Recent content by ezbentley

I agree. In fact, I used C++ extensively 10 years ago. It's just that Matlab/R make data analysis too convenient that my memory of C++ has been fading. Now I need to re-learn C++ to do the things that I can easily do in Matlab/R just because the demand for C++ quant is much higher than Matlab...

Wow, this is very useful. Thanks a lot. It also puzzles me that all the job postings require C++ even for non-developer positions. They won't even consider you if you don't know C++.

I agree it's going to be a lot of pain, but the fact is that 90% of the quant research(not developer) job postings require C++, not Matlab. So it seems like they use C++ for both research and production. So I guess the pain is unavoidable. That's why I wonder whether there already exists some...

I am fairly proficient in Matlab/R, but would like to gradually transition my research framework to C++ as a learning experience. My research involves mostly econometrics, multivariate time series, and portfolio optimization, i.e. more emphasis on portfolio management and less on pricing. The...

This question is for those who have successfully switched career into finance from engineering/science background. If your experience in finance is limited to academic courses(zero professional experience) but have extensive working experience in a non-related field, what is a good strategy...

Please ask him about the placement situation of the first UCLA MFE class :D just kidding But it would be great to ask his opinion about the UCLA MFE program, such as how they plan to compete with other programs and establish its reputation.

Have you decided on where to take courses online? I am also having a headache deciding where to take prep courses. Btw how did you manage to take courses from Berkeley while working?

I want to thank everyone for the input. To me, the ideal situation is to have both the brand name and the knowledge like UC Berkeley, but that's hard to get. The dilemma is when you can have only one of them. I personally strongly believe(rightly or wrongly) that unqualified candidates from...

If you have the choices of brand-name programs without dedicated placement service, such as Columbia MAFN and NYU Part-Time, versus a not-yet-established program but with placement service like UCLA, which is a better choice?

For those programs with rolling deadlines, such as UCB, UCLA, Columbia MAFN..., how much time do you have to make your decision after they offer you admission? Is it going to be "you have two weeks to decide starting from today" or "respond by a certain date"? If they only allow you say two...

That is very helpful. Thanks a lot! Do you have any comment on how technical the essay should be when I describe my experience and skills? I am kind of hesitant to mention words like pointers in programming and transistors in electronics. But describing the skills in too general terms may sound...

Some schools specifically request applicants to write about how they apply quantitative skills in problem solving. My questions is: what is the "scope" of their definition of quantitative skills? Are they limited to solving problems through the use of mathematical equations? I know this may...

You can try to take a look here: Home | NetMath at the University of Illinois Just out of curiosity, if you don't mind, did you not have PDE at all when you apply? I thought UCB requires you to show that you have taken a PDE course in the application.

I am curious if anyone has experience with the MS&E department in Stanford. The department has a concentration in finance and economics and offer several financial engineering courses. It seems more practical and less math-intensive than the FinMath program in the Stats department. Any thought?

Thanks Andy. It seems reasonable to assume that work experience would be an important factor in PT admission.