Search results

  1. Eugene Krel

    A film about var?

    actually demonstration/information content wise I liked "Too big to fail" ( much better.
  2. Eugene Krel

    A film about var?

    i found moneyball extremely boring, but maybe it's because i find baseball extremely boring.
  3. Eugene Krel

    Popular Electronic Trading Platforms

    interactive brokers maybe
  4. Eugene Krel

    Quantitative proof of election fraud

    hold the presses, russian elections get manipulated? although i did like the article.
  5. Eugene Krel

    Best instrument/method for speculation?

    nobody is going to just let joe the plumber write naked calls or puts all willy nilly.
  6. Eugene Krel

    The young and the lazy

    that guy needs a better screening process for interns and a higher tolerance for bullshit from freelancers.
  7. Eugene Krel

    An Ethical Question !

    a good poker player is that much more intimidating if you know he has a phd in combinatorial mathematics.
  8. Eugene Krel

    An Ethical Question !

    i have a friend who is completing a social work degree. his contribution to society will be far greater than anything I can provide as an fe. of course, i can come up with a silly idea that will be used to sell homes to people that can't afford them, but does that make me Jimmy Carter?
  9. Eugene Krel

    Heston Nandi option pricing with Maximum Likelihood Estimation
  10. Eugene Krel

    Calling C++ from VBA
  11. Eugene Krel

    Guess 3 natural numbers

    well you can always figure out 2 of the numbers. seems like to get the 3rd you would need to use the fact that they are natural numbers, but I am not sure how.
  12. Eugene Krel

    A film about var?

    having watched the movie now, I think it's quite good (strong allusions to goldman etc..) i stand by my "film about var" statement. benzb-whatever, if you are familiar with the context of the movie you would understand why var. i don't understand why they kept showing the bofa tower in...
  13. Eugene Krel

    Clamping Down on Rapid Trades in Stock Market

    try to take your statement out of a financial context and re-think it again.
  14. Eugene Krel

    Clamping Down on Rapid Trades in Stock Market

    as silly as it sounds, it's their job to make markets.
  15. Eugene Krel

    A film about var? now my life is complete! ...$8 trillion of paper rely on that equation...
  16. Eugene Krel

    Clamping Down on Rapid Trades in Stock Market

    As a side note, according to FT article from today: a study by CFTC claimed that the traditional market makers bore more blame for the flash crash than HFTs because they never stepped back in, whereas HFTs came back after liquidating their net positions.
  17. Eugene Krel

    Clamping Down on Rapid Trades in Stock Market

    Interesting article. While I agree about the erosion of confidence due to events like the flash crash, a lot of what they say after that sounds like conspiracy theory with some truth laced in.
  18. Eugene Krel

    Clamping Down on Rapid Trades in Stock Market

    This is already in place, at least on CME.
  19. Eugene Krel

    Clamping Down on Rapid Trades in Stock Market

    we can always go back to having 200 drunk guys on an exchange floor shoving paper tickets in each others faces. At least it's entertaining to watch. A minimum limit order persistence time will solve nothing for the people that complain about HF now. They will still be too slow to react compared...
  20. Eugene Krel

    Online Trading Platform

    Unless you are thinking about a different flex Trade, it's not free or even relatively cheap.
  21. Eugene Krel

    2011-2012 Quantnet Ranking of Financial Engineering (MFE) Programs

    Given two excellent candidates of equal strength, this would be a tie breaker if I remembered about it while choosing.
  22. Eugene Krel

    2011-2012 Quantnet Ranking of Financial Engineering (MFE) Programs

    definitely a big improvement over 2009 in terms of methodology.
  23. Eugene Krel

    Isn't this joke ambigious?

    old joke about judging people, traditionally it's a blonde waitress.
  24. Eugene Krel

    God's laptop

    embrace the power of multiple paragraphs.
  25. Eugene Krel

    S&P Downgrade Effects

    Friday we saw approximately twice the usual volume in interest rate futures on a non-farm payroll day. This was before CME markets closed and S&P made their announcement.
  26. Eugene Krel

