Search results

  1. alain

    Laptops in 2017

    FWIW, I moved away from my Mac. I gave it to my wife just because I do a lot of Windows at work now and wanted to go back and write on the screen using a stylus (like the really old days). I'm using a Dell 5285 2-in-1. It's similar to the Microsoft Surface but uses WACOM technology. I'm...
  2. alain


    Again, if the brand name is so important, apply to Harvard in some easy to get program and you will sail through with a Harvard degree. You can't beat that!
  3. alain


    It sounds you are more concerned with the name brand than your education. I can't help you with that.
  4. alain


    This is absolutely nonsense. Courant is a well known institution in Math and top notch in Math Finance. Even the often cited US News Ranking (if you don't want to look at QN) has it #1 in Applied Math for graduate programs...
  5. alain

    certification after a PhD necessary?

    this is my very personal opinion. The CFA will open more doors than any other schooling.
  6. alain

    CMU MSCF CMU MSCF launches Online program

    That was five years ago. In finance, it's like couple of centuries ago.
  7. alain

    MFE: To do or not to do?

    it's the same thing, for and do...while are syntactic sugar around a while loop. @pingu made it clear before. I don't get your point.
  8. alain

    Import data to Visual Studio

    He wants to do the coding in Visual Studio. That's the IDE. He can pick any language that works within Visual Studio. I gave him storage options. These are orthogonal concepts.
  9. alain

    Import data to Visual Studio

    Store the information in a fast <key, value> store and then manipulate from other language. I did this before with BDB and Java and it was lightning fast. Check Tokyo Cabinet and its successor Kyoto Cabinet. You could use HDF5 and then use Java, Python, C, C++ or whatever. This is how CERN does...
  10. alain

    Advices on joining ETH MSc QF program

    This was almost 6 years ago but I can tell you. Two of them were specialist in Particle Physics. They used to work at CERN and the younger of them was very good writing C/C++ code. Both of them were very bright. I don't know the specialty of the other one but I'll ask him (we very good friends)...
  11. alain

    Windows programming, Multi-threading, Database connections in C++

    why MFC's Threading library? Why not C++11 Threads? What sort of optimization? Mathematical Optimization?
  12. alain

    Model validation vs market risk

    Trading on your friend's account might be at unethical or illegal. You might be playing with fire. You will be breaking all sorts of compliance rules but it might depend on the bank. I might be wrong but I will be surprised if any of the big american banks will allow you to do this.
  13. alain

    Best books on probability?

    Fifty Challenging Problems in Probability with Solutions (Dover Books on Mathematics): Frederick Mosteller: 9780486653556: Books
  14. alain

    How much money can a quant ACTUALLY make?

    Not a bank. This is the article I read. It's kind of old but I don't think the failure rate has changed that much: How To Start Your Own Bank Also, if you want to start a bank in the US, it might be easier than you think...
  15. alain

    How much money can a quant ACTUALLY make?

    That is easier than you think, at least in a Caribbean island. 10 years ago you only needed 50k in Cayman island and you were in business.
  16. alain

    How much money can a quant ACTUALLY make?

    start your own business. Even better, start your own bank. The probability of failure of a bank in US now-a-days is less than 1% (any bank - I'll find the link and post it here)
  17. alain

    Why C++?

    Legacy code gets replaced. I don't know what you mean by "storm" by Python is here to stay and for the long haul. It's free. There are tons of libraries for it and it's very easy to learn, read and understand FORTRAN is with us. I don't think FORTRAN is going to be replaced (at least not in the...
  18. alain

    Help! Advice?

    @Daniel Duffy , I don't know if you are familiar with medical education system in the US. It's very different than most of the countries and with a high barrier of entry. They have been trained to analyze problems. Remember, the average MD in the US starts practicing at the age of 30. That's...
  19. alain

    another phd student looking at the fork in the road

    What you need from Stochastic calculus, PDEs and ODEs is not that much unless you go to derivative pricing et al. What you know is exactly what people are looking for now. P vs Q. P won. Read Meucci's article: 'P' Versus 'Q': Differences and Commonalities between the Two Areas of Quantitative...
  20. alain

    Practical Value at Risk (VaR)

    Value-at-Risk: Theory and Practice, Second Edition - by Glyn A. Holton
  21. alain

    How to get companies to take an interest in my profile?

