Search results

  1. alain

    The Coming Glut of Financial Engineers

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

    Is a MFE worth it for a Physics PhD?

    It would not.
  3. alain

    Whats the average age?

    I did my MFE with Andy. I was 33 and it was a great experience. However, I agree with Andy's last sentence.
  4. alain

    i need more details. which companies? do you have any idea what are you going to be doing? which...

    i need more details. which companies? do you have any idea what are you going to be doing? which groups? you are being too vague so it's very hard to help you. Nobody will be able to give you any advise unless there is more information.
  5. alain

    What internship is the best?

    at least, I need more details in order to give you my opinion. You can send me a message if you want.
  6. alain

    Economics undergraduate student looking to become a quant.

    you should read the book I linked below to learn more about the evolution of the equity trading marketplace in the US. It is a very good account of the history of it. It will also open your eyes to things that go on behind scenes on the electronic exchanges and HFT. http://goo.gl/06Xyh...
  7. alain

    Economics undergraduate student looking to become a quant.

    HFT is more about engineering than finance. It's really an arms race right now.
  8. alain

    basic but tricky

    If you read my first post you will see I didn't try to criticize you, I just said that the question didn't have a value in the interview process. You became defensive and started attacking right away. I quote: that basically put me (or anybody) on the defense. I never criticize you just the...
  9. alain

    UCB MFE UCB MFE Admission Discussion

    Learn knitr http://yihui.name/knitr/
  10. alain

    The End of Wall Street As They Knew It

    This is the key. As long as investors give their money to money managers, they are going to exist. If investors are not satisfied, they can pull their money away or not invest at all. If they don't do it because they have a dream, they have nobody else to blame but themselves.
  11. alain

    basic but tricky

    Yike, that was exactly my point. I think something was lost in translation on my first reply.
  12. alain

    basic but tricky

    That explains it. By the way, a Bombay famous college? famous for what? IMHO, I don't think this question will come up in a US based interview. It could but if you are asked this question, again IMHO, it probably means they don't want you.
  13. alain

    basic but tricky

    I really doubt this question comes up in an interview since you only require knowledge of Physics. There is no logic or intuition involved besides that.
  14. alain

    Post Dodd-Frank, why do you want to be a Sell-Side Trader ?

    That book is excellent to understand the operations of a financial institution. I learned a lot from it when I got out of college 1998-1999. My copy went down with the old WTC. I've totally forgotten about it until now. That book and the one on the link below were invaluable for me...
  15. alain

    Please clarify some trading terminology

    By law, investment banks won't be allowed to do prop anymore and anything that remotely smells like prop trading will attract a lot of scrutiny. Market Making is shifting to computers for a lot of asset classes.
  16. alain

    So how can I be a quant?

    Are you sure? How do you know? have you spoken with people in the field? It could be massively boring sometimes.
  17. alain

    Fixed Income Trading v/s Equity Trading

    Choose based on what? If you are talking about size, Fixed income. The equities market is a tiny speck in comparison with the fixed income market.
  18. alain

    Salaries: BB vs Hedge Funds vs Prop Shops

    it all depends on what you bring to the table.
  19. alain

    Would MFE be a right choice for me?? Pls. suggest.

    What is "Hi-tech Finance"? I think people here misunderstood what you were saying and they are thinking about high frequency trading. However, you might mean something else.
  20. alain

    Why is C++ good for Quantitative Finance? Top 3 reasons

    As a follow up to the speed question, You should follow the following guidelines when programming in any language (http://c2.com/cgi/wiki?MakeItWorkMakeItRightMakeItFast): Make it work Make it right Make it fast As you can see, the "fast" part is the least of your worries. Oh, when it comes to...
  21. alain

    Why is C++ good for Quantitative Finance? Top 3 reasons

    This is the wrong question to ask. C++ might have the fastest execution time but if the development time is longer and the complexity is higher, you might lose the opportunity. If you are so bent on speed, learn assembly language or Verilog.
  22. alain

    Why is C++ good for Quantitative Finance? Top 3 reasons

    this is right but very shortsighted.
  23. alain

    Nate Silver

    I'm reading Silver's book over Christmas vacation. I liked the guy before he went into politics. I'll post something after I read the book.
  24. alain

    Why is C++ good for Quantitative Finance? Top 3 reasons

    Thank Gladwell for popularizing this bunch of croc...
  25. alain

    Football season

    Oh no... low blow :) at least they beat the Patriots in 2 Superbowls.
  26. alain

    MS Finance vs MBA vs MFE?

    14 months? where? I was under the impression MBA take over 3 years to finish.
  27. alain

    Why is C++ good for Quantitative Finance? Top 3 reasons

    if you think Java is a PIA, don't look at C/C++
  28. alain

    What sports do quant play and what beers do quant drink?