    When Milliseconds Make Millions: Why Wall Street Programmers Earn the Big Bucks

    An article that cites slashdot user comments and wikipedia...
  27. Eugene Krel

    Bitcoin - a new kind of currency

    and yet....
  28. Eugene Krel

    Cost of living in NYC- a break down

    not every affluent person has to wear a $10k suit on the subway. they might be wearing ripped jeans and a tshirt just as easily.
  29. Eugene Krel

    Cost of living in NYC- a break down

    there is a vast difference between living on foodstamps and not....
  30. Eugene Krel

    Cost of living in NYC- a break down

    i weep for those living outside of their means.
  31. Eugene Krel

    No Windows at Google

    and there i thought google was sun-starving their employees
  32. Eugene Krel

    How to improve my English level?

    shark week, aka 7 days of english vocabulary improvement.
  33. Eugene Krel

    How to improve my English level?

    watch television.
  34. Eugene Krel

    Where do you stand politically?

    42 is always the answer
  35. Eugene Krel

    How to Save Greece

    non-Greeks perceive that they stand to lose more than Greeks.
  36. Eugene Krel

    Interview stories...

    Thinking is the root of all evil.
  37. Eugene Krel

    What phone do you have?

    iDroid 7
  38. Eugene Krel

    Bill Gates: Why MIT Matters

    so.... MIT is great. That article reads like a wiki page to me.
  39. Eugene Krel

    Boot Linux from your browser

    Pretty neat. Wonder if he avoided ssh since the thing is running on his hardware.
  40. Eugene Krel

    Bloomberg C++ Server API

    From what I remember you need to run the code on the same machine where the terminal is running.
  41. Eugene Krel

    Help needed with one integral
  42. Eugene Krel

    NY MoMath museum aims to add to math appreciation - WSJ

    the plan is obviously to breed more mathematicians.
  43. Eugene Krel

    Why you should cry for the intelligence of the human Race.

    i am too disturbed to think...
  44. Eugene Krel

    Finance major getting into mfe program

    So...are you just a math genius in disguise? Good luck with your MFE application...
  45. Eugene Krel

    Is Algo Trading a Realistic Option at Home?

    double rnd = random(); if(rnd > 0.5) buy(); else sell(); I can definitely run that at home.
  46. Eugene Krel

    Comparing Binomial and Monte Carlo with Black Scholes

    what happens when you try to value an American Call?
  47. Eugene Krel

    R Finance 2011: Chicago April 29th & 30th

    I was talking about this with a co-worker and we thought that if this was in NYC we would definitely go.
  48. Eugene Krel

    Black Scholes PDE

    As Alexei said, the factors come out easily using the risk neutral derivation. I don't think the original paper used the risk neutral derivation as most people do it today.
  49. Eugene Krel

    Man vs Machine on Wall Street: How Computers Beat the Market

    it was a bull earlier today too. the author should have used the word "quant" a few more times.
  50. Eugene Krel

    Friends Don’t Let Friends Get Into Finance

    Yike is right about sales being an important skill. Unless you can convince people that your idea has value (whether it's selling a car or proving P=NP) you will not be successful. That is not to say that some ideas are easier to sell than others.
  51. Eugene Krel

    Which Language - C or C++?

    practically speaking it makes no difference. When working with c code I often find myself writing c++ wrappers.
  52. Eugene Krel

    The Law of Large Numbers
  53. Eugene Krel

    Equity Trading Strategies

    cheap put options. if you are going to gamble go for the big one.
  54. Eugene Krel

    Thoughts on a Quant Programming Competition...