    Please do so we can give you better suggestions on how to proceed.
  22. alain

    Data Frames and Matrizes in C++

    I like the ones mentioned by @pingu instead of boost uBlas.
  23. alain

    Calling all NYC MSF grads! Where are you?

    Professor Jim Liew asked me to post this for all graduates out there: ------------------------------------------------------------------------------------------------------------------ I'm very curious to catch-up with all the NYC MSF students that have since graduated. Where did you go? What...
  24. alain

    Quant Trader: Nature or Nurture?

    Read about the impostor symdrome You are going to be fine.
  25. alain

    Programming with C++ 11 on Mac

    which version of Xcode are you using? A quick google gave me tons of answers. Did you try this? having Macports is good although I prefer homebrew.
  26. alain

    Help me choose between two offers for summer internship (Europe)

    Following Ken's advise. if you have already accepted and then decide to go back on your word, you will leave a mark. People will remember (I will if I'm the one being rejected).
  27. alain

    Advice on further education for quant

    Piece of advise, go back and be a doctor. You already tried finance and it was boring. What makes you thing it won't be boring the second time around?
  28. alain

    COMPARE JHU vs UIUC vs Rutgers(MSMF) why did you turn down UW-CFRM?
  29. alain

    Obtaining an MFE through PhD

    it's not as stupid as you think. It's just opportunity cost. If he/she is willing to take the hit in time, it might as well try to get in. That will be its meal ticket. You might be upset but if he/she gets in, he/she probably deserves it. The world is not fair and now that you want to work in...
  30. alain

    Last quarter of univ. Help me pick classes.

    The Black Swan is not the right book about NLD/Chaos. To read a "fluff" book about this topic in finance, check the following book: BTW, I love that book. If you want to know more, check these guys and their writings (the main characters in the book): Doyne Farmer...
  31. alain

    Last quarter of univ. Help me pick classes.

    The low level stuff that you learn building a compiler has very little to do with HFT.
  32. alain

    Last quarter of univ. Help me pick classes.

    whatever you do, don't take the compilers class unless you are forced to do it.
  33. alain

    Path to becoming a PM

    I don't know if any of those jobs will lead to portfolio manager.
  34. alain

    Put your money where mouth is

    It's not only a tool, it's also a platform. The tool is zipline. You can use it directly without quantopian. They are giving you the chance to prove if you can manage money or not, free of charge. So everybody that comes here asking, can I become a quant? am I too old? Do I need a PhD? or I...
  35. alain

    Put your money where mouth is
  36. alain

    Phd in a world of Quants

    I would say becoming a PhD
  37. alain

    Best books to learn C++

    That's what people usually said before they meet "Measure Theory".
  38. alain

    AM at a BB or Software Dev at a startup for Quant / Quant Trading?

    why would you want to transfer?
  39. alain

    VAR and ADF in r software

    after hours of working, here are the answers:
  40. alain

    AM at a BB or Software Dev at a startup for Quant / Quant Trading?

    why did you regret taking the structuring role? What was so bad about it? Why do you think the algo trading role would be different? It would be good to know more.
  41. alain

    MFE after Ph.D. worth it?

    This is the only thing that matters. Go for it and don't waste your time.
  42. alain

    MFE Program based on profile

    What's your definition of superior? Are we talking about C or C++?
  43. alain

    Is The 30-Year Mortgage Model Obsolete?

    Would you care to give more details? I didn't see any explanation of what you are proposing.
  44. alain

    Is The 30-Year Mortgage Model Obsolete?

    They will need to rent from somebody.
  45. alain

    Career start: Tier 2 Model Validation?

