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CodeBlocks ?

at compiler time blanks are eliminated, token Type is identified in advance, so it makes no difference

what about 2013 schedule ? many of us my arrange our plans in advance

live 2nd session going on right now

got it, thanks ! Is there any way to save/download video of the lecture ?

how to remove cookie Caltech ? only, I am using chrome ?? cheers

I can not log in, the first time worked well, now I get only this: User Login Error Account not found.

Roberto Santander

thanks Shantanu Kumar I am in, lets see ... Lecture 1: The Learning Problem (Tuesday, April 3)

can you point the links to the programs, it might help to evaluate them

I am not sure what you mean with "safe university", but if you are talking about your integrity, then there is no place in the world were you can be 100% safe not even your home or your dorm, in any case I just read Washington U has an online program a Master in Math Finance + Risk. This is the...

Consider Terence Tao's books

Learn the hard way SQL

try GNUPLOT

PDE I, PDE II, PDE III and PDE

would you share those "conflicting stories" ?

how can this help ? :)

as for Jan 06 - 2012 // http://codeyear.com/ 189,120 people have decided to learn to code in 2012.

no wonder why C is the most important language, though Cuda should be seriously considered from now on 12 / 238 = 0.05 ---- 5%

THANKS ANDY FOR YOUR GREAT LABOR, I WISH YOU A VERY HAPPY CHRISTMAS AND A PROSPEROUS NEW YEAR !!!! Sincerely LRSA (ExSan)

we are all talking about Applied Mathematics this is all around here

bigbadwolf Applied Math In your opinion which are the best schools ?

I just read what I need or what I think will help me to improve my current knowledge or what would correct my programming manners

link ?...

can you latex them :)

any one ? I am interested in Applied Math NYU / Columbia/MIT ???? other options ?

Applied Math Could you please point the BEST ON LINE programs/schools,

You might consider consider coding this problem in C/C++ , it would be quite simple

I just met a Norwegian quant girl, but she seems to be more interested in learning Castellano (spanish) than teaching Norwegian . BTW is Norwegian easier than Swedish ?

Thank you ! :) now I have a reazon to learn Swedish ;)

is your thesis available online ? can you share the link that points to it ?

From God's Laptop Thread I want one of this, or at least the instructions how to build a simmilar one

what about the operating system, Windows / Linux (Unix) environment ? IMHO this is the main issue to start from

porsche boxster !

what about any comments ?

I am American too .... :)

-

NS - The capitalist network that runs the world AS PROTESTS against financial power sweep the world this week, science may have confirmed the protesters' worst fears. An analysis of the relationships between 43,000 transnational corporations has identified a relatively small group of companies...

MrRoss opinion is worth

TI - Why nerds are inheriting the earth

nullptrs are NULL

ok :( I have changed my status :)

More About Brains

All pointers lead to NULL sooner or later

What is the best known product of Algorithmics ?

Great ! But still I need a laptop for note taking, Sony / Toshiba ? will come out with something worth ? Lenovo ???

all pointers lead to NULL at the end ... or at the begining

@amanda.jayne Thanks AJ !

what about free videos/tutorial ? does any one know ?

MRoss I would like to know your comments about this product Digital Notepad Tablet Pad Pen does the latest Lenovo make better note taking ? Thnks in advance

Does any one knows what COOLING system he is using ????? mark time 50s of video maybe a website ? twiter ? Thanks in advance !

Idle

Idle

There should be no problem at all, I've some experience with 6.9 Earthquake, some broken windows at most. 7.0 is scary, do not forget this is not linear scale

yea, Thanks Andy!

could be Dnovak Djokovic ;), I used to work on a convinience store in Brooklyn some moons ago, too .

This may be very helpful

I am interested in Random Matrix Theory, what are the " must" books ? Thnks

Baruch MFE online certificate are there any plans for the future ? That would be great !

cnet.com wsj.com http://www.newscientist.com/ http://www.nytimes.com/gst/mostemailed.html http://www.bbc.co.uk/news/world/us_and_canada/ and 5 more

I am also interested, my location South America...

what about ??? Samsung's new Galaxy Tab 10.1 opinions please.

it doesn't need to be old to be a classic

Ubuntu Desktop and Server editions will be available for download on April 28. Ubuntu Server 11.04

CS - Algo/C++ teacher

... and the book is :

