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Recent content by alain

  1. alain

    Laptops in 2017

    FWIW, I moved away from my Mac. I gave it to my wife just because I do a lot of Windows at work now and wanted to go back and write on the screen using a stylus (like the really old days). I'm using a Dell 5285 2-in-1. It's similar to the Microsoft Surface but uses WACOM technology. I'm...
  2. alain


    Again, if the brand name is so important, apply to Harvard in some easy to get program and you will sail through with a Harvard degree. You can't beat that!
  3. alain


    It sounds you are more concerned with the name brand than your education. I can't help you with that.
  4. alain


    This is absolutely nonsense. Courant is a well known institution in Math and top notch in Math Finance. Even the often cited US News Ranking (if you don't want to look at QN) has it #1 in Applied Math for graduate programs...
  5. alain

    certification after a PhD necessary?

    this is my very personal opinion. The CFA will open more doors than any other schooling.
  6. alain

    CMU MSCF CMU MSCF launches Online program

    That was five years ago. In finance, it's like couple of centuries ago.
  7. alain

    MFE: To do or not to do?

    it's the same thing, for and do...while are syntactic sugar around a while loop. @pingu made it clear before. I don't get your point.
  8. alain

    Import data to Visual Studio

    He wants to do the coding in Visual Studio. That's the IDE. He can pick any language that works within Visual Studio. I gave him storage options. These are orthogonal concepts.
  9. alain

    Import data to Visual Studio

    Store the information in a fast <key, value> store and then manipulate from other language. I did this before with BDB and Java and it was lightning fast. Check Tokyo Cabinet and its successor Kyoto Cabinet. You could use HDF5 and then use Java, Python, C, C++ or whatever. This is how CERN does...
  10. alain

    Advices on joining ETH MSc QF program

    This was almost 6 years ago but I can tell you. Two of them were specialist in Particle Physics. They used to work at CERN and the younger of them was very good writing C/C++ code. Both of them were very bright. I don't know the specialty of the other one but I'll ask him (we very good friends)...
  11. alain

    Windows programming, Multi-threading, Database connections in C++

    why MFC's Threading library? Why not C++11 Threads? What sort of optimization? Mathematical Optimization?
  12. alain

    Model validation vs market risk

    Trading on your friend's account might be at unethical or illegal. You might be playing with fire. You will be breaking all sorts of compliance rules but it might depend on the bank. I might be wrong but I will be surprised if any of the big american banks will allow you to do this.
  13. alain

    Best books on probability?

    Fifty Challenging Problems in Probability with Solutions (Dover Books on Mathematics): Frederick Mosteller: 9780486653556: Amazon.com: Books
  14. alain

    How much money can a quant ACTUALLY make?

    Not a bank. This is the article I read. It's kind of old but I don't think the failure rate has changed that much: How To Start Your Own Bank Also, if you want to start a bank in the US, it might be easier than you think...
  15. alain

    How much money can a quant ACTUALLY make?

    That is easier than you think, at least in a Caribbean island. 10 years ago you only needed 50k in Cayman island and you were in business.