    Ask your friends to hook you up.
  46. alain

    All Excel C++ Interop Interfacing Visualisation here

    any name that conveys the content of the worksheet. Sheet1 is definitely not a good one though.
  47. alain

    CQF + FRM + MBA or FRM+MFE

    As far as I know, MBA programs last between 3 and 4 years. It means that those 3 years of yours are going to grow.
  48. alain

    All Excel C++ Interop Interfacing Visualisation here

    in that case, change the name. That's what needs to be done.
  49. alain

    All Excel C++ Interop Interfacing Visualisation here

    I don't disagree with that. However, using the ordinal number assumes you are looking at the first sheet. If a new sheet is inserted the code stops working. I rather use the name since Sheet1 is going to change to something meaningful (you don't plan to keep Sheet1, correct?) and you can use...
  50. alain

    All Excel C++ Interop Interfacing Visualisation here

    doesn't it make it placement dependent? I don't think that's necessarily an incorrect call
  51. alain

    Large Number of International Students in MFE Programs

    difficulties will show up in memory management, threading, templates and Object Oriented Design. C++11 improved the language a lot. That was a welcoming refresher.
  52. alain

    Large Number of International Students in MFE Programs

    Correction, you were able to quickly learn a subset of C++. Also, you won't easily figure out the syntax in C++ and the transition from Java to C++ is not very easy. The other way around is a little bit easier. I don't know how much C++ you know but from that comment, I would guess that is not...
  53. alain

    MBS interview prepare?

    Check this book: Solve all the problems on this book to get your feet wet (it's old but it will give you a good baseline):
  54. alain

    Quant Blogs is a nice aggregator for quant finance blogs/articles. Check Patrick Burns' blog selection:
  55. alain

    COMPARE Stony Brook quant finance VS Florida State fin math

    I see that you are just following rankings. I tend not to trust rankings that are mostly based on opinions. Let me give you a piece of advice, try to find people who have gone through each of those programs and ask them about their experiences. Send them a quick email if you can (People in...
  56. alain

    COMPARE Stony Brook quant finance VS Florida State fin math

    why do you think Purdue is much better than FSU and SB? And why do you think the SB is better than FSU? I'm unable to make a distinction on one over any of the other ones. So, I'm curious how you arrived to those conclusions. I don't know if you have seen this thread but it doesn't paint a...
  57. alain

    How to proceed with coding this trading application

    you might have a shot them. Call any of these guys and see what can you work out:
  58. alain

    How to proceed with coding this trading application

    Who is going to have access to this site?
  59. alain

    How to proceed with coding this trading application

    That's not going to fly if it is on a public website.
  60. alain

    How to proceed with coding this trading application

    you can pay the fee for yourself but I don't think you will be allow to redistribute the data. So, displaying it on your webpage is out of the question.
  61. alain

    How to proceed with coding this trading application

    if you want to display real-time future quotes, you will have to pay the exchange. They usually don't let that information out for free.
  62. alain

    How to proceed with coding this trading application

    real time futures? who is paying the CME?
  63. alain

    Will I be able to get entry-level quant interviews?

    Depends? let the people in HR shut you down or in the interview. Who cares what this forum says. What's the most you can lose? Time?
  64. alain

    Will I be able to get entry-level quant interviews?

    Let's say we say "No, that won't qualify you for interviews. Don't even try it.". Would you still try to get interviews? Will our opinions stop you?
  65. alain

    I don't know any specifics but for what you want to do, try to get an MBA from Harvard.

    I don't know any specifics but for what you want to do, try to get an MBA from Harvard.
  66. alain

    Quant Jobs for Masters in Physics

    much happier or less miserable as in "if I'm going to be miserable I rather get paid for it"?
  67. alain

    Python relevance

    @Daniel Duffy
  68. alain

    Python relevance

    So you create the assembly on the fly and then load it in the same process? Trying to understand.
  69. alain

    Python relevance

    what's the reason?
  70. alain

    Python relevance

    What do you mean generate code? Like JAXB generate a class that can parse this code automatically in Python? What you are looking for is probably here:
  71. alain

    The steampunk future

    What this guy is missing is the ingenuity of the human being. New problems will come up and humans will find a solution.
  72. alain

    Postdoc, Moving to Quant. finance at 32

    Pressure and stress? So, in finance, you will get something like that or a little bit higher (since you have no experience) with an order of magnitude higher in pressure and stress and less time for yourself.
  73. alain

    Late 30s, trying to break into finance. Update on my job search...

    What do you mean when you say you are trying to break into finance? Which reputable dotcom you left behind?
  74. alain

    R language

    I don't know how much experience you have with R but there are plenty of examples of R in research and production systems. Check the R in finance conference:
  75. alain

    High Asian test scores

    This podcast says a lot about education in US and the world.
  76. alain

    Necessary to learn C#?

