• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering.
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job.
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models.

Recent content by foquant

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    MATLAB Texts

    Thanks Bastian, I'm wrapping up three other books right now and suspect that I'll dig into Brandimarte after that - always good to hear a positive review from someone who knows.
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    how to become a Quant?

    quickest 10,000 ft overview I would attribute to this link: http://www.markjoshi.com/downloads/advice.pdf although there are many others (including some linked to on this site, ie via Andy's signature), and I believe DominiConnor (sp?) has one that is either published or soon to be. Lot of...
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    What are your computer's specs ?

    core 2 extreme 4 gb ram (middle of the road latency) 500 gb hd 7500 with 250 gb back up nvidia geforce 6800 video cards dual 24" widescreen monitors suitcase size backup power/internet manager sits on an 8' long desk ...my home away from home, that's inside my home
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    Future for quants: In-house v. Outsourcing

    What about the firms that work in outsourcing either generic or value-added execution and liquidity systems. Groups like Capis (in Dallas) come to mind - they are an execution firm. AT Desk (in Mount Pleasant) was the same, but they were recently acquired (or invested in, about $60mm). Then...
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    On Line Courses on Financial Engineering

    I have done a number of online courses, and a proper eval of the idea is too dependent upon the individual program/course to be able to create a generalized statement. in the courses I completed, the discussion board was very lively, with professors, tas, and students actively posting...
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    is anyone building an automated trading system?

    fun article finssite, thanks - interesting analogies to inductive methodologies
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    is anyone building an automated trading system?

    good point DominiConner - in a recent interview I was asked to see 'samples' of what I had created. any tips on what employers like to see, such as: 1. identification of risks 2. management of risks 3. how legible is the code 4. system controls/is the code robust (ie no dangling orders)...
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    MATLAB Texts

    Thanks Vic, that is kind of what I've picked up from some reviews, etc. Glad it could be confirmed.
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    MATLAB Texts

    Thanks for the note, Andy. I was leaning towards Brandimarte's book, and then using more focused books for vba (which I have) and c++ (Joshi in particular, as well as Duffy). No real need to use matlab - more along the lines of something new to learn (like your new year's resolution, right...
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    is anyone building an automated trading system?

    Some very good info here - I especially agree with many of the points from GusTsahas. One thing I would definitely recommend is to keep a close eye on the market you want to trade. I have implemented automated systems in the equities market, and want to switch to the futures arena. For a few...
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    MATLAB Texts

    I've noticed in a couple of threads related to books that C++ is heavily used by forum members. Outside of that, does anyone have any recommendations for MATLAB/finance texts? I've been looking at: Numerical Methods in Finance and Economics: A MATLAB based introduction and Modeling...
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    New Quantnet members say hi

    Hello All, I've read forum posts for a while but have just now joined. Quick background - I have a BS in Finance and an MBA, I work in the M&A field on the buy-side, but not in NY. My relevant interests outside of work fall into the areas of financial modeling and automated trading. I have...
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