Recent content by trungpham

  1. Is is possible to develop a strategy with EOD data?

    Yeah ! It really works . They are all Inter-day trading strategies !

  2. "MFE program profile evaluation" master thread

    So, my GRE would still be considered. That's what I want to know. Thanks bansalmohit ! @ rajanS: If I take the GRE now, I have to take GRE PBT at my place. Moreover, it's over for registration, even for late registration for the test in 19th November. One more question: what will happen if my...

  3. "MFE program profile evaluation" master thread

    I have a question about application deadline of some MFE program. Is it possible for me to take GRE in February and apply for MFE programs which have application deadline around March or April ?

  4. GRE Test. Tips?

    Yes, I am going to take the new one in October or November. Does anyone want to share any exp or books ?

  5. Euler discretization for Monte Carlo Simulation

    Oh, I've got it. Thanks Brad.

  6. Euler discretization for Monte Carlo Simulation

    As I guess, may be you make a mistake in the expression of X: may be like this X= X + mu*timestep + sigma*Math.sqrt(j)*random.nextGaussian(); , because as "timestep" is no use in this loop of "j" from 0 to m

  7. Quant books for trading individual stocks

    Me too, this is what I' am looking for. Anyone wanna share ??
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