Tal Fishman

6,740 reputation

21154

bio	website	lordabbett.com
	location	New York
	age	31
visits	member for	1 year, 10 months
	seen	Feb 25 at 15:03
stats	profile views	1,473

Experience

I work as a quantitative researcher on the buy side, finding new sources of alpha and designing relative value models and trading strategies around them. I've dealt with practically all the major asset classes.
Presently at Lord Abbett, one of the oldest asset management firms to still actively innovate and push the envelope.
Previously at Parkcentral Capital Management, the hedge fund division of Perot Investments.

Education

PhD in Economics from Princeton University.
SB in Economics from MIT.

I live in New York City with my wife and daughter.

To stalk me further, you can check out my LinkedIn profile and twitter: @TalQuant.

	6,740 reputation	bio	website	lordabbett.com	visits	member for	1 year, 10 months
21154 badges		location	New York		seen	Feb 25 at 15:03

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Jul 30	comment	Implied forward rates puzzle What is premise #3? I only see 2.
Jul 26	revised	What is a standard credit default swap contract and where can I find spread data? What alternatives exist to judge creditworthiness? converted URLs to links
Jul 26	accepted	What is the case for active management?
Jul 26	revised	What is the case for active management? removed disclaimer
Jul 26	comment	What is the case for active management? Hi Jeff, welcome to quant.SE. These are all great additional reasons in favor of active management. Thanks for contributing to the discussion here.
Jul 26	comment	Inferring Returns From Minimal Data Points @Aziz No problem, glad you found your answer. Your post has been closed as a duplicate, but feel free to post new questions after you've looked around to see what we already have here.
Jul 23	revised	How does one measure the effect of latency on potential returns? no apologies necessary, changed title to question, replaced tags with more specific ones
Jul 23	comment	Is variable binning a good thing to do? Hi Mike, welcome to quant.SE. Great answer, I completely agree that intelligent binning can add value to a model. You are essentially taking a somewhat Bayesian view that priors should be imposed, even when using classical statistical tools.
Jul 21	awarded	Yearling
Jul 20	revised	inflation > interest rate? added 347 characters in body; added 285 characters in body
Jul 20	revised	What distribution should I apply to estimate the likelihood of extreme returns? added 1 characters in body
Jul 20	revised	What distribution should I apply to estimate the likelihood of extreme returns? changed title to question, replaced tags with more common ones
Jul 20	comment	inflation > interest rate? Is this an attempt to be humorous? I'm not sure this qualifies as a quant finance question.
Jul 20	answered	inflation > interest rate?
Jul 20	answered	What distribution should I apply to estimate the likelihood of extreme returns?
Jul 19	answered	How to compute portfolio weights from multivariate regression results?
Jul 19	revised	What is a standard credit default swap contract and where can I find spread data? What alternatives exist to judge creditworthiness? Edited grammar and typos for clarity.
Jul 19	comment	What is a standard credit default swap contract and where can I find spread data? What alternatives exist to judge creditworthiness? I can't recall ever seeing a CDS spread above 10000 basis points, although in theory it could be rational if the reference entity is sure to default in less than a year and recovery is expected to be very low.
Jul 19	comment	How to compute portfolio weights from multivariate regression results? I am a bit confused by your question. What would be the goal of this portfolio? What sort of application do you have in mind?
Jul 18	comment	What commercial financial libraries are available to outsource implementation risk? @RYogi Other people may have their own style, but in my style of coding, I often have only a vague idea of what function exactly I'm looking for, and good documentation allows me to find it myself in less than a minute. Who exactly do I contact if I'm not even sure exactly what I want?