    So aside from the IP snafu of the other competition, it seems to follow your schema.
  55. Eugene Krel

    Quantnet's Trip to Hunter Mountain Ski Resort

    I am all over that bunny hill with my ipod blasting Metallica ;)
  56. Eugene Krel

    Quantnet's Trip to Hunter Mountain Ski Resort

    The black diamond is waiting for you ;) I disagree on wearing heavy clothing unless you plan to be on the bunny hill the whole day. Wear 3-4 layers (tshirt, long sleeve shirt, fleece, goretex jacket) and you will be fine. Balaclava ski masks are a godsent. You must have ski googles if you...
  57. Eugene Krel

    MC vs. Finite Difference Methods

    Monte Carlo methods in finance - Wikipedia, the free encyclopedia
  58. Eugene Krel

    Multithreading Without Synchronization: Boost C++ ASIO Strand (C++ Souce Code Available)

    Nice write up. Did you run any tests to confirm that the implementation behind ASIO is actually better than writing a standard concurrent queue template?
  59. Eugene Krel

    Ex-SocGen trader found guilty of copying HFT code

    He is going to a white collar prison, although he should definitely watch out for that CPA gang. I hear they use calculators instead of shivs.
  60. Eugene Krel

    Ex-SocGen trader found guilty of copying HFT code

    do you routinely print out thousands of lines of code and read it at home? does anyone? he was too lazy to just grasp the general logic and reproduce it independently. instead he decided to go the easy route and print everything. also the whole bit about staying late at work smells of...
  61. Eugene Krel

    Ex-SocGen trader found guilty of copying HFT code

    His excuse was to study the code at home by printing it? The guy deserves what's coming to him.
  62. Eugene Krel

    What you say and do online DOES matter

    The solution is obviously to cancel all online accounts, destroy your computer and write code using punch cards while living under a rock.
  63. Eugene Krel

    Cornell FE Cornell Senior: Throw Goldman Sachs Off Campus

    well at least he has a point of view.
  64. Eugene Krel

    Open Source alternative to kdb+

    expensive ;)
  65. Eugene Krel

    The Shadow Scholar

    Well the guy is definitely a good writer, judging by the quality of that article.
  66. Eugene Krel

    OS DB for storing market update messages - Recommendations plz

    If you are doing academic research you can try using kdb, . The 32bit version is free to use for non-comercial purposes.
  67. Eugene Krel

    TV writer seeks insight for pilot

    I would love to see a "Scrubs" like show about quants. Just pretty please, if you use math, make sure it's correct.
  68. Eugene Krel

    Moody's Mega Challenge is now Open

    wow, this is really quite cool. Definitely wish this was around when I was in high school.
  69. Eugene Krel

    Norwegian traders convicted for outsmarting US stock broker algorithm

    Rule 1 of making money in "illegal" ways: don't get caught.
  70. Eugene Krel

    Exile From Wall Street: From Finance to Franchisee

    All the people mentioned in this article have been working in finance for 10+ years, putting them somewhere in their mid 30's and higher. That is not to say that young people wouldn't be successful, but the main reason given in the article for starting their own business is that they were tired...
  71. Eugene Krel

    $100,000 to drop out of college?

    $100k and what else? It takes more than that to start a business. Besides, depending on the school, a good chunk of that money will go towards paying off your debts.
  72. Eugene Krel

    Can you stop using email?

    I am fairly certain that if most people stop answering emails they will start answering their phones a lot more. I would rather answer emails ;)
  73. Eugene Krel

    Does a 3.47 who loves quant get a chance?

    "I want to be a Quant ideally after my Undergrad" In all honesty, if that were a realistic goal you probably would not be asking for comments here. On the other hand I don't know you so you shouldn't take things I say to heart.
  74. Eugene Krel

    Problem with american options C++

    n(t) = max(K-S(t), V(t))
  75. Eugene Krel

    Algo trading software went wild, lost $1M in one second

    if only it was illegal to lose money.... this seems more like a publicity stunt by CME to show that it's tough on algos than anything else.
  76. Eugene Krel

    15 Reasons Your MFE Application Was Denied

    Wow apparently the girl in the photo for the article was reduced to sitting in a shed looking sad after her application was denied ;)
  77. Eugene Krel