    SWIG is a huge PIA for C++ when it gets complex. I have tried it once with the Numerix Library and hate it with passion.... but it's a possible solution though.
  77. alain

    Necessary to learn C#?

    The same approach holds. Write code in python that calls or wraps the legacy code either using Cython or SWIG. That C++ libraries are robust is a discussion for another day.
  78. alain

    Necessary to learn C#?

    I don't know what you mean by using C++ for integration. However, the common usage is to write mostly Python and use C/C++ when you need to really speed up some routines. Then you can integrate them by using something like Cython (this is usually the preferred method) or SWIG.
  79. alain

    Necessary to learn C#?

    Python has been replacing Matlab in a lot of scientific fields and in Academia. You should attend a PyData conference around the World. They are extremely interesting.
  80. alain

    Necessary to learn C#?

    - The New York Times - JPM Athena ( - BAC Quartz These are some of the examples.
  81. alain

    Necessary to learn C#?

    @bigbadwolf You should be writing the 200 lines of tests for everything, not only python.
  82. alain

    Necessary to learn C#?

    For a given problem there might be multiple solutions (e.g. look at Perl). However, there's usually only one obvious solution. Python strives for that.
  83. alain

    Necessary to learn C#?

    Here is The Zen of Python: In [1]: import this The Zen of Python, by Tim Peters Beautiful is better than ugly. Explicit is better than implicit. Simple is better than complex. Complex is better than complicated. Flat is better than nested. Sparse is better than dense. Readability counts...
  84. alain

    Developer vs Quant vs IT

    Base should be probably in the 150-250 range. The rest is in bonus.
  85. alain

    Developer vs Quant vs IT

    it all depends where do you land and what is your expertise. Take Sergey Aleynikov as an example. He was making $400K at Goldman Sachs and Teza Technologies offered to triple its pay. Read more here if you haven't done it already...
  86. alain

    Necessary to learn C#?

    The TIOBE index is a poor measurement when you want to know about how good or even popular is a language in a quantitative field. I expect python to grow in usage in general since it is now taught as introductory programming language in a wide range of colleges in the US. In finance it has...
  87. alain

    Necessary to learn C#?

    ... also, python has easy interoperability with C/C++ (see Cython and SWIG).
  88. alain

    Matrix Inverse Algorithm

    The latter is good. Satisfying your own curiosity and checking how the algorithms work. The former shows inexperience. Linear Algebra libraries have been around since the 60s and those problems are well understood and research. You should check latest implementations of BLAS and LAPACK from...
  89. alain

    Matrix Inverse Algorithm

    @Gene Boo , How did you profile your code?
  90. alain

    Maddux, Glavine, Thomas to HOF

    Greg Maddux, Tom Glavine and Frank Thomas into Baseball Hall of Fame
  91. alain

    what do you think about

    the whole NASDAQ infrastructure is written in Java so there is some sort of a contradiction here. NASDAQ is not the only one, the LMAX exchange is also completely written in Java. The whole speed bottleneck is something very rare nowadays (it was 3 years ago). Check the LMAX architecture and the...
  92. alain

    what do you think about

    these are two different things. Do you want to do Data Science or you want to do Finance? If you want to do finance, what are you looking for? C++ might not be the right answer and while some employers in Finance might like it, people from the Data Science camp are not too fond of it.
  93. alain

    what do you think about

    Before I'll go into details, let me ask you some of questions regarding your application. - When you say millions of points, how much space are you referring to in GBs? - Are you working in 32 bits or 64bits? Which flavor of Unix/Linux? I used to work with around 40GBs of data on a daily...
  94. alain

    Dear Quant Gurus !! SOS

    do whatever your friends are doing. Since you are going to know more than them (your own words), you would probably get higher paid offers.
  95. alain

    Portfolio Optimization Model

    Is this a homework? You should post the full problem.
  96. alain

    MS Industrial Engineers Campus Hiring

    If you can't combine what you learned in OR with finance, you have some other issues. For example, these two guys: Wrote this book which I...
  97. alain

    A career in Finance after MS in Industrial Engineering in US.

