Recent content by ckwright

P&D Guide I've read the guide and found it very effective in preparing for interviews.

Is there a good academic paper out there on this?

Here's a question for the coding community here . . . If I'm building a model for a lookback option, the number of possible paths at period 'n', should be equal to 2^n. THe problem is once you try to extend the lattice to certain point, the array's dimension won't accomodate for the number...

We trade futures popular here at the CBOT and CME. Speed is always an issue. We have a great team of "computer practicioners" always working harder than the traders, trying to make us better. 80% of our work is software issues, the rest trading ideas, statistics, and adjusting to current...

Another member Hi everybody, I'm only a trader at a proprietary group. I learned of the board from FENews. I read the sight looking for topics to study during work. I would say half the day I spend trying to learn new stuff. I have a strictly finance background in undergrad and I'm fairly...