Recent content by charlieLuo

Here is the info. I will attend since I am interested in ultra high frequency time series. ONE DAY WORKSHOP ON FINANCE AND STATISTICS /with emphasis on the econometrics of high frequency data/ Place: Gleacher Center, The University of Chicago; 450 N. Cityfront Plaza Date: Thursday, April...

attached is an article by Dr. Andrew Lo from MIT A nonparametric kernal regression is applied to identify technical pattern. I have not followed through the model and calculation yet. It looks interesting enough though - Regression sounds like better than voodoo "chart reading"....we will...

Andy, I believe your info and thoughts below deserves a seperate, new thread. I will even adventure to say, make it a sticky! Maybe a thread titled - best practices in FE education

Andy really surprises me with his candidness in his last post. I was expecting Andy to sell you Baruch MFE, which is a good choice for a PhD candidate, if it is not the best one. Salute to Andy. Anyway, I'd like to add that, it also depends on which PhD program you are in. A top or decent...

Thanks for the heads-up, guys. :tiphat: Right now, I focus on GRE math test on April 12th. I started late. So far about 22 hours' work. I reviewed pre-calculus and single variable calc, and have solved couple hundred exercises. It is fine so far. I will see how much I can get on the test...

Mikek is a very nice guy. But I think he is biased this time. And I just want to be helpful here. I am sure Mikek understands :tiphat: Human Resources, Organizational Behavior are usually electives in most top 20 programs. There are core courses that can be very useful, such as principle of...

let me prove: NYU FE > Columbia FE > CMU/Berkley > Baruch FE > Fordham FE Andy, bigbadwolf, and all others who hasvethought about this, I do not disagree with either of you. I think we are basically propsoing some sort of solution to a problem all of us sincerely want to crack. anyhow. let me...

The first tier programs I think it makes a lot more sense to figure out "the first tier programs" others are those who do not have good placement. if so it does not worth the $$$$$$. so simply avoid em. no need to learn more about them. if can not get into a first tier, do something else...

DominiConnor , Would you kindly provide us a list or a partial list of FE programs that ring a bell at big name employers? Thank you very much! and I believe most quantneter here will do as well.

about two hour long video. Three speakers. the first speaker is Dr. Carr(I somehow remember that Dr. Carr is the director of FM program at MYU, please verify), I like this part of the video. the second is a lady...from econ perspective (a Phd from UT Austin, her english is really ... on the...

oh, well. "Good Will Hunting" dude is way more different from what I called "decent". anyhow. Interests wise , I prefer a quant trader > a statistical arbitrage quant > a quant developer. I guess most fellas here have similar preference. I might be wrong though. Realistically, I do not see...

As you Mikek pointed out, it helps if I can set a clear goal, before I spend a year or two on FE training. For now, assume I am equally interested in all quant jobs: a quant developer/a statistical arbitrage quant / a quant trader So here is my background, BS in computer science, MS in...

Thanks much, Mikek. I see two valuable items I can earn from a FE program, (1) knowldge and skills (2) brand and industry connections (3) others (?) Any good program would you recommend? Any differences between schools at NYC, or Chicago, or S.F., in terms of industry connections?

I like your idea very much. I am a bit embarrased to tell you that, I do not have any idea what are potential interesting porjects, neither where to find them. Would you point out a place (a paper/book/website ... etc), ideally comes with some sorta list? Thanks. And I sincerely appreciate...

thanks very much, Mikek. I do have advanced degree in computer science, statistics, some business. I am not sure my goal between a FE program / working as a quant. Will I be able to perform a entry level quant's job, if I learn those books as I listed in the original post? If so, I...