    This is an issue all in itself. You should be able to apply what the guide mentions to your specific case.
  98. alain

    List of Big Data programs

    CUNY has a MS in Data Analytics
  99. alain

    High-frequency Trading
  100. alain

    Quant jobs in Internal Audit

    Both of you are right. I tried to be clever and it didn't work out.
  101. alain

    Turning trading hobby into Career

    Do you mean Visualization Library? C++ is a very low level language. Those libraries do exist but are not included in the standard of the language (and they will never be): - OpenGL - Qt - wxWidgets - Windows has its own...
  102. alain

    Phd @ Birkbeck College - Part time

    Here is the advice I received from a previous manager. If you want to do a PhD, do it full time.
  103. alain

    Whats the average age?

    Your comment was not very constructive either.
  104. alain

    Whats the average age?

    I can say the same thing about COBOL.
  105. alain


    get a PhD. They usually pay for it.
  106. alain

    academics and profile

    A machine won't know this and the admission committee won't know this either unless, somehow, you explain that to them (you might not get the opportunity though).
  107. alain

    Integrating R and Excel

    I haven't tried the latest version. What I did is to install RandFriends. That's the R version that site prepackaged. I think it's version 2.15.2
  108. alain

    Integrating R and Excel

    This is what you are looking for: It only works in Windows and it won't be in CRAN because it uses DCOM. I have used it and it works great.
  109. alain

    Financial Open Source projects for beginners

    Maybe that tells you something about Technical Analysis.
  110. alain

    Knowledge level needed to run a hedge fund?

    you don't need a degree to run a HF. You just need to convince people to give you money to manage for a fee.
  111. alain

    COMPARE BU vs posibility of MA in Stats

    I don't think Baruch allows that but check and post it back.
  112. alain

    Books for Algo trading and HFT.

    what kind of books are you looking for? Inspirational books? Technical books? How-to guides?
  113. alain

    Most popular Programming Languages

    Neither. From the article: The TIOBE Programming Community index is an indicator of the popularity of programming languages. The index is updated once a month. The ratings are based on the number of skilled engineers world-wide, courses and third party vendors. The popular search engines...
  114. alain

    COMPARE Columbia vs Minnesota

    What are you gunning for?
  115. alain

    Java Developer Interview (with Quant) Questions?

    expect questions that deal with multithreading and garbage collection.
  116. alain

    Explosion rumor

    HFT will never die and you don't want it to die either. It will change and take another shape and that's a good thing.
  117. alain

    Explosion rumor

    No need for Government regulation, the market will take care of HFT by itself:
  118. alain

    Open Source Financial Software

    4 years ago they were. Look at the date in the post.
  119. alain

    quant career path without PhD

    You can think whatever you want, they might not offer you a job.
  120. alain

    Explosion rumor

    Stop orders... poor souls... :(
  121. alain

    Blazing a Quant Trail... a Bit Late

    Yes. I'll go even further. If you become very good at your chosen topic (regardless what it is), you will find a job no matter of what. However, if you laze it out you won't get anywhere.
  122. alain

    Database for storing and updating trading positions

    how did you know this? Could you post some examples from your application?
  123. alain

    Database for storing and updating trading positions

    Since you want to do NoSQL, here we go. I used BDB and Tokyo Cabinet and they were really fast but it was a headache to do anything. They are just bare bones. Just keep that in mind and allocate time accordingly. You will spend a lot of time in plumbing. It seems that Tokyo Cabinet is being...
  124. alain

    Database for storing and updating trading positions

    Believe? until you profile your code/application you won't know anything about performance. NoSQL is no panacea. Try a relational database first. You can always switch.
  125. alain

    How bad are unfinished doctoral studies for CV?

    unifinished as in "no dissertation"? That's actually very common.
  126. alain

    Tutorial: QuantLib Boost Installation in Visual Studio 2012

    $ sudo apt-get -y install libboost-all-dev
  127. alain

    can I be a quant developer?

    sure you can but nobody is going to knock at your door and hire you.
  128. alain

    COMPARE MIT vs. Carnegie Mellon

    honeycrisp hands down
  129. alain

    Honest Advice Please!

    This concerns me. Maybe I'm getting the wrong idea but what makes you believe you won't be making the same sacrifices (or worse) by switching to finance?
  130. alain


    what kind of job? Any job?
  131. alain

    I can't tell you anything because I didn't go to any of those programs. Try to find some former...

