Recent content by martingaletrader

I was looking at how the limit order book works and couldn't find a suitable introduction book or tutorial that explains this stuff from the ground up. Basics of limit order books and dynamics. I did see some papers but they are kind of advanced. Any ideas?

columbia and berkeley as a non-degree student + stanford

first of all people in the know - those who have studied serious mathematics or physics will know about complexity science. Complexity science is an interesting development: theory with experimental work. fake quants or people who haven't done serious mathematics can be ignorant of new and...

econ at a good graduate school will be seriously mathematical - more along lines of real analysis. but masters programs are okay. MBA is way to go.

Agree Quant is over. Focus on doing something not for money. And you don't have to stay in the West. Russia is a good option so is Brazil

level is bad. no measure theory required.

Leading UK groups in Pure Mathematics RAE 2008 RankInstitutionFTE Category A staff submitted4*3*2*1* 1 Imperial College London 21.8 40 45 15 0 2 University of Warwick 32 35 45 20 0 3 University of Oxford 55.16 35 40 25 0 4 University of Cambridge 55 30 45 25 0 5= University of Bristol 34.53 30...

Okay so let's take two identical AAA grades A'level student. One went to Warwick and another Oxford. Is the 2.1 from Oxford superior to Warwick? Why don't you ask Warwick math people - how many top students from Oxbridge go to Warwick to do their PhDs. Fact is that Warwick or Oxford or Imperial...

never too late. some quants start in their 40's

quality has never been problem. In fact with quotas you can have the best students. The problem is that the numbers are just huge. Also Dominic is accusing the US schools of racism. Well Dominic would you like it if the UK was flooded with Chinese applicants and your esteemed Oxbridge was no...

why not pick CS. that way you will never go hungry.

then go for NYU

"If most quants are stupid and most quants are Asian does that mean Asians are stupid" So what is Paul is trying to say here.

I would advise against Berkeley. If you want to do finance go do an MFE. General stat is not a gateway to finance. Do it if you are serious about statistics and that it is not restricted to finance. Most people will want to do stat to get those million dollar jobs in big banks. Well then it...

Shreve II is meant for people like you. You don't need Measure theory to get most out of Shreve. Unless you are reading "Brownian Motion and Stochastic Calculus" which is not aimed at MFE students and is a serious book. I heard there will be an alternative to Shreve II end of this year by...