    Proof that Charting could not be Mathematically consistent?

    i opened the thread, i see the word document, i leave the thread.
  78. Eugene Krel

    Preparing for the Next 'Black Swan'

    binoculars - $80 snacks - $30 bread crumbs - $5 black swan - priceless
  79. Eugene Krel

    Rotman International Trading Competition

    CME's exchange is in Chicago, hence I demand all competitions happening on CME take place in Chicago!
  80. Eugene Krel

    Rotman International Trading Competition

    The CME one looks pretty cool, except the location. Houston, really?!?!?!?!?
  81. Eugene Krel

    Hacker takes on Iran

    pretty cool. i am surprised this hasn't hit the huge news aggregators yet.
  82. Eugene Krel

    India’s $35 Tablet Laptop

    will be nice if it's actually $35 by the time it's released. I would definitely get one.
  83. Eugene Krel

    How does "quant trader" differ from "bond trader" and "stock trader"?

    quant traders build very complicated machines to flip coins. discretionary traders use their fingers.
  84. Eugene Krel

    Anyone have any idea how to solve this?

    why do you care about the stock model? if you have a single execution your variance is 0.
  85. Eugene Krel

    Anyone have any idea how to solve this?

    you are computing variance with a single data point?
  86. Eugene Krel

    Automated Trading Championship 2010

    mmm absolute profit. Something along the lines of: if(flip_coin()) buy else sell Should work just fine ;)
  87. Eugene Krel

    UCB MFE UCB MFE numbers for 2010 - Fake and Unethical?

    Ah the American way: lawyer up and sue everything that moves.
  88. Eugene Krel

    UCB MFE UCB MFE numbers for 2010 - Fake and Unethical?

    this thread is failing to entertain in the morning.
  89. Eugene Krel

    interview Question

    Both problems can be found in most stochastic finance texts. You are not trying hard enough.
  90. Eugene Krel

    Where to watch World cup for free

    Looks like the bandwagon slammed into a giant red brick wall.
  91. Eugene Krel

    5 year old laptop

    having your primary computer die from age is pretty freaking annoying. You can probably pick up a nice netbook for under $500 that will do what you need it to.
  92. Eugene Krel

    Where to watch World cup for free

    Wirelessly posted That's ok, Spain will put Germany in it's place ;) I second the espn3 at work
  93. Eugene Krel

    Accountability of a Quant?

    He screwed up and tried to cover it up. This has nothing to do with being a quant.
  94. Eugene Krel

    The Programmer Dress Code

    unshaved, check. untucked shirt, check. wearing shorts in warm weather, check. seems like the standard way to dress for work.
  95. Eugene Krel

    iPhone: coolest gadget of the year?

    iphones for all!!
  96. Eugene Krel

    Is it legal to bet on football online while here in US

    it's not legal to bet on sports online, but you are free to do as at places like Vegas.
  97. Eugene Krel

    Correlation of stocks

    no, I take the meaning of everything and divide by 100 ;)
  98. Eugene Krel

    Correlation of stocks

    I usually use 0.42 for my correlation purposes.
  99. Eugene Krel

    Java vs .NET - the movie

    not exactly sfw, but funny nonetheless ;)
  100. Eugene Krel

    Where to watch World cup for free

    laugh out loud and such good find
  101. Eugene Krel

    threading question

    The queue is just a thread safe wrapper for std::queue, it's not a consumer or producer by itself. It is used elsewhere and can potentially have data coming in and out from several threads (more than 2). scoped_lock takes care of unlocking, the beauty of boost ;) The push method does in fact...
  102. Eugene Krel

    threading question

    I am working on a piece of code and part of it is a producer-consumer queue. The following is my pop method: void pop(Data& popped_value) { boost::mutex::scoped_lock lock(m_mutex); while (m_queue.empty()) //block while queue is empty { m_condition_var.wait(lock); } popped_value =...
  103. Eugene Krel

