Search results

  1. K

    What is the advantage of C# compared to C++?

    The question is not "what to learn ?" but "what do you want to do with this knowledge ?"
  2. K

    Automated Online Trading Championship 2012. 80K $ prize pool

    Registration - http://championship.mql5.com/2012/en Rules - http://championship.mql5.com/2012/en/rules Previous year results - http://championship.mql5.com/2011/en Previous year winners - http://championship.mql5.com/2011/en/news/141
  3. K

    COMPARE ETH/UZH Vs. HEC Lausanne

    Both are very well known programs in EU but they are slightly different. MSc in Finance from HEC Lausanne is just your typical MSc in Finance with emphasis on derivatives while MSc in QuantFinance from ETHZ & UZH is more like master in Mathematical Finance where hard mathematical courses are run...
  4. K

    How Recruiters See Your Resume

    This is not a very quant related topic but looks like a good read for everyone: What Recruiters Look At During The 6 Seconds They Spend On Your Resume The full report (.pdf) is here.
  5. K

    Has anyone seen a fly on their screens?

    http://screen-bug.googlecode.com/git/index.html
  6. K

    MFE for 6 months?

    No, I did refer to a programs which last 9 calendar months: - MSc in Statistics from LSE - MSc in Accounting and Finance from LSE - etc
  7. K

    MFE for 6 months?

    Well, some programs in UK (LSE for example) last 9 months but they are not compatible with Bologna process as far as I know.
  8. K

    MFE for 6 months?

    CQF ?
  9. K

    Econ or Math Finance

    You can try to find it by yourself via linkedin, for example. The last thing I've heard is that there are plenty of graduates in trading positions with degree in economics in the City.
  10. K

    Derivatives Pricing Question

    I think you should start from FAQ in Quant Finance by P.Wilmott. All your questions which you've mentioned above are answered in this book.
  11. K

    UIUC SOP question

    Do you want to pay ~70K USD for your curiosity ?
  12. K

    UIUC SOP question

    On a side note. Don't mention it. Maybe it's indeed your goal but at the same time it's overused cliche and also doesn't improve the program's placement record if you move to home country.
  13. K

    Malardalen University

    Never heard of Malardalen. If you want to study in Sweden then there are 2 good Unis which offer master degree with specialization in financial mathematics - KTH and Stockholm University - both are very well respected Unis, especially KTH's math department. If you want to focus on computational...
  14. K

    COMPARE EPFL MFE vs Barcelona GSE MFin

    robopool: You over exaggerate here a bit ;) It also would be a lot better if in addition to information about costs you will add what you (and other) students have reached after graduation.
  15. K

    COMPARE EPFL MFE vs Barcelona GSE MFin

    EPFL is more discussed on Wilmott and other sites because EPFL's Math and CS departments are among the best in the world and it should not be a surprise if students from these departments work in London in the same way as from other well respected Math departments. Overall in science and...
  16. K

    COMPARE EPFL MFE vs Barcelona GSE MFin

    Oklahoma State is there, Baruch, Imperial and Oxford are not. Just saying.
  17. K

    COMPARE EPFL MFE vs Barcelona GSE MFin

    Are you aware ? http://www.eda.admin.ch/eda/en/home/reps/eur/vgeo/ref_visinf/visgeo/stutif.html Pupils and students who wish to attend a school or university in Switzerland for more than three months have to submit the following documents: ... A written confirmation of the applicant that...
  18. K

    COMPARE EPFL MFE vs Barcelona GSE MFin

    Well, Europe is big. Are you EU or non-EU student after all ?
  19. K

    COMPARE EPFL MFE vs Barcelona GSE MFin

    Job perspective where ?
  20. K

    A Goldman Sachs programmer was found guilty

    It will be some evidence that I printed a picture of my boss ;) On a serious note, everyone prints tons of information every day. There should be some other evidence to start looking through all this data to find what you have actually done.
  21. K

    A Goldman Sachs programmer was found guilty

    It's called steganography - http://en.wikipedia.org/wiki/Steganography When you send a picture of something irrelevant but some bytes in this image store some valuable information which was added by small modifications in colors.
  22. K

