lvsoft的建议不错，如果要找machine learning方面的人才，可以再看远一点，找具有AI背景的人，因为machine learning算是AI的一个分支，而AI里面的很多思想是通用的，可以互相借鉴。甚至于学统计方面的，如果有一些实际应用经验的话也是非常好的候选人，很多东西说到底和是统计学概率论有密切关系的。对交易系统而言也是如此。
nod，合伙人是唯一合适的方式。简单的说，付出多少，回报多少；拿多少利，出多少力。 如果你只是需要人打打下手，这样的人自然很多，也很便宜。但如果你的核心，或者重要的部分都依赖别人去做，那再采用雇佣的方式，又不想泄露信息，自然是不切实际的，这是又想马儿跑，又想马儿不吃草。
Simons 的看法, 可以参考一下: Yet you hire mathematicians and scientists to do much of your work. Why is that? Mathematics and science are two different notions, two different disciplines. By its nature, good mathematics is quite intuitive. Experimental science doesn't really work that way. Intuition is important. Making guesses is important. Thinking about the right experiments is important. But it's a little more broad and a little less deep. So the mathematics we use here can be sophisticated. But that's not really the point. We don't use very, very deep stuff. Certain of our statistical approaches can be very sophisticated. I'm not suggesting it's simple. I want a guy who knows enough math so that he can use those tools effectively but has a curiosity about how things work and enough imagination and tenacity to dope it out.
How do you select people for your company? We look for people who have demonstrated the ability to do first-class research. We are not a teaching organization. We are a research organization. We hire people to make mathematical models of the markets in which we invest. We look for people who have had success, typically academically, although some people come out of an industrial laboratory like IBM or Bell Labs. Most come out of academia. They've had three to five years, written a few papers, and already have some kind of reputation. First and foremost, we look for people capable of doing good science, on the research side, or they are excellent computer scientists in architecting good programs. We have very high standards and it works. Our business is wonderful as a result. Is there a difference between people with math backgrounds and science backgrounds who work for you? Yes, but we need both in our business. Some of the work is purely mathematical, like designing better ways to develop algorithms of one sort or another, or to maximize some utility function. Some of the work is really scientific. It's looking at a lot of data and really looking for what underlies that data. In that sense, it is kind of like astronomy. You look at a lot of data from up in the sky, you bring it down, and it's quite dirty and you have to clean it to get rid of outliers or one thing or another. Then you hope you can analyze that data in a way that makes sense of whatever hypothesis or set of hypotheses you may have about what you are looking at. That's a big piece of what we do. There we hire people who are experimental physicists or astronomers. How scientific is it? Do you actually use models from science? The approach is scientific. Scientific sophistication is important. Do we directly apply the Navier-Stokes equation? No. Brownian Motion is something that has a better chance of being applied. Brownian motion is a way of looking at data and ordering random activity, or activity that looks random. Models like that, and approaches like that are very useful. Some stuff comes out of math and physics, especially math where various optimization techniques are used. It's more the sense and sophistication of doing science. We use very rigorous statistical approaches to determine what we think is underlying a phenomenon and really do explain that part of it. But it's not like proving theorems.