    I can't tell you anything because I didn't go to any of those programs. Try to find some former alumni or current students so you can get good information. I will take all the posts on this site regarding schools with a truck load of salt since most of the people here are just prospective...
  132. alain

    Trading Room

  133. alain

    The Importance of Excel

    good post regarding same thing
  134. alain

    Landing a Job in the "P" World

    Actually no, read Attilio's papers to convince yourself.
  135. alain


    Here are my 2 cents. Programming in R will make you an order of magnitude more productive than using C++ for the tasks that you are usually going to face. RCpp allows you to speed up your R code but that is not going to make you more productive (unless I don't understand what you mean by "being...
  136. alain

    Learning C++

    why? I learned memory management before learning C++. Anybody who learn C first would've learned memory management the hard way. The same applies if you learn assembly language.
  137. alain

    Anyone used puts for personal investing activity?

    the were out of the money and my decision was based on the economics of RIM at that time.
  138. alain

    Margaret Thatcher

    is this a good thing or a bad thing? I really don't know. I have heard opinions from both sides of the fence regarding Thatcher.
  139. alain

    Matrix libraries in C++ and C#

    Armadillo is used by RCpp
  140. alain

    COMPARE UConn MS in Applied Financial Mathematics vs FSU PhD in Financial Mathematics (Full Ride)

    as usual, when in doubt:
  141. alain

    Historic analyst forecast earnings/dividends? Where to find?

    I'm almost 90% sure Datastream has that information ( We used it in our prop model 3 years ago. However it is not cheap. Ok, let me re-phrase it. From what I remember, it was extremely expensive. If you...
  142. alain

    Best Programming languages

    not all the toolboxes are implemented in Python but most of the functionality that you need in finance is... and for free. Matlab licenses cost money. I don't know if you have ever paid for them but it will put a dent in your budget and if you don't do it, it will only take an unhappy employee...
  143. alain

    Best Programming languages

    You are completely missing the point. This is not learning a language for raw speed. This is to learn a language to be productive in solving finance problems. You can produce elegant code, maintainable and with less development time than if you use C/C++/Java and even C#. Python and R are good...
  144. alain

    Job Satisfaction

  145. alain

    Best Programming languages

    you can convert vim (and probably emacs but... everybody knows vim is the best :) ) into a powerful IDE with what you call intellisense and more bells and whistles.
  146. alain

    Best Programming languages

    vim, emacs, eclipse + pydev, spyder.. however, since you are so familiar with VS, you are in luck. Check this out
  147. alain

    Should I use LINUX?

    knowing Linux will be an asset.
  148. alain

    Best Programming languages

    I know Baruch teaches Python besides C++. Here is the thing, usually when you going to an interview for a so called "quant" position, people will tend to ask you C++ questions regardless if you are going to use it or not. Historically this has been the case. Maybe things are changing now but...
  149. alain

    Best Programming languages

    1) It takes time to be really productive in C++ and you will be spending more time in C++ than in doing real quant finance work. You can become productive with Python and R in relatively small time. 2) C++11 just landed. Boost is a great library but it's not easy to work with and if there is...
  150. alain

    Best Programming languages

    execution speed? Unless the code is profiled first there is no point on talking about execution speed... Regarding re-usability, C/C++ don't have a good track record. I'm lying, C has a sort of ok track record, C++ is a nightmare. Again, learn a language that is going to make you really...
  151. alain

    Engineering PhD apply for MFE

    what engineering field? how did you try to find a quant job? did you talk to a recruiter?
  152. alain

    Best Programming languages

    The orinal poster doesn't want to be a programmer but a quant. I guess he/she wants to do analysis using code and implement his/her own algorithms for this. This was the original question In today's world C and C++ are horrible at this. That's also why big financial institutions are moving...
  153. alain

    Best Programming languages

    start with a language that is going to make you productive.
  154. alain

    COMPARE CMU vs Columbia MSOR vs Baruch

    when in doubt:
  155. alain

    MIT MFin No loan for Summer Term

    That probably means the school is not going to help you. You might be able to get a loan but not through the school.
  156. alain


    what's your definition of a "great job"? lots of money?
  157. alain

    HFT's good or bad?

