faculty bios until you find some that have similar interests, and start there. Hope that helps
  13. I was invited to BC for an interview for PhD in FInance. I also have a rejection from Yale. No word from the other 11 schools, though some seem to have begun the interview process, such as Stanford.
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