Recent content by tobias elbert

There are numerous APIs that will make this very easy for you and abstract away lower level details. For instances Qt has an SQL module (though installing Qt for this may be overkill). Poco libraries, from memory, have a library for DB access though I am not sure that one is under their open...

Personally, I find your cover letter too vague and lacks specifics. Firstly, leave your uncle out of this, this will already free up some space. This is something I'd bring up in the interview if they ask you "why do you want to become a trader". Then rather than saying you have been investing...

I agree completely. Though GP and evolutionary algorithms are not too difficult to grasp, the skill is to formulate your problem in a sensible way the algorithm can work and be trained with. How you represent the problem to the algorithm, potentially pre-treat the data and possibly tweak or...

Though there is an obvious conflict of interest, I have no problem with this at all. Obviously, DB won't nominate unqualified people as Adjuncts - it'd be harming their own reputation and that of the Lab. In actual fact, the Lab was recently putting out ads for MSc and PhD grads from all over...

I understand where he is coming from, but think that this is quite a narrow definition of HF algo trading. It's just that conventionally HFT systems do not actively take positions and are in the business of liquidity provision. In terms of market impact it also depends on how you define it...

Fair enough - for quant analysis BCOM is not the best choice though. It really depends on where you see yourself. If IB'ing or consulting is where you want to break into then do a BCOM - maybe with a minor in maths/stats to distinguish yourself from the crowd a bit. If it's quant'ing then you'd...

I am only vaguely familiar with the OZ HSC system, but I think that similar to Germany, admission requirements to uni are to a large extent a function of supply and demand each year with your HSC score being the differentiating factor. Admission requirements for BSc's being lower may simply...

Which uni are you studying at? Almost every uni (USYD, UNSW, UTS,...) allows you to do a BSc degree in Maths/ Statistics with a major in Finance. They also offer double degree (BCOM/BSc) programs. It really depends on where you see yourself and what your interests are, but if you are leaning...

Have you tried OpenOffice's Maths? It's a pretty good editor - it has it's own typesetting language that's very close to LateX and renders instantly to the document.

How about you approach www.collective2.com and propose a joint venture? I haven't tried them yet, so don't know their terms and as to whether they charge any fees, but should give one a fairly good idea as to their potential real world performance.

That API already exists for both ends. You can call C++ functions from R via RCPP or RCOM (for C++, C#). You can also integrate the R engine into C++, C#... via the statconnector.

I sell my company and brain to the highest bidder, too!

That's my favourite:

Any chance we can see the survey results any time soon? Obviously salaries would be interesting, but I noticed you also put some catch ya's in there (maybe not intentionally so) so I'd be curious to see the results.

Ah ok...The middle one didn't work because you set nPartitions to 1000. This basically will kick off 0 threads and hence the quick result. The resulting matrix should be empty in that case. nPartitions should never be larger than the number of rows in matrix A. I think you need to make the...