    A Goldman Sachs programmer was found guilty

    "The hundreds" (c), then he copied it into Word before printing so I guess he played with font and layout to have as much as possible on paper. Anyway, it's not a problem to memorize some pretty code from high school. The problem is to memorize tuned code with advanced data structures, pointers...
  23. K

    A Goldman Sachs programmer was found guilty

    Definitely. If a project is only 40K pages (40000x400 = ~1.5Mb which is nowhere near the real world) then it should take approximately one year to memorize it :)
  24. K

    A Goldman Sachs programmer was found guilty

    Impossible. Initial idea that you have in mind is a tiny part of final implementation. There is also work of dozens people who implemented, fixed, re-implemented, tested, verified, tuned and maintained the code throughout the years, let alone some other bright ideas from other people which were...
  25. K

    Engineers break into Investment Banking (IB)

    If you move from middle office to front office in the same company - you usually have enough knowledge of supporting systems to hide all your illegal activity. Moreover, one usually have enough rights to do this because they are not revoked - IT security for front office is a mess, IT security...
  26. K

    CGU MFE

    why did you apply to this program ?
  27. K

    Course on Assembly/Machine Language

    And course on equities and fixed income products is more helpful than time series and econometrics to be a successful quant or trader. I mean, how one can substitute another ? :)
  28. K

    Quantnet MFE Application Tracker

    As for Switzerland, I have never heard that any Swiss university has advertised something outside of the country. It applies even to elite programs like Math / CS / Physics / Biology from ETHZ and EPFL.
  29. K

    Quantnet MFE Application Tracker

    Actually, googling for "HEC Lausanne FERM" doesn't yield any reasonable resutls. Maybe "UNIL MScF - FE" or "HEC Lausanne - MScF - FE" would it a better choice? This program also has 2 more specializations which are held by other Swiss universities, but only in Lausanne one can study Financial...
  30. K

    Quantnet MFE Application Tracker

    Master in Finance with spec. in Financial Engineering, HEC Lausanne. http://www.hec.unil.ch/mscf/Welcome, http://www.hec.unil.ch/hec/masters/127 It was established in 1993 if I recall correctly but reorganized few years ago from 1 year to 2 years master program. If you search through...
  31. K

    How to 'demonstrate knowledge of Finance'?

    No, I contribute from time to time to this and other sites on stackexchange.com, however I've never applied to any MFE program - I was thinking about this some time ago though.
  32. K

    How to 'demonstrate knowledge of Finance'?

    Just an example of what I would do in this situation but take it with a grain of salt though. 1. Register on http://quant.stackexchange.com/ with your real name. 2. Contribute 3. Include link to profile in your CV 4. ... 5. Profit !!!
  33. K

    Advice Needed

    12K for tuition only or 12K for tuition + living ?
  34. K

    Why Java would be used over C++

    From techincal point of view both are turing complete so there are no advantages in terms of ability to do something in one language while it's impossible to do in other. However, there are lot of things in Java world to maintain code easier and speed up development which allow your to reach...
  35. K

    COMPARE Columbia MFE & MSOR Inquiry

    Would not it be better to ask Columbia Admission Office or contact someone from IEOR ?
  36. K

    Screwed up my life

    If you are that smart you can get a position in Big 4 or BB or whatever famous company you can find in your home country. Goldman and DB are not limited to City and Manhattan - these are global corporations for some reason. With some real experience and solid name in your resume and some $$$ on...
  37. K

    Baruch MFE Transcripts exceeding 2 MB

    Are you sure that you can't reduce it ? There are so many scanning options to decrese size of a pdf file (indexing for search, dpi, font etc.) Are there other options to upload the file instead of PDF ? Try different image formats with different compression options. Consider jpeg vs png - jpeg...
  38. K

    Online or Distance Learning Probability Course

    http://distance.ncsu.edu/courses/course-details.php?id=BUS:350::601:SPRG:2012
  39. K

    International Professional Ranking of Higher Education Institutions

    http://www.mines-paristech.fr/Actualites/PR/Ranking2011EN-Fortune2010.html
  40. K

    Best book for self-learning C++?