    Well, those quants are creating value for their customers.
  158. alain

    Anyone used puts for personal investing activity?

    these were naked puts. I closed the positions before expiration.
  159. alain

    Anyone used puts for personal investing activity?

    I have done it as a pure speculative bet. I did it on RIM and it was a good bet.
  160. alain

    Gap vs. Switching

    when in doubt:
  161. alain

    good headhunter firms?

    what did you use to do? were you the only one let go?
  162. alain

    Are CQF and GRE sub maths useful?

    Maybe this is like "double secret probation".
  163. alain

    FPGA Programming for the Masses

    for those who want to get into HFT, this might be helpful: PS - Fig 1 and 2 seem mislabeled.
  164. alain

    dentist vs finance

    you are not switching because of the money, right?
  165. alain

    Help! Which Ph.D program should I pick?

    I have only one advice, make a decision and don't look back. Being undecided about which PhD to do could be a very bad idea. This is something that will stick with you for 4 or 5 years of your life.
  166. alain

    Help! Which Ph.D program should I pick?

    Thanks for the reminder. sparks here is the link to help you solve your dilemma
  167. alain

    Choosing CS courses

    I wouldn't say is very 80's but it's not very useful if you want to go into finance (you want to go into finance, right?).
  168. alain

    Getting into quant finance, which course to choose, and other job options.

    talk to recruiter first and see how things develop.
  169. alain

    Choosing CS courses

    You won't need Compilers.
  170. alain

    COMPARE CMU vs. Princeton

    instead of saying "flip a coin", I can send you to a place where they will do it for you. I could go on a rant about been indecisive and going into this industry or about asking strangers to make a decision for you. However, I have read that studies show that human behavior likes when somebody...
  171. alain

    Quantitative portfolio management

    I like these two books better than the one mentioned before:
  172. alain

    Which programs should I apply to now?

    if you go to an interview and they asked the same question I did and your answer is that, the interview will stop right there.
  173. alain

    Just got laid off

    don't be scare. This will be the norm. It's part of being in the financial industry.
  174. alain

    COMPARE CMU vs. Princeton

    friendly reminder
  175. alain

    So You Want to Be a Financial Engineer?

    physicist, if you have to make a hard decision and you are undecided, this can help
  176. alain

    Which programs should I apply to now?

    how much money did you make on your personal portfolio per year? what is your Sharpe Ratio?
  177. alain

    COMPARE Michigan MFE vs Boston Math Fin

    when in doubt,
  178. alain

    Which programs should I apply to now?

    I got it. Make a list of the programs you want to apply and then
  179. alain

    Is Law School a Losing Game?

    it looks this problem doesn't affect Yale
  180. alain

    Which programs should I apply to now?

    P&L? Sharpe?
  181. alain

    Rotman trading competition

    Check the past results:
  182. alain


    $ sudo apt-get install python-numpy
  183. alain


    which distro?
  184. alain

    Switching from Matlab to C++

    I don't think this will ever happen.
  185. alain

    WPI - MathFin

    What kind of PhD? what kind of jobs are the recent graduates of your program getting?
  186. alain

    Economics undergraduate student looking to become a quant.

    That's easy. Check this out
  187. alain

    Switching from Matlab to C++
  188. alain

    Switching from Matlab to C++

  189. alain

    Switching from Matlab to C++

    I don't think the pain justify the gain in this case.
  190. alain

    Switching from Matlab to C++

    One more thing, if you are going to learn C++, learn the new standard. It will make your life way easier.
  191. alain

    Switching from Matlab to C++

    I can tell you that today, they use C++ for production, very little use in research, too much of a pain.
  192. alain

    Switching from Matlab to C++

    You are going to be under a lot of pain. You will hate it and what use to take you minutes or hours to finish will change to days and weeks. You will spend more time writing C++ than solving the problems. In today's terms, there is no such a thing as prototyping in C++. Actually C++ is not...
  193. alain

    When To Apply If You Have a PhD?

    summer is usually a dead. If you are finishing your PhD this Spring, start to apply now.
  194. alain

    Need your thoughts

    wait, then decide. Did they give you a deadline?
  195. alain

    Need your thoughts

    were you accepted to any other program?
  196. alain

    The Coming Glut of Financial Engineers

    It always comes down to one thing: MONEY. That's how it works.