Recent content by Dylan

This advice applies only to trying to get a job as a programmer in HFT, which I assume is your goal as a CS major trying to get into finance. Yes. Teaching yourself the syntax of sql is not enough. You need to know how to structure your systems to make them go fast. Your systems will involve...

Let me ask you an almost equivalent question: what do you consider high frequency trading?

A great explanation on why computing a matrix inverse is usually a bad idea: http://www.johndcook.com/blog/2010/01/19/dont-invert-that-matrix/

Calculate simpsons rule iteratively, but in such a way that you dont ever recalculate the same value twice. You can set up the progressive mesh steps such that averaging new points with old points is sufficient, this will double the speed of your iteration. If the 4th derivative of your...

The most important thing in your case is not to retake the GRE for a higher verbal score, but to create well written personal statements that prove you can communicate well in english. No one in MFE admissions cares if you know what ridiculous words like amanuensis mean, they care that you can...

If its any consolation, I was in basically your situation (3.5, state school), and just landed a job as an HFT developer. First, make sure you really are as good as the top university grads. Your quantitative skills are based entirely on the number and difficulty of the problems you have...

We've seen the "what math courses are best for quant finance" threads many times- but what CS courses do people think are best for people trying to get into quant finance? Obvioiusly learning C++ is a priority, but what else? Operating Systems? Algorithms? AI?

People talk about getting jobs in academia as if its easy. It might be easier to get Finance professor positions, but for math or science, getting a tenure track position (aka, the one that actually pays the six figure salaries cited) is incredibly difficult. Probably more difficult than...

You could consider taking actuarial exams. Sure its not as exciting as wall street, but its good money and easy to find a job, and you have a big comparative advantage at taking them.

If your systems programming (C/C++) skills are really, really strong you could go into Computer Graphics. The rewards aren't amazing but the problems are pretty cool.

The C++ standard makes no stipulations about the exact implementation details of exceptions. but http://www.codeproject.com/KB/cpp/exceptionhandler.aspx has a pretty good explanation of one possible implementation. Many implementations will be somewhat similar.

Do theoretical computer science courses count?* If so, algorithms. I can't think of another applied math course that involved so much esoteric abstract math- you've got graph theory, number theory, lots of other discrete math, but its all used for very concrete problems. *Of course they do!

Some of these job descriptions seem highly suspect and vague. Just who are they counting as philosopher?