    Dual Screen Setup

    dual screens are meh, just get a 60'' tv and hook up your pc to that ;)
  104. Eugene Krel

    The Risk Neutral Measure

    it's not a price, it's a value.
  105. Eugene Krel

    best c ++ compiler?

    you are too hardcore for me.... We simple folk use eclipse.
  106. Eugene Krel

    Where to watch World cup for free

    Mexico just got demoralized by that offsides call...
  107. Eugene Krel

    proved: women = problems

    1997 want their internet meme back ;)
  108. Eugene Krel

    Hooked on Gadgets, and Paying a Mental Price

    The distraction test was weird, it fills up your whole screen. So technically even if you are a multi-tasker it's easy to concentrate on it. I think that particular family is a bit on the extreme side. I doubt that most people go quite that overboard with technology.
  109. Eugene Krel

    What every aspiring investment banker needs to know about Wall Street

    Seems like the same old story to scare kids that are interested in finance. In the end you are either cut out for it or not.
  110. Eugene Krel

    NYU student with 100K loan

    "I read somewhere...." You can't be wrong on the internet.
  111. Eugene Krel

    NYU student with 100K loan

    Baruch can handle a larger class size, but why devalue the degree? Since Baruch is part of CUNY they are allowed to charge a particular amount in tuition. Taking a larger class only allow less qualified people to devalue the degree for everyone else. Being smaller and selective is not a bad...
  112. Eugene Krel

    Dow down 1000 pts..what the hell

    coming diet to make trader's fingers thinner
  113. Eugene Krel

    Getting less than six hours of sleep?

    aside from the 2 quants who do 168 hour work weeks, I think the rest of us are ok....
  114. Eugene Krel

    We are Wall Street ... we are smarter

    this email is bullshit, I definitely get up and go pee when I want to. trickle down economics, really?!?
  115. Eugene Krel

    Free SVN Hosting

    Wish git eclipse plugin was more better ;(
  116. Eugene Krel

    High-frequency trading as high-tech robbery

    let flash orders die in peace already.
  117. Eugene Krel

    Movie Futures Trading?

    this is a joke. CFTC will likely approve the contracts under consideration, but they hold no true risk transference value to anyone except film investors (i.e. production houses). given the movies are hand picked it may be too homogenized since it is likely to be limited to US films initially...
  118. Eugene Krel

    Wanted: MFE students diary

    Dear diary, Today I decomposed a matrix using Cholesky. It was exhilarating and made me feel more alive than ever. Tomorrow I might even solve the system using SOR, the thought makes me tingle with anticipation. ;)
  119. Eugene Krel

    Q Equational Programming Language excellent for what it does, super expensive. we use it at work for market data processing and generating analytics.
  120. Eugene Krel

    What If Women Ran Wall Street?

    seems to me that the type of women that would go for these positions would have the same mindset as the male traders do right now. Body chemistry aside, people do it for the money not for world peace.
  121. Eugene Krel

    Who are you guys/gals???

    i am in middle school
  122. Eugene Krel

    Perelman declines $1m prize

    bet he could concentrate on math just as well if he lived without roaches and on a more comfortable bed. I consider what he is doing self-destructive. He will probably die younger than he should, thereby limiting his contribution (which is already great) to mathematics.
  123. Eugene Krel

    Getting your resume read???

    i printed my resume on hot pink paper.
  124. Eugene Krel


    you can give crossover a try, but when I tried to use it for MS office in general it didn't go too well. Perhaps they have improved since then.
  125. Eugene Krel

    How much does GPA matter in MFE admissions

    gpa is generally not as important for people with relevant work experience. cfa doesn''t help or hurt.
  126. Eugene Krel

    Gracefully ending bg processes

    Well I am not particularly worried about the child threads as they die when the parent JVM is killed. What is annoying me is the varying behavior of the shutdown hook and it's potential relation to the child threads.
  127. Eugene Krel

