Recent content by John Jurcevic

  1. John Jurcevic

    Which phone are you using?

    HTC Incredible with Android Froyo (2.2). Love it! I quickly adapted to the touch screen keyboard. Easy access to all my email accounts - particularly gmail. Runs all the awesome Google apps and that Facebook/Twitter/etc. sh!t. :)
  2. John Jurcevic

    QuantNet Coding Project

    Problem 2 - C# Translating Bobby's code into C# using lambda expressions, query methods and anonymous types (because they are cool and I'm trying to learn this stuff). Func<int, int> fib = x => { var f = 0.5 * (1.0 + Math.Sqrt(5.0)); return (int) (Math.Sqrt(0.2) *...
  3. John Jurcevic

    QuantNet Coding Project

    Same code using C# Console.WriteLine( Enumerable.Range(1, 999).Where(x => x%3 == 0 || x%5 == 0).Sum() );
  4. John Jurcevic

    Extract data from excel sheet to C++

    This is another library that can read/write Excel files. Excel Reader engine (dll edition): native xls-file parser The demo is restricted to reading only 50 rows. The programming interface is clunky and there is no documentation but it works once you figure it out. You might try...
  5. John Jurcevic

    Texas A&M Foreign Currency Trading Competition

    Nice work Emil! I was up 15k this morning but now it is 12k. I need the JPY to crash :)
  6. John Jurcevic

    canceled IB Collegiate Trading Olympiad ...picking up the slack

    Come on Andy, be serious. This is a ridiculous expectation for a prize. I liked the IB competition because they gave prizes to a large number of competitors as long as they had a positive return. I would be happy with a smaller prize pool than IB along with one that was more evenly...
  7. John Jurcevic

    Texas A&M Foreign Currency Trading Competition

    I sent information about the Baruch team to the organizer, Corey, and got some information back: First, you do not have submit trade journals this year. =D Second, we collected your passwords through the link that ya'll registered at. Finally, I assume you registered as other in...
  8. John Jurcevic

    Texas A&M Foreign Currency Trading Competition

    How is everyone doing after a few days of trading? I had a limit order set to close out all my positions and it triggered at some point last night. I made $10k on that trade and now have a total equity of $60k. Mean reversion is awesome :)
  9. John Jurcevic

    Texas A&M Foreign Currency Trading Competition

    Is anyone else trading? We need one more person to make a team. Anyway, did anyone catch the rapid price change this morning in many of the major currency pairs when the jobs report was released at 8:30 AM? Take a look at the example images for AUD/JPY and EUR/JPY charts where each one had...
  10. John Jurcevic

    Texas A&M Foreign Currency Trading Competition

    From what I understand, everyone competes as individuals. For the college team they just find the average return of all the individuals on the team. I was just going to send the organizers an e-mail listing the members of our team. Not that we have enough people yet...
  11. John Jurcevic

    Texas A&M Foreign Currency Trading Competition

    Make sure you sign up for this currency trading competition today if you haven't already done so: www.gftforex.com/mays We need at least 10 participants from Baruch to make a college team. Post in this thread if you are participating so I can get a count and let the organizers know about...
  12. John Jurcevic

    Programming for Mac

    You're a harsh man Alain. Funny, but harsh. :)
  13. John Jurcevic

    Data Structure for Matrix Implementation

    Last year, I think we tried to match our results out to at least the 9th decimal place. It actually did happen even though we all implemented our own matrix code and algorithms in quite disparate ways.
  14. John Jurcevic

    Data Structure for Matrix Implementation

    Dude, you're spoiling my fun... So it was only on the homework and not on the final exam but it was actually a 1638400x1638400 banded matrix (very sparse). You are right about implementing the all the algorithms on your own.
  15. John Jurcevic

    Data Structure for Matrix Implementation

    Use a one dimensional array/vector and let your accessor methods take care of figuring out how to access a particular matrix element. Think about having a base class and then sub-classes for vectors, upper/lower-triangular, diagonal, banded, banded upper/lower-triangular, and sparse matrices...
Back
Top