Yeah they really are scary dangerous. The risk of exposure is low. There are some other important transmission channels to consider. As you noted on their temperature stability, prions aren't sterilized by normal medical sterilization procedures including autoclaving. So transmission of prions by surgical instruments can occur and is well documented. The conventional advice is that surgical instruments contaminated with prions need to be thrown out. It can also occur with organ transplants. Advice: don't read about this if you're scheduled for surgery. It's probably the smallest risk you'll encounter but it might really capture your imagination.
As noted in the article, prions are also responsible for 'mad cow disease', Bovine Spongiform Encephalopathy (BSE) as well as Creutzfeldt–Jakob disease. If you really want to get into prions you can start with the wikipedia entries for those. They're pretty incredible from a physics / biology standpoint.
The thing the article doesn't point out that is important to keep in mind is that CJD is a really awful neurological wasting disease and it's likely that in those seven years Émilie Jaumain and her family suffered terribly.
[ Consulting / Freelance / Part-Time / Boston Area / Remote Available ]
Hi, I’m a Boston-based investment fund portfolio manager. I specialize in systematic (computer-driven) investment strategies. I’m looking for people with deep expertise or experience in any of [Machine Learning / Deep Learning / Statistics / Econometrics / Quantitative Finance] to work with me as consultants / experts / tutors in these areas. I have knowledge in each of these areas. I’m looking for people I can consult with to further develop my knowledge and think about applications of these disciplines to investing. Right now I’m thinking of this as a series of interactions rather than one big engagement, but I’m flexible and open to ideas from you. Here are some project ideas for starters:
- Teaching me about your area of expertise and discussing applications of these methods to investing
- Guiding best practices for real-world applications
- Discussing and reviewing new cutting-edge academic research
- Evaluating strengths and weaknesses of these methods
- Consulting on the use of open-source tools and software
- Help guide and tutor my own study in these areas
- Collaborate with portfolio management team to develop new strategies and analytics
Qualifications: Experience or expertise in one or more of [Machine Learning / Deep Learning / Statistics / Econometrics / Quantitative Finance / etc]. I’m open to many backgrounds: academic research and experience or applied on-the-job expertise. Strong communication skills a must. Finance experience is not required. I’m willing to consider all backgrounds. I like Boston-area candidates who can meet at our offices, but this isn’t required. Finding the right person is more important than location.
This work is with a successful team at an established world-class firm. Investment areas include currencies, interest rates, equities, futures and commodities. This is an excellent opportunity to gain exposure to a world-class investment firm and learn about systematic investing. This could be an ideal engagement for an experienced candidate or a current Masters or PhD student or recent grad. All candidates are welcome to apply, including experienced candidates and professional freelancers. Strong performance could lead to significant future opportunities including full-time positions and internships.
Contact: quantsystematic < at gmail >
Please include a resume and any links to github/linkedIn/publications/etc. you'd like us to see.
[Note that I have another position listed on this thread as well]
Developer / Assistant Researcher - Quantitative Investment Strategies [ Freelance / Part-Time / Boston Area / Remote Available ]
Hi, I’m a Boston-based investment fund portfolio manager. I’m looking for a freelance / part-time developer and research assistant for systematic strategy research. This work is with a successful team at an established world-class firm. Investment areas include currencies, interest rates, equities and commodities. Work includes developing code “building blocks” for use testing new investment ideas, programming in MATLAB/R/Python, and assembling and exploring new datasets. Programming experience is a must.
Position Description - Develop code for analyzing and testing quantitative investment strategies. - Work will include building basic functionality and more advanced ideas. - Collaborate with portfolio management team to develop new strategies and analytics. - Work remotely on your own schedule. - Meet regularly at our offices or remotely to discuss results and plan projects. - Maintain an open line of communication. We will provide guidance and feedback on your work.
Qualifications - Proven ability to work independently, communicate, and reliably deliver results. - Strong programming ability. Experience with MATLAB/R/Python. MATLAB preferred. - Professional programming experience is a plus. - Experience with statistical and mathematical modeling, machine learning, etc. is a plus. - Finance experience is a plus but is not required. - I’m willing to consider all backgrounds. Most candidates come from the hard sciences, engineering, math, finance and economics. - We like Boston-area candidates who can meet at our offices, but this isn’t required. Finding the right person is more important than location.
This is an excellent opportunity to gain exposure to a world-class investment firm and learn about systematic investing. This would be an ideal position for an experienced candidate or a current undergrad, Masters or PhD student or recent grad. All candidates are welcome to apply, including experienced candidates and professional freelancers. Strong performance could lead to significant future opportunities including full-time positions and internships.
Contact: quantsystematic < at gmail >
Please include a resume and any links to github/linkedIn/publications/etc. you'd like us to see.
[Note that I have another position listed on this thread as well]
Developer / Assistant Researcher - Quantitative Investment Strategies
[ Freelance / Part-Time / Boston Area / Remote Available ]
Boston-based portfolio manager is looking for a freelance / part-time developer and research assistant for systematic strategy research. This work is with a successful team at an established firm. Investment areas include currencies, interest rates, equities and commodities. Work includes developing code “building blocks” for use testing new investment ideas, programming in MATLAB/R/Python, and assembling and exploring new datasets. Programming experience is a must. We are looking for candidates from the hard sciences, math, finance and economics, but are willing to consider all backgrounds.
This is an excellent opportunity to gain exposure to a world-class investment firm and learn about systematic investing. This would be an ideal position for an experienced candidate or a current undergrad, Masters or PhD student or recent grad. Opportunity to gain direct experience with systematic investment management. Student status is not required and all candidates are welcome to apply, including experienced candidates and professional freelancers. Strong performance could significant future opportunities including full-time positions and internships.
Position Description
- Deliver working, high-quality code for analyzing and testing quantitative investment strategies.
- Work will include building basic functionality and more advanced ideas.
- Collaborate with portfolio management team to develop new strategies and analytics.
- Work remotely on your own schedule.
- Meet regularly at our offices or remotely to discuss results and plan projects.
- Maintain an open line of communication. We will provide guidance and feedback on your work.
Qualifications
- Proven ability to work independently, communicate, and reliably deliver results.
- Strong programming ability. Experience with MATLAB/R/Python. MATLAB preferred.
- Professional programming experience is a plus.
- Experience with statistical and mathematical modeling, machine learning, etc. is a plus.
- Finance experience is a plus but is not required.
- We like Boston-area candidates who can meet at our offices, but this isn’t required. Finding the right person is more important than location.
Contact: quantsystematic < at gmail >
Please include a resume and any links to github/linkedIn/etc you'd like us to see.
As noted in the article, prions are also responsible for 'mad cow disease', Bovine Spongiform Encephalopathy (BSE) as well as Creutzfeldt–Jakob disease. If you really want to get into prions you can start with the wikipedia entries for those. They're pretty incredible from a physics / biology standpoint.
The thing the article doesn't point out that is important to keep in mind is that CJD is a really awful neurological wasting disease and it's likely that in those seven years Émilie Jaumain and her family suffered terribly.