    Thinking in C++ by B. Eckel. Free, edited by community, the name speaks for itself. PDFs are on the author's web site - http://www.mindview.net/Books
  41. K

    "Don't do an MFE to become a trader"

    The advice on this forum is not about applications of MFE degree for a trading position, the advice is about to be as precise as possible about your goals, how to achieve your goals, about to understand what it takes, how to recover from failures etc.
  42. K

    Assembler language

    It could be but time to market will suffer.
  43. K

    Assembler language

    If need advice and/or motivation from others to learn something then ... you don't really need it :)
  44. K

    Assembler language

    Not really, you just should be aware of this and keep it all in your head what is very tiresome - just look at these 300-400 pages manuals from AMD and Intel.
  45. K

    Assembler language

    Yes, unless you use CPU specific instructions (SSE/SSE2 etc). However, if you don't use CPU specific instructions the point of writing in assembly language converges to zero.
  46. K

    Assembler language

    1. FPGA is new king for high performance algos 2. GPGPU is another approach but future belongs to FPGA 3. If you are still interested in assembly language the best source that i'm aware of is here http://arl.wustl.edu/~lockwood/class/cs306/books/artofasm/toc.html
  47. K

    New Quantnet forum software

    Yes, absolutely. The only other way to return to interesting posts right now is to google "quantnet <thread title>".
  48. K

    Stochastic Processes in Finance

    Create a new R package which would allow other people to use your new model.
  49. K

    Internship advice

    Do you consider Finance IT option, at least for now? Last thing I've heard is that there are UBS IT in Cracow and Barclays IT in Prague.
  50. K

    "MFE program profile evaluation" master thread

    I'm not that sure that LSE is a safe bet. If you look at the programming courses at LSE than there are only few Java courses for MSc in Applicable Mathematics and C++ for MSc in Financial Mathematics and that's all. Hence, I very doubt that if you are not a CS major with some hardcore low-level...
  51. K

    The young and the lazy

    Asking someone else is to do the real work for you for free is. I don't see any problem if people are different and not all of them are willing to take a high risk-high reward position. Moreover, the p.5 and author's view reminds me some clients from this hillarious video.
  52. K

    The young and the lazy

    Could someone explain what's wrong with p. 5 from this article ? It's seems like a legit response to me.
  53. K

    How do we minimize latency in Trasporting Data from Exchanges to our Network & then from our process

    There is no single thing like overall latency, there are tons of latencies to consider: - number of hops on route to the exchange - can you decrease it with optimized routing table and specialized hardware ? - transfer protocol overhead - are you sure that you need extra packets with...
  54. K

    The 7 Laws of Bonuses

    It's more like - you can talk about bonuses but you don't initiate the talks.
  55. K

    Trading Systems - Putting it all together

    High frequency trading system design and process management.
  56. K

    Probability Puzzle

  57. K

    MSSQL vs Oracle SQL

    For what kind of tasks ?
  58. K

    Unique Backround

    May be it would be wiser to contact Chicago MSFM program directly to speak with director or someone else who can give you more reasonable advice ?
  59. K

    Ranking list 2011

    There are 2 type of programs: 1. Fit your needs. 2. Don't fit your needs. And these rankings - they are not a destination but starting point in the process of understanding your needs. Moreover, most rankings don't cover programs in Applied Mathematics, Statistics, Machine Learning...
  60. K

    Guess 3 natural numbers

    A question which is asked on interview in some software development companies. I guessed 3 natural numbers - x,y,z. You can ask me about two sums of these numbers with any coefficients - a,b,c. For example, you give me a1, b1 and c1 and I tell you the result of the exrepssion a1x+b1y+c1z. Give...
  61. K

    Programming competition thread

    http://code.google.com/codejam/ - tasks from previous competitions are available - use whatever language http://projecteuler.net/ - my favorite - use whatever langauge. I'm competing with a friend here. The nice part is that after you solve the problem you can look at the discussion from other...
  62. K

    Michigan MFE asking for revising advise

    If you have an interesting story then people will be eager to hear more. If you will repeat cliche after cliche during the whole presentation then people will be upset after the first 30 seconds and eventually press "fast forward".
  63. K

    Michigan MFE asking for revising advise

    I have never applied to any MFE program but if this presentation is similar to "talk about yourself" question on any other interview than please find my concerns below. They already know it from your CV/Transcripts. You just spent 1/5 of your time on something other people already know and you...
  64. K

    Use headhunders vs. apply by ourselves?