I previously request Admin permission

Markowitz_Portfolio around 500 lines of C/C++ source code - very few will be interested the whole ExSan platform, around 35K lines,

it seems that that my post bothers you,

Modern portfolio theory (MPT) is a theory of investment which attempts to maximize portfolio expected return for a given amount of portfolio risk, or equivalently minimize risk for a given level of expected return, by carefully choosing the proportions of various assets. Exsan Markowitz...

mine looks much better :)

is there going to be a 2011 version ?

double

Which book would you recommend for a beginer ? some links ? Thanks

I can not believe this post...

http://people.sc.fsu.edu/~jburkardt/presentations/matmul.pdf particularly take a look at: Using Pointers to Speed Up Array Access pp 18

overnight ;)

attached report in my previous post, the execution time for n = 3000 8449 seconds, which makes me so happy ...:( couldn't wait for the n = 4000, but I would extrapolate results later, and work out my algorith to see if I can improve it

yes, C++ is my choice have you benchmarked your matrix mult algorithm? what is the biggest 3 matrices you can alocate ? my machine 3 Gb Ram allows me to do C(4000, 4000) = A(4000, 4000) * B(4000, 4000) double declaration

just to quote "What is the maximum dimensions of a matrix" ... you can allocate ???; I have benchmark Matrix Mult for "big" matrices, unfortunately my numbers are not so good C(n,n) = A(n, n)*B(n,n) my machine Pentium Dual Core 2.7GHz RAM 3GBYTES Attached zip file, it contains executable...

http://www.quantnet.com/forum/threads/matrix-inverse-algorithm.5579/

what are the best components for a linux / ubuntu machine ? motherboard ? CPU ? etc ... is Ubuntu the best option ? is multiple core by any means a good choice for linux ? need to build my home made HFT machine

http://www.wolframalpha.com/input/?i=dy+%3D+x+dx

can you tell us a litle bit about the new hardware/server yes I noticed, its faster

T H A N K S, great job

it is not only available RAM and/or HDD space, there is something else you should consider

at the moment I am not in NYC, in the mean time this is my tech assessment. Google Docs ExSan

I wonder, why nobody talks about tablets

have you consider a tablet ? if not, why ? -Toshiba Portege-

Gordon Gekko "Greed is Good" Money Never Sleeps (2010) Money Never Sleeps - Trailer

My two cents. From the Downloadable File extract program ExSan_4.00.Z_Merton_Eq to your desktop and execute. d Merton Equations sigma_e ---> 0.698799 r ---> 0.578974 E European call option ---> 99 F strike K---> 100 T ---> 15 (V)...

I am in South America

what about not so basic books - Advanced ?

... indeed, this is not only in finance ...

it is: NO HABLO ESPAÑOL which is not precise, should be NO HABLO CASTELLANO

consider this too O-Matrix: High Performance Data Analysis and Modeling

Dear Quants Do you really think that QUANTS play any role in this "new" world ? also ref: High-Frequency Trading May Destabilize Market

Abstract Data Structures = Data Structures - just to be more precise- yes, it does

Learning "How to Code" is one "small" part of the problem solution you pretend to find/give. Algorithms / Abstract Data Structures are very important as well and I would add something that from my experience that is quite important also when you want to transmit your ideas ---> PSEUDOCODING...

Black-Sholes Calculator / Just plug-in numbers Black-Sholes Calculator / Just plug-in numbers From the Downloadable File extract program BLACK_SHOLES to your desktop and execute. added value : Graphs + Greeks - 0 EXIT- Price of the Stock St ---> 110 exercise price K...

CURVE BANK MENU 1 Normal Distribution 2 Gamma Distribution 3 Rayleigh distribution 4 Step Response 5 Bessel First Kind 6 Bessel Second Kind 7 Black-Scholes - Call 8 Spherical Bessel First Kind 9 Spherical Bessel Second Kind 12 The Fourier Series...

UVa 104 - Algorithmist

----sorry--- my mistake

From the Attached Zip File extract program FIREWORK_FRACTAL to your desktop and execute. It will display the Fireworks Fractals For the attached images, input parameters: 0 Exit - [3..12] Parameter ---> 7 0 Exit - [60...120] Radii Recursive Limit ---> 99 This version...

It began as a hobby, years ago +12 , at this point it is more mature, it is not comercially available but it may be in the future :tiphat: ExSan is a spreadsheet tool built on a novel data structure, coded in C/C++, console based and capable of handling large matrices, for instance in...