    Gracefully ending bg processes

    I have gotten used to ending background processes by issuing sigterm, but recently I have been working on a java project that requires a bit of clean up on shutdown. The solution seemed to be to use shutdown hooks, but they appear to have a problem with threaded applications because the actual...
  128. Eugene Krel

    FiX Protocol and Matlab

    Depends on whether you want to keep your strategy in matlab or move it to another language. I use QuickFIX (both c++ and java, although java is better for my purposes mostly). QuickFix: Open Source FIX Engine or QuickFIX/J - Free, Open Source Java FIX engine The c++ version has a python api as...
  129. Eugene Krel

    Annuities in 401k

    Terms of Service Looks like a pandora's box to me. It introduces a relatively complex instruments to consumers that mostly won't understand it. At least annuity products and insurers in general are relatively well regulated, especially those that do business in NY.
  130. Eugene Krel

    Superbowl XLIV prediction

    I root for the underdog.
  131. Eugene Krel

    Superbowl XLIV prediction

    Saints. I hope they beat up Manning as bad as the did Favre.
  132. Eugene Krel

    3-D TV going main stream?

    If only there was a way to see things in 3D without paying $10k. If only we had some sort of ocular instrument that allowed us to do this for free.
  133. Eugene Krel

    The Minds Behind the Meltdown

    quants kill cute puppies for fun!!!!
  134. Eugene Krel

    Interview with Barclays

    You will probably be asked questions and be expected to answer them. Financial analyst sounds like a basic business position so more likely the questions will be geared towards the "where do you see yourself in 5 years" type.
  135. Eugene Krel

    Google Chrome

    still doesn't run on 64bit linux, my money please.
  136. Eugene Krel

    Lost phone, new one probably in 3 weeks

    have the company foward that phone # to another one...
  137. Eugene Krel

    Life of a quant

    market includes more than just the US market... FX is 24/7/365 pretty much.
  138. Eugene Krel

    Where do you see yourself in 5 years?

    the answer is always "i will be your boss", never fails...
  139. Eugene Krel to charge for viewing next year

    usually a $1 annual donation to the schools fund works.
  140. Eugene Krel to charge for viewing next year

    you generally have access to huge range of newspapers and other resources through a school library.
  141. Eugene Krel

    C++ binomial tree float versus double preformance

    your system could be converting floats to doubles to do the underlying operations.
  142. Eugene Krel

    2009 Rotman International Trading Competition

    there were crumpets?!?!?!?!?!??!?!?!?!?!?!??!???!?!!
  143. Eugene Krel

    2009 Rotman International Trading Competition

    There is info available on the competition website. Read the cases and judge for yourself the level of quantitative analysis needed.
  144. Eugene Krel

    2009 Rotman International Trading Competition

    Isn't that part of being a quant? Making good decisions based on your knowledge?
  145. Eugene Krel

    So how much does a master's GPA matter?

    Ilya perhaps your calling is software development then.
  146. Eugene Krel

    top 200 jobs 2010 jobs rated

    According to them it's more stressful to be a historian than a software engineer.
  147. Eugene Krel

    3-D TV going main stream?

    where is my flying car?
  148. Eugene Krel

    MFE students: are they students or customers?

    I am an educated consumer :)
  149. Eugene Krel

    C++ container

    re-inventing the wheel is always bad, unless you can make the car fly because of it.
  150. Eugene Krel

    C++ container

    Yes, I often use them.
  151. Eugene Krel

    How much C++ knowledge does an entry level quant developer need?

    The search function is a good place to start.
  152. Eugene Krel

    How much C++ knowledge does an entry level quant developer need?

    You need to know enough to pass the interview and then you need to know enough to keep the job.
  153. Eugene Krel

    Bachelor Degree + Related Experience = Quant Job?