    Indeed. For some reasons in some situations companies don't like to specify explicitly that they are hiring a person in this or that area (e.g. for a new project or for a new type of products etc.). Therefore they prefer to work with HH, hide behind and only interview people who they agree to...
  65. K

    Free C++ Matlab VBA Python code for derivatives pricing

    More free C++ code. http://finance.bi.no/~bernt/gcc_prog/recipes/recipes/
  66. K

    About Stanford's new coursework

    "If you know something, just say you know it, and then be prepared to answer questions about it during your phone screens and/or interviews. " (c) Steve Yegg. Ten Tips for a (Slightly) Less Awful Resume
  67. K

    Questions about MFE Program admission

    Make sure you don't have the same typo in your CV ;)
  68. K

    Dominic to Java developers: Quit NOW

    This is exactly what Joel Spolsky mentioned in his article about The Law of Leaky Abstractions. Joel gives some very nice examples of leaky abstractions and C++ like Java and like other programming language is not protected from a weird things. One of the examples from this article:
  69. K

    Dominic to Java developers: Quit NOW

    Not really - I'm not that sensitive :) My post is not about to defend Java (either as language or some way to get more money) but to get a better arguments to abandon it.
  70. K

    What would Feynman do?

    There was a thread recently about the 25 weirdest interview questions. These questions remind me the post from Eric Lippert (C# compiler architect in Microsoft) who tried to imagine the following situation: So enjoy the great read. What would Feynman do ?
  71. K

    Dominic to Java developers: Quit NOW

    Are C++ fanboys loosing their ground to other programming languages so badly that they start to atack them? Few random points though. I'll give a hint. You can't leave a school without some basics in math in almost all countries. Does it scare you? Should all quants and financial engineers...
  72. K

    OUTSOURCING: GOOD or BAD

    I don't quite understand the bolded part - you don't agree with what exactly? That this schema exists, that it works or something else ?
  73. K

    OUTSOURCING: GOOD or BAD

    All above is just some humble opinion from my past observations. I've been on both sides. The problem with outsourcing is that some companies don't understand how to deal with it. For them it's just the way to reduce costs but in reality it's a completely different way to run your business and...
  74. K

    Rogue Trader Lost $2B at UBS

    Hm ... Never ? What's "illegal" position and how come that bank's internal restrictions (about a position's limit) can put someone in jail? FYI, Nick Lesson wasn't pleaded guilty because his actions destroyed Barings or he blowed the limit but because he forged some documents in order to hide...
  75. K

    Quant Noob Here

    It was edited I believe - OP is a self-starter and learn from his mistakes which is a good sign :)
  76. K

    Quant Noob Here

    Hi, Tip №1. Never ever start a presentation of you from weaknesses. Tip №2. Never ever mention MFE, Quantitative Finance and HTML in the same paragraph let alone the same sentence. You are welcome :)
  77. K

    Department head says job is boring

    I would run and run fast - 2 things come to mind: - they are indeed bored - you are not welcome, if it's a boring job but they want you they will never ever tell something bad about this position It either case it's not worth a further discussion.
  78. K

    Java vs Matlab

    Define "fully utilise"? Both are Turing-complete.
  79. K

    How to build a High Frequency Trading system

    Never heard about this. The only blog which is close that I'm aware about it's a Matt Davey's Tales from the Trading Desk. Not HFT's quant but he covers a lot essential things in his blogs from order management and communication with exchanges through appropriate data strucutres, algorithms and...
  80. K

    Coding skills?

    There is comics at xkcd.com on the same topic as P. Norvig's article that alain has posted above.
  81. K

    Salary History

    Your paper copy of contract is not terminated suddenly when you leave the company.
  82. K

    Salary History

    You were fooled :( Usually there is an appendix to your contract. This appendix contains some information about the situations when it's ok disclose your salary - something like "Only to the lawyer or government or similar" - it's written in better enlgish of course. It could be a lot wiser to...
  83. K

    .NET HFT systems

    Few random replies about the topic. RTJ and any other real time specifiation have nothing to do with speed. Read time is always about guarantees and never about speed of execution. If you can guarantee that under any circumstances you can complete required operations in 1 hour (whatever other...
  84. K

    Google+ is really awesome.