Hi Alain, Sorry it took me a while to get back to this. The ACTUAL code is attached, it uses ExSan as platform in the background which significantly simplifies the coding. It may look not exactly as the actual code or maybe as a pseudo-code, but it is the compiled code in fact. I will...

This will also may help Introduction to C++

I will follow Alain's advice.

More Fractals, or the beauty of recursivity From the Attached Zip File extract program FRACTAL_Basics to your desktop and execute. It will display the Elemental Basic Fractals Actual Code /***********START***************/ void basic_fractal(void){ double theta, angle, shift, delta...

From the Attached Zip File extract program FRACTAL to your desktop and execute, It will display the Koch Curve Fractal Actual Code /***********START***************/ // elementary fractal void fractal_Koch_curve(void){ char file_name [60] =...

m-gon, n-gon, doggone it! quantyst wrote: From the Attached Zip File extract program POLYGON_polygon to your desktop and execute, It will display n-gon inscribed into N-Gon, the higher the n , the circle approaches /********* start **************/ void POLYGON_polygon(void){...

you will find him on wilmott.com

Numerical Recipes in C++ Teukolsky/Vetterling/Flannery has some good algorithms to generate random numbers

Frame Layout Download Link QuantNet EXSAN Thu Jan 29 07:20:26 2009 EXSAN v.0.3.18.U - exsan.software@gmail.com exsan@uio.satnet.net E X S A N M E N U c Frame Layout In order to run this option, you must extract the...

NYT - Op-Ed Contributor: Money for Nothing Op-Ed Contributor: Money for Nothing By DAVE KRASNE What's been lost in the uproar over Wall Street bonuses is how completely the culture of executive compensation has permeated the financial industry.

Greeks maybe considered later: Download Black-Scholes: Just plug-in the numbers Wed Jan 21 16:32:10 2009 EXSAN v.0.3.18.S - exsan.software@gmail.com exsan@uio.satnet.net E X S A N M E N U 6 Quantitative Finance Room a...

Image Superposition Wed Jan 14 08:15:16 2009 EXSAN v.0.3.18.Q - exsan.software@gmail.com E X S A N M E N U b Image Superposition In order to run this option, you must extract all ffhxx.jpg files that are included in the...

Mr. Madoff Mr. Madoff

From the download-able file extract executable EXSAN to your desktop, The very first time ExSan is executed it will create the default input/output directory c:\exsan In order to access this directory START / RUN and type-in c:\exsan All data files included must be extracted to c:\exsan more...

which ones are still alive ?

February 21, 2007 Crashing to Earth The Second Great Depression By MIKE WHITNEY "The US economy is in danger of a recession that will prove unusually long and severe. By any measure it is in far worse shape than in 2001-02 and the unraveling of the housing bubble is clearly at hand. It seems...

El Dorado LLANGANATIS I LLANGANATIS II

re-think

Some One did !

Quantyst, what would be the output of your algorithm applied to the sample input data ? ARBITRAGE - Currency Trader Matrix WORKSHEET A[4, 4] <----------------------------> A B C D 1: 1 3.1 0.0023 0.35 2: 0.21 1...

r150 Fri Nov 14 16:23:11 2008 EXSAN v3.18.L - exsan.software@gmail.com E X S A N M E N U f Forum Solver d Merton Equations sigma_e ---> 0.09 r ---> 0.11 E European call option ---> 100 F strike K---> 97 T ---> 3 This Input Data does not lead to a Solution of the Merton Equations...

think different ? ? Tue Nov 18 13:50:54 2008 EXSAN v3.18.kk - exsan.software@gmail.com E X S A N M E N U 9 Forum Solver Forum Solver Menu k Arbitrage INPUT DATA: 2 From Keyboard Rows ---> 0 Forum Solver...

ref:1380 Code Improvement Real Data market is provided by bloomberg.com in a different format Updated: New York, Nov 17 05:02 London, Nov 17 10:02 Tokyo, Nov 17 19:02 "Arbitrage" matrix looks like: Bloomberg.com Updated: New York, Nov 17 05:04London, Nov 17 10:04Tokyo, Nov 17 19:04...

Hi Alain These are some of my ouputs: I Fri Nov 14 14:15:46 2008 EXSAN v3.18.kk - exsan.software@gmail.com exsan@uio.satnet.net E X S A N M E N U F Forum Solver d Merton Equations sigma_e ---> 0.698799 r --->...

