Recent content by Jonathan

  1. Jonathan

    Do you even lift? What are your hobbies outside of the quant world?

    Awesome feedback guys. Compound exercises it is. Proper form and perfect technique, got it. I'll start after marathon season ends. Actually had to google the overhead press and military press; they seem to be the same (I called them "raise the roofs" until now). Must get familiar with the gym...
  2. Jonathan

    Do you even lift? What are your hobbies outside of the quant world?

    Interesting thread. I work in model validation and therefore, have loads of free time. Weight lifting / body-building is definitely on my list of hobbies to pursue next, but the training is quite different than what I'm used to. Currently, my thing is running marathons, kung-fu, and hiking...
  3. Jonathan

    What sports do quant play and what beers do quant drink?

    Finally, I non quanty thread. A tea drinker here (quit coffee last year). Kung-fu (7 years) and running/jogging all over NYC.
  4. Jonathan

    Game of Thrones

    I recommend Spartacus. I started Game of Thrones simply because the Spartacus season was over.
  5. Jonathan

    What books are you currently reading?

    Mockingjay (The Hunger Games, Book 3) decided to take a break from my usual quant readings.
  6. Jonathan

    C++, what else?

    then learn them all.
  7. Jonathan

    Thanks Andy, the whole site rocks, you rule!

    Thanks Andy, the whole site rocks, you rule!
  8. Jonathan

    Matrix Inverse Algorithm

    I agree, especially with #3, thanks for pointing that out Daniel.
  9. Jonathan

    Matrix Inverse Algorithm

    Try A = LU decomp first (if applicable, even go for Cholesky if possible). Then, (if L and U are invertable), inv(A) = inv(LU) = inv(U) * inv(L), and inverting L and U are quick. Well, this works for me, 0.13 sec for 100x100, 18 sec for 500x500, 260 sec for 1000x1000, and my laptop is a dinosaur.
  10. Jonathan

    Simpson Integral Algorithm

    http://en.wikipedia.org/wiki/Gauss–Laguerre_quadrature
  11. Jonathan

    First order differencial equation

    RK4 for 1st order ODEs
  12. Jonathan

    Interview Questions at JPMorgan Sales and Trading

    Must be a lot of people on a 2 hour line. You obviously do not cut off the big tough guy but the one who you believe will not do a thing about it, also known as a little beyotch. Cutting someone on a line that big would be insulting, basically saying that "you can't stop me", so being passive is...
  13. Jonathan

    Anyone watching Wallstreet 2?

    I should've listened to my wife and watched Easy-A or The Town...
  14. Jonathan

    What are you listening to now ?

    You're not alone Andy. If you liked that freestyle 80's era then you'll like the CDO stuff, maybe...
  15. Jonathan

    We are Wall Street ... we are smarter

    Big talk. I dare the author to come to my office and try to take my job.
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