    Peppy don't be disillusioned into thinking that quants or actuaries are sought solely for their mathematical prowess. Financial knowledge is very important. Keep in mind that to become an actuary you will need to take at least 5/6 exams and then another 3/4 depending on specialization.
  154. Eugene Krel

    Would you attend Baruch MFE or Columbia MFE?

    Well my goal was "I want to buy a $10mm yacht".
  155. Eugene Krel

    Bachelor Degree + Related Experience = Quant Job?

    I read your background as: physics major that started his own online business with limited experience that applies to quantitative computing and some self-taught finance knowledge. Unfortunately that doesn't read as a quant job qualification to me, but I am not a recruiter or employer...
  156. Eugene Krel

    Math quant jokes

    The economist in this joke should be replaced by "Risk manager" and it will reflect real life precisely.
  157. Eugene Krel

    Stevens Institute of Technology and President face accusations

    Yes lets seal the proceedings to everyone who **cked up can sleep soundly.
  158. Eugene Krel

    Why it's better to pretend you don't know anything about computer

    Uncle Wayne is really the smart one in all of this, he is properly utilizing the resources available to him. Managerial material for sure.
  159. Eugene Krel

    Quant managers seeking new sources of alpha

    GARP : Global Association of Risk Professionals Basic message: Trend setters will survive, trend followers will explode in the next crisis.
  160. Eugene Krel

    Lying on your CV

    Lying on the resume is ok if you are in sales, a lawyer, or a poker player; i.e. a professional liar.
  161. Eugene Krel

    any chance to get a quant job?

    If you are finding the math very hard, the area may not be for you. However, that is not to say you should give up just because of my opinion.
  162. Eugene Krel

    Which PhD subject?

    There are several threads about this on quantnet. stats.
  163. Eugene Krel

    Baruch MFE I have a question for Baruch MFE program students,

    Students not in the Baruch MFE are not allowed to enroll in the Stochastic Finance course, which has a graduate probability course pre-req regardless. I would suggest you take 4500, which has been moving towards becoming an intro class for FE, when I took it the class didn't feature as many...
  164. Eugene Krel

    What is the average years of experience of Baruch MFE students?

    Average experience is not an accurate representation of the student body. As mentioned by goodstudent, some have none and some have a lot. A better measure might be the median. To answer your question: no it's not impossible. I personally enrolled directly after undergrad.
  165. Eugene Krel

    Reuters video covering MFE programs from NYU-Poly and Stevens Institute of Tech

    Amusing little report. I got the feeling the reporter had no clue.
  166. Eugene Krel

    Free historical intraday stock data?

    There are several threads on quantnet about getting market data for free or cheaply. The more granular the data, the more it will cost you. In general data is pretty expensive.
  167. Eugene Krel

    Bjarne Stroustrup on C++0x

    Some juicy stuff in that FAQ in terms of new functionality, seems like they are making c++ more prototype friendly.
  168. Eugene Krel

    Nothing Has Changed, Paul Wilmott Says

    Wilmott is a very smart guy, but that interview reads more like an ad for CQF than something else.
  169. Eugene Krel

    recommendation on workstation

    The google is your friend: you can also use quantnet search feature.
  170. Eugene Krel

    Why not Matlab instead of C++?

    Matlab is certainly used in practice, but rarely if ever in production.
  171. Eugene Krel

    Quiz by Peter Carr: Are You a Trader or a Quant?

    Andy do you mean 1 & 3 are correct?
  172. Eugene Krel

    Sharpe Ratio Question

    You use the number that reflects your trading horizon, in your case it's 150. More years more days. Standard deviation - Wikipedia, the free encyclopedia
  173. Eugene Krel

    Commerce Student... any chance of even being considered?