    I disagree. You WON'T have to go to the Facebook or twitter only when all your friends will move their social life to Google+. Did they move to Orkut ? Did they move to Wave ? Did they move to Buzz ? Did they use Knoll instead of Wikipedia ? Did they use Google Videos instead of Youtube ? If...
  85. K

    Google+ is really awesome.

    I smell another fail here like with orkut, buzz, wave etc. I appreciate their persistent effort but they have to understand - if I use gmail for some communications with friends or for business purpose it doesn't imply that I want it to be my twitter, tumblr or facebook and I want to be annoyed...
  86. K

    Ten Tips for a (Slightly) Less Awful Resume

    It looks like that a lot of fresh graduates here work in development roles (because there are a lot of questions about software development) and to some degree tips for IT resumes should be helpful for them as well. I just found quite good article from Steve Yegge in my old bookmarks about...
  87. K

    Who uses Latex?

    As for LaTex there is a great side called - CV Inn with a very neat introduction how to write your CV in LaTex - http://www.cv-templates.info/ As for .doc it is indeed a very bad choice. If you still want to use MS Word format then you can save it in .rtf. - rtf can be read on a many plarforms...
  88. K

    Disruptor - Concurrent programming framework

    There is some buzz around the new open source framework for concurrent programming - Disruptor. It is an essential part of infrastructure for LMAX exchange. Project's site at Google Code Techical paper for Disruptor Video presentation at QCon
  89. K

    C++, what else?

    The only things that beat Java and only in FO are C++ and VBA as it was mentioned above. This is pretty clear and there is no need to prove the obvious thing. The whole point of our discussion is the following: Java beats all other C based languages except C++ in terms of popularity and...
  90. K

    C++, what else?

    I've counted. Still can't understand what is your criteria. What are other options ?
  91. K

    C++, what else?

    Years of experience. What is yours? Yep. Mark to market ;) Yep. Go ahead. C++ can be ahead of Java (for pure financial engineering roles). C# can be close in some cases and in some banks with strong MS lobby but usually there are less positions. C ? No way!
  92. K

    C++, what else?

    This statement is completely wrong. Go to your preferable web site with jobs postings in finance and comapre Java vs C++ vs C# vs whatever. Java is far ahead of every other programming language - back office and middle office are Java worlds right now and there are no reasons why this should...
  93. K

    GPU Support in VS C++ v.Next

    In addition to AMP from Microsoft AMD had announced gDEBugger. http://developer.amd.com/tools/gDEBugger/Pages/default.aspx Few screens are below: http://developer.amd.com/tools/gDEBugger/PublishingImages/4_api_statistics_view.png...
  94. K

    I am very good at computer programming but very average at maths... can I be a quant?

    Write some code in C-style, compile it with C++ compiler and pretend that you wrote in C++;) PS. Just kidding.
  95. K

    Back Office IT to Quant/S&T

    I had an opportunity to work with three devs who moved to FO recently - one moved to flow trading and two others became quants (desk and algo trading, respectively). All are extremely good developers and worked very hard for 7-10 years in IT for the same BB to get perferct understanding of the...
  96. K

    How To Write Unmaintainable Code and Enjoy Lifetime Employment

    Nice link! It's so called "job security through code obscurity". There is a great peresentation available on this topic - Unfactoring from patterns.
  97. K

    French MFE Programs

    http://sfi.epfl.ch/mfe (MFE @ EFPL) - if understand "French MFE taught in English" right.
  98. K

    GPU-augmented OS kernel

    Agree here. There is no way to reuse kernel for these tasks. I was mainly thinking about system programming that could help GPU to blossom. No, just find this approach when you don't have to rewrite your code a lot more promising.
  99. K

    GPU-augmented OS kernel

    You already answered this question already, don't you? We need to have improved syscall implementation and this is the reseach goal of kgpu project. And of course there is so much software on top of kernel so you will not even know that you use GPU in kernel mode. On the other side maybe it's...
  100. K

    GPU-augmented OS kernel

    At the moment the only way to utilize GPU for legacy software is to rewrite it from scratch which is quite consuming task. The better way would be, and KGPU is designed with this in mind, is to allow kernel decide what is the best way to utilize resources and if it's suitable to use GPU let it...
  101. K

    GPU-augmented OS kernel

    Nvidia and University of Utah released KGPU to the community - http://code.google.com/p/kgpu/ (source code is available) This lools like a next big thing that can really move GPU closer to end users because there is no need to rewrite the code - transition is quite seamless, just run the code...
  102. K

    Programming / Technical Interview Questions

    And the next question is (usually) - lets consider we have 1000 rooms will you generate 52K cards and then shuffle every deck or you can come with more memory efficiten solution and how will you shuffle cards in this case.
  103. K

    MAC or Windows laptop for MFE students?

