Recent content by dazzwater

Is it better to work as a software developer supporting the credit derivatives trading desk at JP Morgan or supporting the commodities trading desk at Wells Fargo? Assuming both jobs offer equal compensation, which would provide a better career path in the long run, for a technologist who has...

https://www.interactivebrokers.com/en/?f=%2Fen%2Fsoftware%2Ffixctci.php. This connects you to the broker, not individual exchanges. Also, the API is a cheaper option if you're just looking to trade programmatically https://www.interactivebrokers.com/en/?f=%2Fen%2Fsoftware%2Fibapi.php 10K min...

Andy, Is it possible to publish the statistics (placement rate, starting salaries, etc) used to compute the ranking scores?

Live and historical options price feeds can be retrieved through a data provider subscription. I suggest eSignal or IQFeed for non-professionals. You may be able to get a data feed through your broker API too. Interactive Brokers offers a bundled data subscription for at most $30 a month...

I'm interested in applying R to trading strategy development, but haven't really done any in-depth research so here comes the inane questions: 1. can R replace Matlab? 2. would similar functions (lets say I created an econometrics toolbox for R) run faster compared to Matlab?

Out of curiosity, what sort of positions are we talking about here, which undergrads can apply for and MFEs are interested in? Trader, trader assistant, etc?

I read somewhere that the duration of a perpetual bond is (1+yield)/yield. If this is true, maybe it would help in getting your answer, if you can figure out the P and dP/dy and subsequently the 2nd derivative. But I wonder what the yield curve is supposed to look like, and whether it can be...

Out of curiosity, since you say you know it, what exactly do you want to pursue for your future career?

Looks like the project folder path from Andy's Fall 2006 workstation was included in the solution config. On Visual Studio leftclick on the file and look at the Properties window. You can see a 'Relative Path' property which has a value like "..\..\..\..\..\..\Fall...

92% for the C++ midterm. at this rate, hopefully i'll get a reference or LinkedIn recommendation from the C++ prof

topped the class in C++ midterm. hoping for a reference or LinkedIn recommendation from the C++ prof

test status

That's basically what I said earlier: But your post received a Like while mine received two Dumbs. Interesting audience we have here. Anyway, the common point here is that nationalism or protectionism shouldn't be allowed to come into the picture. Students ought to be admitted on merit. If...

martingaletrader Universities in Singapore are also "inundated" with students from China, India, and other Asian countries. Some locals are unhappy about this, citing the same arguments that you made. But this simply means that the total number of students are increasing. Instead of setting a...

I'm already in the Rutgers MQF program. Here we have classes with projects in C++, Matlab, and R. No pain! I'm aiming for a quant developer role in the tri-state area so all these languages will be useful to me, but I imagine (another assumption here) Matlab would be sufficient for a typical...