    An MFE is meant to prepare you for a job, although some MFE grads go on to do phd degrees. I would suggest you learn c++ as your school expects while taking that class. In fact it's probably better for you to take a c++ course than something like "fixed income securities" as long as you are...
  174. Eugene Krel

    Retake the class the following semester

    As far as I know in order to replace the grade you need to either take an F or W in the class. Although the F or W won't count in your gpa if replaced by an A, they will still show up on your transcript during graduate admissions. This means that you need an explanation for why you did badly in...
  175. Eugene Krel

    P-measure vs Q-measure

    Your problem is not relevant to risk-neutrality. Seems to me you just need to figure out probabilities of your 30-day avg closing prices falling within some range and these will come from your simulation.
  176. Eugene Krel

    Is the MIT Problem In 21 really right

    Conditional probability - Wikipedia, the free encyclopedia It's good to understand the underlying principles.
  177. Eugene Krel


    Let me qualify, he said MBA with concentration in accounting and fe. To me that reads as "accountant", not "quantitative analyst".
  178. Eugene Krel


    MBA != financial engineering, ever.
  179. Eugene Krel

    Lehman Brothers demands young bankers repay 30,000 bonuses paid before collapse

    That just absolutely sucks for them. Hope there is a legal recourse.
  180. Eugene Krel

    Tax on sale/purchase of financial instruments

    Ilya, this may surprise you, but large investment banks have a much stronger lobbying presence than even the biggest hedge funds. This thing probably won't pass anyway, it's just a bit of sensationalism.
  181. Eugene Krel

    The truth about LinkedIn

    I manage it by not managing it. Keeps me out of the major network pools of spam.
  182. Eugene Krel

    The truth about LinkedIn

    I will write you one if you write me one! ;)
  183. Eugene Krel

    The truth about LinkedIn

    <object id="ce_91503521" width="400" height="300" data=""><param name="movie" value=""></param><param name="wmode" value="transparent"></param><param name="allowfullscreen" value="true"></param><param name="allowscriptaccess"...
  184. Eugene Krel

    Societe Generale on the off-chance of global collapse

    French people are known to panic first.
  185. Eugene Krel

    The Master Happy Birthday thread

    happy birthday aditya.
  186. Eugene Krel

    Low latency trading system

    As elliot pointed out your product is a FIX engine, which is an important, but not really "algorithmic" part of electronic trading. Fixflyer is not a broker, but a vendor that supplies a fix engine and apparently an order management system as well as some analysis software. If one were to take...
  187. Eugene Krel

    2009 Rotman International Trading Competition

    Being an MBA doesn't really help in this competition.
  188. Eugene Krel

    2009 Rotman International Trading Competition

    Rotman Financial Research & Trading Lab It's open to undergrad students.
  189. Eugene Krel

    Morgan Stanley Phone Interview

    It is unlikely that the interview questions are very different from what you would find in known interview question books as well as the thread here on quantnet.
  190. Eugene Krel

    So your stranded on an island....

    Obviously they would make clothing out of fish scales ;)
  191. Eugene Krel

    Anyone upgrading to Windows 7?

    I believe you need to be enrolled in a CIS course to take advantage of that site, but definitely correct me if I am wrong.
  192. Eugene Krel

    iPhone: coolest gadget of the year?

    About the only thing that makes any difference there is the battery life, the other stuff is bogus.
  193. Eugene Krel

    Please suggest a perl book

    Take a look at Beginning Perl - , but you can probably gain sufficient interview knowledge from read tutorials that can be found via google. Concentrate on regular expressions.
  194. Eugene Krel


    If you are using a mac just stick with OS X as it's unix based and xcode is a really good all around IDE.
  195. Eugene Krel

    Article: High-Frequency Trading Firms Seeking Tech Talent

    Yes, if you refuse to adapt you are in fact screwed going forward no matter how much R you use to do your homework.
  196. Eugene Krel

    Slump Sinks H1-B Visa Program

    Having read this thread (and mostly feeling dumber for it), I am still confused as to where all of these sweeping statements are coming from. Would you mind posting your sources of enrollment information for lets say the top 200 universities in the US as well as the information that tells us...
  197. Eugene Krel


    Went ahead and reinstalled cleanly. Much better.