MERTON EQUATIONS attached document All values are known, except V and sigma v. -sv- Find the values of V and sigma v? What kind of methods you will suggest? E = V N(d1) - exp(-rT)*F*N(d2) d1 =[ ln(V/F) + (r+0.5(sv)(sv))T ] / [ sv * sqrt(T)] d2 = d1 - sv sqrt(T) sE = (V/E) N(d1) sv N(.) is the...

I have developed a raw simulator of Automata Trading System that reads data from a txt file, in this format asset_name price at the time every asset is read it is computed the Markowitz Portfolio My aim is to use this in the future to implement more complicated Trading Algorithm and finally a...

1250 No Thu Nov 13 06:11:49 2008 EXSAN v3.18.kk - exsan.software@gmail.com exsan@uio.satnet.net E X S A N M E N U Forum Solver Menu k Arbitrage INPUT DATA: 1 0 ---> exit Your Data File in c:\exsan\ Data...

ref views 1200 .............. working out SOAR ARBITRAGE data Wed Nov 12 14:38:16 2008 EXSAN v3.18.kk - exsan.software@gmail.com exsan@uio.satnet.net E X S A N M E N U Forum Solver Menu k Arbitrage INPUT DATA: 1 0...

Hi there Wallstyouth, I have posted my solution, does it look fine? I will appreciate your comments Regards Robert

ARBITRAGE Mon Nov 10 20:37:45 2008 EXSAN v3.18.kk - exsan.software@gmail.com exsan@uio.satnet.net E X S A N M E N U Forum Solver Menu k Arbitrage INPUT DATA: 1 0 ---> exit Your Data File in c:\exsan\ Data...

track arbitrage index loop - this case 6.4%

more arbitrage data matrix Challenging your code: k Arbitrage Currency Trader Matrix WORKSHEET A[5, 5] <-----------------------------------> A B C D E 1: 1 1.3 2.3 0.14 0.17 2: 0.94 1 0.42 2.6...

My Output k Arbitrage max 25 n -> 3 Conversion Rate_ Currency 1 vs. Currency 2 -> 1.2 Conversion Rate_ Currency 1 vs. Currency 3 -> 0.89 Conversion Rate_ Currency 2 vs. Currency 1 -> 0.88 Conversion Rate_ Currency 2 vs. Currency 3 -> 5.1 Conversion Rate_ Currency 3 vs. Currency 1 -> 1.1...

Banks Owe Billions To Executives

what if the DOW-N goes below the 7999 next week?

Finance Students Keep Their Job Hopes Alive

in a hurry !?!?! what is yours forecast for tomorrow ---> Oct 07 - 2008 bearish market?

if I would have the option to change my career direction, other than Quant FE, but someway keep on the same business, what would it be your advice? I'll appreciate your clever comments !

try to generate not only 12 random numbers, but maybe more than 40, then filter the repeated numbers as well as the negative outcomes if that is the case

They Love (the New) Brooklyn - NY cost of living Regards

Markowitz Portfolio Handler for n-assets Attached exsan, place it on your desktop and execute Main Menu: 1 ExSan ExSan Menu: 6 Quant Finance Room Quant Menu: p Markowitz Portfolio Data File ---> stock //attached file must be placed in c:\exsan -------------- Regards / ExSan

There is a very interesting resource at MIT OCW

My two cents contribution RANDOM NUMBERS generator. Extract attached ExSan to your desktop and execute it MAIN MENU: 1 Exsan rows = 10 cols = 10 EXSAN MENU: 1 Generate Random Numbers RANDOM NUMBERS MENU: 5 Gamma alpha ---> 2 beta ---> 3

Hi Quants Attached ExSan, there may be some of you who would find it useful, hopefully:-) The BlackSholes eq. can be access through the following menu sequence greetings to all of you Main Menu: 1 ExSan EXSAN MENU: 6 Quant Finance Room QUANT MENU: b BlackSholes Price of the Stock St...

Hi Quants wish to learn as much as possible about HEDGE FUNDS, if it is possible from the basics NYT - Wall Street Winners Get Billion-Dollar Paydays kind regards exsan

let me rank it 7.5 / 10 regards rbrt

Good Morning Dear all QuantNet - NYC Community of Quants- I have just became a member of QuantNet and I would like to introduce my self. My name is Robert, I have a Ms. Sc. degree in C.S. from Poly NY :: Polytechnic University :: New York's major educational resource in science and...