Recent content by AZPalta

Might be of relevance for some. http://slickdeals.net/permadeal/79132/macys.com-mens-suit-suit-separates-60-off-20-off-coupon-code-kenneth-cole-reaction-from-112-izod-from-112-sean-john-from-140-calvin-klein-solid-slim-fit

True...but do we know for sure that his results were not simulated?

I thought because he has a hard time meeting women... <rimshot>

Something else to consider if you bought all possible combinations: You would also win the smaller pots getting 5 out 6 correct, 4 out 6 correct, etc... So, the total value is somewhat greater than the 6 out of 6 jackpot of 540MM As gambling winnings are taxable income, there is a...

May I suggest since you are at UC San Diego that you see if you could enroll in the Economic Department's graduate Econometric courses rather than the pure math equivalents? The Econ department is very well known for their Econometrics program.

The following blog entry might have what you need. Reference the author's spreadsheet. http://turnkeyanalyst.com/2011/08/how-to-use-the-fama-french-model/

Local Bay ARea R Meetup group is having an event "Using R in Academic Finance" Filing up Fast, there were 60 spots available http://www.meetup.com/R-Users/events/38225162/

Been awhile since I saw them with fresh eyes, but I would say CFA readings for Level I assumes no prior knowledge. Readings for Level 2 and 3 would assume an understanding at least of the preceding levels.

If you want a more basic approach, try Fixed Income Analysis by Fabozzi. It is designed for the CFA exam, so it assumes the reader doesn't have that much introductory knowledge. The book is used for all 3 levels of the exam, so it covers a number of topics and takes a more applied approach...

One of my personal favorites is "Mostly Harmless Econometrics: An Empiricist's Companion" by Joshua D. Angrist and Jorn-Steffen Pischke. The book stands out due to the humor of the authors and it use of empirical examples to illustrate their points (mostly in the field of labor economics and...

I would recommend Financial Mathematics if quantitative finance is your main interest. The Computational Economics look more like a shotgun wedding of a minor in CS and a minor in Econ rather than a full fledge degree. What you will learn in the CS classes won't overlap with what you will...

Journal of Portfolio Management is another to consider. But it may not meet the definition of an academic quant finance journal if you are a purist given a good number of authors come from industry.

Been following this story for a long while given that Barr Rosenberg was a major contributor to Quant Asset Management as an industry and a field of thought. (Capital Ideas by Peter L. Bernstein for those interested). http://www.pionline.com/article/20110922/DAILYREG/110929952 Punishment...

SF QWAFAFEW is the most ideal, but they haven't sponsored anything since May. sites.google.com/site/sfqwafafew/ Not quant specific, but tends to have people from Mellon Capital and Blackrock (ex BGI) present. www.cfasanfrancisco.org

If its third-party recruiters you are after, SF has very few that operate exclusively in the Bay Area. Most of the local recruiters that I have encountered are are mainly Tech recruiters who work across the spectrum Silicon Valley industries. Few of them end up establishing relationships with...