    But whatever you want then use prefered software for dual boot (for Mac see http://www.apple.com/support/bootcamp/) or virtualization software.
  104. K

    What is the best Visual C++ .Net book I should start with?

    Don't waste your time on C++/CLI - I guess this is what you mean by .NET from C++ perspective.
  105. K

    What is the best Visual C++ .Net book I should start with?

    If so then consider one of the following: http://www.amazon.co.uk/CLR-via-3rd-Jeffrey-Richter/dp/0735627045 - The best and the most precise description of CLR if you don't count CLI specification ;) http://www.amazon.co.uk/C-Depth-Jon-Skeet/dp/1935182471 - C# and BCL. Simple language...
  106. K

    What is the best Visual C++ .Net book I should start with?

    And the best thing about this book is that it's free. However, I'm concerned that roni's book could have introduction to C++/CLI.
  107. K

    What is the best Visual C++ .Net book I should start with?

    I'm confused what do you mean by "VisualC++ .NET" ? - C++ development in VS - C++/CLI - Win programming (MFC, WTL, COM) in VS All books you've mentioned are about completely different things.
  108. K

    Where is the bottle-neck in trading?

    Maybe I misunderstand something here :) Could you point to the papers/slides if possible. So far these words look quite odd to me: - Everyone uses the same algorithms and there is nothing new to propose != bottle-neck. - Everyone is able to process data 10^6 times faster than they were few...
  109. K

    Rumor: Windows 8 Set for September Reveal

    Yes, it looks so. I only hope we are not the only persons here who read all this stuff ;)
  110. K

    Rumor: Windows 8 Set for September Reveal

    Yes, it was so. Until you tried to compare apples with oranges and brought .NET with MFC into discussion to say that it's completely new de-facto API and somehow and tried to compare XLib with WinForms. If you want to compare XLib with its counterpart don't tell me about MFC but use GDI+ for...
  111. K

    Rumor: Windows 8 Set for September Reveal

    Why ? I don't care whether they are multi-platform or not - it's the same level of abstraction on top of graphics API as MFC or WinForms or WinApi. .NET API is multi-platform now because of Mono. Should we eleminate it from discussion? Ok. Lets go through your example. I just modified it a bit...
  112. K

    Rumor: Windows 8 Set for September Reveal

    Yep, agree about this - I thought you were talking about another level of abstraction. Lets look at XLib as example of well established API in the Linux world - we have XLib and on top of it we have QT, GTK, Motif etc. Lets look at GDI+ as counterpart of XLib from the Windows world - we have...
  113. K

    Rumor: Windows 8 Set for September Reveal

    How come that Linux platform is not overhauled by QT and WxWidgets and XUL for native developemnt and Swing and SWT for Java and lets not forget about Abobe Flex SDK? I bet they copy each other in terms of core functionaliy however I don't see anything wrong in good understanding of all or at...
  114. K

    Rumor: Windows 8 Set for September Reveal

    Yes, agree here. I just didn't want it to look like good vs. bad but rahter one way vs. another way. You can have a very good support from one part the community and in different situation you can be treated like a retard by another part. However, I can't agree with that - well, to be...
  115. K

    Rumor: Windows 8 Set for September Reveal

    Yes, you are right I refered to this problem exactly. However, I woudln't state that everything is clear with programming interfaces in Linux. There are great things (for example, I am big fan of D-bus and it is what COM should actually be) but to say that situation as whole is a way better than...
  116. K

    Rumor: Windows 8 Set for September Reveal

    Still light years ahead of compatibility between different Linux distros.
  117. K

    Rumor: Windows 8 Set for September Reveal

    Reason for 99% of alls BSODs is a poorly designed driver which is not ceritifed by WHQL (Windows Hardware Quality Labs) and failed to handle situation like memory allocation failure due to fragmented memory or something like this. This small window which usually pops up when you try to install...
  118. K

