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(in reply to what our favorite grad sent, via PM, below) Sorry dude - clearly you know what you are doing. I do apologize for trying to help by giving (perhaps overly abrasive) criticism. Good luck. Though surely this won't be the last time we talk - trading is a small world.

I think they did the exactly opposite of getting out of the tsy business awhile ago.

Um.... I think the obvious answer isn't the one you think. I think your utter arrogance and ignorance confirms the signal in your cover letter exactly. As far as what is econometrics, please crack open Hayashi's classic text, "Econometrics"...

What's the point of putting down things that you pretend to know that no one in the industry will believe you know and get passed because of it? If he wrote instead that he's a newly minted guy with some good background in programming and math relevant to finance, he'd actually have a fair shot...

I was a quant strategist for a large asset manager once (before moving to the trading desk) and I just helped hired a strategist in the last few months. Here's why your cover letter raises red flags and will probably get passed without a call back: (I don't mean to be harsh - just throwing out...

Negative real yield means current economic slump and future inflation. How could it possibly signal future stagflation? does a high fed funds rate imply future expansion?

Is there something I can explain to you about TIPs, jack? Or do you not believe in 'real' yields?

That's negative real yield. TIPS principal accrue at the level of headline CPI. So, if inflation picks up, the nominal yield can be very positive.

Why are you on a day trading forum?

why dont' you just buy some CMG?

How about the 11/15/2015 treasury principal strip? CUSIP is 912803AE3; Yield = 1.2130, Px = 94.056

I'm not sure what you mean by this. There has been real money as well as fast money flow into risky assets.

The whole point of QE is that there's no need PPT; The market is more than willing to lift all risky assets

Who are the academics that are arguing gold follows random walk? Citation please? And papers where gold prices are used as a demonstration input of other concepts (ie, portfolio optimization) doesn't count because the point of those papers aren't that assets follow random walk;

Outright yield... maybe... until QE2 announces and we see 20bps lower in 10s. 2s10s flattener still makes sense, imo - QE2-> flatter curve as accts reach for yield; Recovery -> flatter curve as ylds back up.

So the entire market is long on duration with relentless asian and central bank buying... you are wrong - and your blame is away... how's that working out for you.

No it doesn't, you idiot. In capital markets, M = 1,000; MM = 1,000M. And because you probably won't believe me just because I say so, see attached bloomberg screen.

You do know that anyone who want to host a press conference or issue a press release can pay to put it through <b>PR</b> newswire right? It's not part of the Reuters news service. Your ignorance of this is shocking.

which part '<b>PR Newswire</b>' can you not understand?

Indices (ie, IG CDX, HY CDX, etc) are not CDS - but baskets of CDS. They are more liquidly traded. So okay - makes sense that they would get around to doing real time there. Second part doesn't sound like real time CDS, but a composite monitor like Bloomberg's AllQ and RUNS; It's an aggregate...