既然jemnbo兄发问，就容我把有关想法再展开一下。 在我的设想中，起初我想雇几个具有相关能力的硕士毕业生或者具有类似学力或开发能力的开发人员。我将支付具有市场竞争力的报酬，而他们要做的开发工作会是有趣，开放，而且富有回报的。用一切可能的工具和创造手段开发金融市场的吸金引擎，很少有比这更有趣的工作。 会有能力不足的人离开，也会有能力强的人留下来。 对于留下来的人，他的报酬应该能实现指数级的增长。这样，在大约三年以后，他应该能得到显著高于市场水平的薪酬。这中间的骨干，将有可能被吸纳作为企业的合伙人，以一定的比例分享交易收益。 jemnbo兄向我推荐了一篇文章，我也向jemnbo兄推荐一本书，名叫《交待》，是东方高盛（一家比较知名的民营投行）的一个创始人写的，讲述一个民营的智力型企业创业、发展和吸纳人才的故事。 在这过程中，我也有设想延请一些专家学者组织讲座、研讨和短期的指导。 当然也想过找一些大牛作为企业的合伙人。坦率地说，我认为我目前的盘子还太小，还不具备这个资格和条件（也许三年以后可以有这个条件了）。刘备有本事请诸葛亮，刘璋请诸葛亮就是杯具了。 不过，如果jemnbo兄有兴趣，又正好在上海，咱们也可以找机会聊聊。
去年11月份，worldquant（从Millenium partner分出来的一家对冲基金）清华宣讲会上跟他们聊，那个亚洲主管说他们的很多策略都能正常运行两年以上，持仓时间通常是几天 顺便贴一下他们的招聘广告，可能对LZ招人有参考价值 Quantitative Finance Analyst, WorldQuant 2010-10-12 WorldQuant is now seeking research scientists to create quantitative and comp uter-based models to predict the movements of the worldwide stock markets and financial markets. Candidates need not have prior knowledge of financial markets but must have a strong interest in learning about stock markets and financial markets. Our highly accomplished senior staff will provide the new hires with mentoring and guidance to help them succeed. Successful candidates can choose to be based in our offices in Beijing or Shanghai. We offer outstanding career opportunities, which include: * Exceptional financial rewards for full time researchers * Friendly and collegial working environment * Opportunity to be promoted to Assistant Vice President in 2 to 4 years * Rare opportunity to learn from highly successful investment experts Candidates for the research scientist position must: * Possess or expect a degree from one of China's best universities in a highly analytical field, such as: Engineering, Mathematics, Physics, Computer Science, Finance or any other field that is highly analytical and quantitative * Have a research scientist mindset, i.e., be a deep thinker, creative, persevering, smart, a self-starter, etc. * Be competent in a programming language (C++ or C) * Understand English * Have a strong interest in learning about worldwide financial markets * Have a strong work ethic If you are interested in applying for this position, please email your resume in ENGLISH to WQChinaJobs@worldquant.com ++++++++++++++++++++++++++++++++++++++++++++++++++++++++ WorldQuant招聘Assistant Researcher in Quantitative Finance 发信人: TaoLiu (Tamia Liu), 信区: Career_Campus 标 题: WorldQuant招聘Assistant Researcher in Quantitative Finance 发信站: 水木社区 (Mon May 10 13:33:02 2010), 站内 WorldQuant Investment Consulting (Beijing) Co. Ltd. develops and researches on quantitative and computer-based models to predict the movements of the worldwide stock markets and financial markets. We are now looking for a few full-time Assistant Researchers and interns to provide research support for our worldwide research teams. Job responsibilities include: - Collect， screen and classify research papers in the field of quantitative finance; - Study and summarize the central ideas and methodologies of selected articles; - Conduct literature survey in assigned areas and propose new research directions; - Assist in the maintenance of research database. Job requirements include: - Possess or expect a Ph.D or master degree from one of China s top 10 universities， majoring in Finance， Economics， Mathematics， Computing theory or other related fields; - Good knowledge in finance and statistics; - Strong interest in learning about worldwide financial markets; - Fast-learning， detail-oriented and hard-working; - Excellent English writing skills. We offer the right candidates competitive package， friendly and collegial working environment and the opportunity to play an important role in our team. To apply for this position， please send your resume in English to wqchinajobs@worldquant.com
这家以前接触过，实际盈利能力相当一般。企业信息可以看这里：世坤投资咨询。最早网页做得介绍跟高中生写的一样，给他们提过建议。在米国，对冲基金比我们的地摊儿设立还容易。 D. E. Shaw 、大本营、复兴技术等还有借鉴价值，最早都是从一两个人发展起来的。
真便宜，才10万美元，呵呵。千禧合伙人应该也不是太差的，不过它和 D.E.Shaw Group, Citadel Group 都比文艺复兴科技差很多。上百亿美元的基金年收益能稳定在15-20%也是不容易的吧
也不知老兄现在打算怎么样了，我今天正打算找工作，我本人是“资深C++研发工程师”，超过“百万行C++代码经历”，“8年基础件研发”，对金融非常感兴趣，对外汇、股票、期货等相当熟悉，也非常想编写证券交易平台和算法交易系统，我觉得“IT+金融”更有前途、更有趣，很想合作，软件方面我一人都可搞定，质量有保证。