    Rumor: Windows 8 Set for September Reveal

    Win 7 / Vista have a lot of new features. Of course both are desktop OS so mainly it's about how to develop UI (think about Touch API, Taskbar, High DPI, Sensor and Location API, Direct2D and DirectWrite technologies, interaction with devices and power management etc.) but there are also very...
  119. K

    API programming with UIUC MSFE (Practical workshop)

    Because it's not about speed - you still can't handle a tick-level data here and don't realy need it - but ease of implementation and testability.
  120. K

    Are quant job more and more like developer

    I see another pattern here - recruiters try to sell more and more positions with words "quantitative" and "front office", even if responsibilities mean work on wrapper around wrapper around quant lib with other unrelated stuff they would still try to sell this position to you as "quantitative"...
  121. K

    Coding skills?

    Few points from me: 1. Be able to overcome "leaky abstactions" http://www.joelonsoftware.com/articles/LeakyAbstractions.html You have to understand what's going on under the cover - Java, C++ or whatever. Garbage collection or shared pointers are great, but you have to undertand what...
  122. K

    Random funny pics

  123. K

    Best Programming Language for Finance

    The name of the article is a bit misleading. Should be something like "Why we don't hire one trick ponies".
  124. K

    Baruch MFE Baruch MFE Interview

    Why not ? :) There are a good dozen of such topics about interview questions at various companies - Jane Street, GS and Two Sigma to name just few and, more to say, I think that every graduate student, is very intersted to see more topics with interview questions at these companies on this and...
  125. K

    Suggestion on memory allocators

    Hi What exactly shows that Boost.Pool is a bottle neck and what interface do you use? Is your app multithreaded? Maybe it's not allocator itself but just a contention for the single pointer. Have you looked at other malloc improvements? As for custom allocators - there is no silver bullet. If...
  126. K

    OOP is out of the CMU Computer Science Introductory Curriculum

    F# is a very small part of the FP world. Erlang and Haskell have very mature implementation of their VM available on Win, Lin and Mac. Lisp and ML are not far behind. F# on the other hand has it's own place - functional programming in the .NET/Excel world where it's nice to have. Perhaps I...
  127. K

    OOP is out of the CMU Computer Science Introductory Curriculum

    http://www.infoq.com/news/2011/03/oop-out-at-cmu IIRC, CMU was the first university where they introduced Master in Computational Finance with a good portion of C++. And now they are the first to drop OOP out of their curriculum for the 1st year CS students. Imo, it's quite interesting trend...
  128. K

    GPA evaluation

    GPA is great indicator of commitment and overall level for recent graduates. It doesn't matter a lot for those with experience who can demonstrate in their CV something other than list of relevant courses, for example, to mention a new risk management system in major IB that was built from...
  129. K

    Why Is Wall Street So Addicted to Prestige Colleges?

    I believe that they have all the rights to think so. The "problem" with universities in Germany/France/Russia is not that they are weak but that academics in these countries have created their own "ecosystem" where they teach courses in russian/deutsch/french, are published in journals in...
  130. K

    [Humor] Bjarne Stroustrup: "I Did It For You All..."

    http://harmful.cat-v.org/software/c++/I_did_it_for_you_all
  131. K

    Quant Finance on Stack Exchange

    Private beta has been opened - Log In - Quantitative Finance - Stack Exchange Public beta will open in one week, at February, 7.
  132. K

    How should I prepare for MFE's requirement on C++ programming ability as a complete newbie??

    There are many ways to start with C/C++ and every has its own pros and cons. I would recommend my own. Start with Amazon.com: C Programming Language (2nd Edition) (0076092003106): Brian W. Kernighan, Dennis M. Ritchie: Books by Kernighan and Ritchie. It's small book but it covers everything...
  133. K

    Questions about SOP

    As for p.1 it's quite helpful. I think I undestand what you mean, Andy. Thanks for time to explain!
  134. K

    Questions about SOP

    Some time ago I've started to work on my application package to prepare myself for MFE and 2 questions have rised. Perhaps someone has something to share. 1. Let say, I had personal problems in my last year in the university (disease of a family member) therefore my thesis was some kind of weak...
  135. K

    Need C# advice

    Start with tests! If you have some classes for numeric operations than you need to have test cases. Just write the simple client for your code, when you will start working on test cases you will see possible problems with your code - somewhere it would be hard to inject dependencies, somewhere...
  136. K

    Wearing glasses can improve job prospects

    Glasses: the ultimate image changer
  137. K

    Early Expiry Volatility

    You may want to look at Jim Gatheral "Volatility Surface" book. It has nice article on volatility surface asymptotics in general and short expirations in particular.
  138. K

    Interview Questions at JPMorgan Sales and Trading

    Then you should enjoy this :) code slate: you don't bury survivors
  139. K

    Top 10 cities for a career in Finance

    I'm not quite sure about "career in finance" but if you ask about "to start career in finance for a foreigner" I would rank Hong Kong as No 1 from my experience - it is limited so take it for what it worth but it's still a someone's experience ;) - Very easy to get work visa - 2K USD...
  140. K

    .NET 4.0 vs .NET 3.5

    Tons of them: - New security model from SL - Covariance and contravariance for interfaces (was here previously for delegates) - Lock free data structures and few more synchronization primitives - Thread pool improvements = multiple queues + work stealing - Optional and named parameters -...
  141. K

    Types of quant

    You may want to look at http://www.markjoshi.com/downloads/advice.pdf
  142. K

    Which programming language for faster optimization and iterative processes?

    One way is to look at C++ and libs. You can try to use Boost or some math libs. For example, intel math library - Intel® Math Kernel Library - Intel Software Network Another way is to look at specific languages (compiler / runtime). For example, Google uses sawzall for logs processing and it's...
  143. K

    GPU is comming to .NET

    InfoQ: Targeting the GPU with GPU.NET - new product has arived (it's still beta though) Neat tutorial on how to start: Tutorial: Your First GPU.NET Application | TidePowerd Implementation of BlackScholes is also availabe among few examples: CSharp.BlackScholes at master from tidepowerd's...
  144. K

    Why Computer Scientists find it hard to get jobs

    MIT already switched to Python from Schema. There are various interviews with Sussman about this decision. For example, you can find it here: Why MIT now uses python instead of scheme for its undergraduate CS program | cemerick However there is no single word about C++, pointers, recursion...
  145. K

    What resources you use to learn about MFE programs

    If one has general quesion, then he should not complain about general answer. It's very hard to provide description of program in general because different people have different priorities - one is very interested in scholarships while another just doesn't care, one is interested in placement...
  146. K

    What resources you use to learn about MFE programs

    5. Linkedin can be useful to track the career path of former students or contact the current students/look at their background.
  147. K

    LSE smashes world record trade speed with Linux

    So, to see the performance improvement they replaced outdated SQL Server 2000 and managed apps on Windows server 2003 with brand new server and native apps. Hmm ... I wonder, did they run benchmarks with Oracle 8th version as database on backend? ;)
  148. K

    GPU programming in pure Java from AMD

    AMD unveiled alpha version of their pure Java API for GPU programming. InfoQ: Aparapi: New, “Pure Java” API for Executing Arbitrary Compute Tasks on GPUs Unveiled at JavaOne Aparapi (home page)
  149. K

    Creating a makefile

    Until you post your makefile and say what exactly doesn't work there is not too much to say.
  150. K

    Better fonts for coding

    I realy like DINA - Dina Programming Font - DonationCoder.com (it's modified Proggy) It has all the characters on the first page and you can see that it was speciall designed to distinguish between: - 1 (one) - ! (exl. mark) - I ( like L) - l (like big I) - o - 0 (zero) - O - braces...
  151. K

    Algorithmics Text

    I would stick with the book recommended by your ppofessor even though I've never read "Foundations of Algorithms" by Brassard.If you are looking for extra information there are 2 books in alogrithms that are must have in my opinion: 1. "Introductions to Algorithms" by Cormen (you've mentioned...
  152. K

    Best C++ for experienced VBA/PHP developer

    Hi There are 3 books that I would recommend in your situation. Thinking in C++ by Eckel - to cover some basics. it's available online for free and it's great book to begin for someone with experience. Coding standards by Sutter - to be familiar with best pratices, possible pitfalls Effective...
Top