    Baseball, baseball and some more baseball.
  29. alain

    Why is C++ good for Quantitative Finance? Top 3 reasons

    I don't think you have the concept of pointer really clear. There is no relationship between critical thinking and pointers whatsoever. If you want to learn pointers really well, learn C or assembly language. Raw pointers in C++ are being phased out for smart pointers because pointers they are...
  30. alain

    Black Friday wishlist

    Nice!!!
  31. alain

    Black Friday wishlist

    I bought the printers. They are on the small side. Here is the other printer we have now: http://www.amazon.com/Brother-Printer-HL5470DW-Wireless-Monochrome/dp/B0081TYO72/ They break around once every 3 years with plenty of daily use. So we have HL-5470DW and HL-5250DN (this is the old...
  32. alain

    Black Friday wishlist

    More details regarding the office, these are medical offices with an 100+ patients per day with 2 brother printers for anything that is not done electronically and prescriptions. They hold very well. The offices have been going strong for the last 10 years.
  33. alain

    Black Friday wishlist

    I have always purchased Brother printers for the offices. They work fairly well. Here is the one comparable with the one you mentioned except that it includes network printing and duplex...
  34. alain

    Trading Algorithm implementation help

    without him you wouldn't have anything done.
  35. alain

    Who is going to win the election and will it affect job market for quants?

    if you were going to bet (put real money on the line), you will bet on Obama to win. Nate Silver is being famous lately because of his model to predict outcomes of political events. I knew of him way before he went to be a political blogger but in baseball circles. He was very good at it so I...
  36. alain

    Starting a Quant trading firm

    This and this are very contradictory. You will have 100 times more pressure when you have your own enterprise plus all your employees and your clients will be totally depending on you. Keep that in mind.
  37. alain

    The Archdruid Report

    Sure, if you want to read a novel.
  38. alain

    Best Programming first language

    Monads are sort of hard to understand but once you get it, everything works as expected. OTOH, multiple inheritance in C++ is a surprise box depending on the compiler you are using... and that, my friend, is one of the issues of C++.
  39. alain

    Best Programming first language

    They might not have problems picking up C++ but it's not as easy as you put it. Learning the basics of any language is easy but getting a deep understanding is hard. Being able to write code as part of a team or for a big system will be complicated and the results won't be pretty. Among other...
  40. alain

    Best Programming first language

    Not so much pointers as memory management... and you know it's hard. Few languages nowadays let you manage your own memory and for a good reason. It is not a trivial task. For a toy application is simple but when the code base grows and there are multiple pieces interacting together, it...
  41. alain

    Best Programming first language

    This is outright wrong.
  42. alain

    Advice Needed!

    Start your own business.
  43. alain

    Good introductory book on (quantitative) risk management

    Hull has a similar book but about Risk Management.
  44. alain

    Best Programming first language

    I'd love to know what Backus, Dijkstra and Wirth have to say about C++.
  45. alain

    Best Programming first language

    Here is the list of people from Coders at Work. They don't look too academic: Jamie Zawinski (http://en.wikipedia.org/wiki/Jamie_Zawinski) Brad Fitzpatrick (http://en.wikipedia.org/wiki/Brad_Fitzpatrick) Douglas Crockford (http://en.wikipedia.org/wiki/Douglas_Crockford) Brendan Eich...
  46. alain

    Best Programming first language

    In "Coders at Work' (http://goo.gl/kwmMq), it seems all of the people interviewed dislike C++. This might be a small sample but all the interviewees carry a lot of weight in the developer community. Here is a link to a blog post by the author of the book...
  47. alain

    Best Programming first language

    I don't think you know enough computer languages to make this statement.
  48. alain

    Matrix Classes in 2012

    I should've been clearer. It all depends on the size of the problem. CUDA cards are very fast at a very specific set of problems (a lot of add multiply with small size). If your problem grows in size, the issue becomes moving data between the host and the CUDA cards and that it's another problem...
  49. alain

    Matrix Classes in 2012

    check these 2 links: http://en.wikipedia.org/wiki/BLAS http://en.wikipedia.org/wiki/LAPACK If you are looking for raw speed in this space, FORTRAN and C are still kings of the mountain. CUDA/OpenCL have their own set of headaches. You will need to be really careful in order to use them...
  50. alain

    Midwest (Minneapolis) Career Outlook

    I know these guys are in MN http://www.walleyesoftware.com/
  51. alain

    What to study?

    Oh yes you are... unless you are plannig to study in India.
  52. alain

    How to build Quantlib 1.1 on Visual Studio 2010

    VC++6 is more than 10 years old. I would highly recommend not to use it. It's well known that version is not very compliant with the ANSI C++ Standard
  53. alain

    Ubuntu vs. Linux Mint

    their own ubuntu version... still ubuntu.
  54. alain

    Ubuntu vs. Linux Mint

    I'm sure you have heard from these guys http://goo.gl/Njku
  55. alain

    Ubuntu vs. Linux Mint

    the best is emacs? I think you meant emacs is very good but everybody knows the best is vi.
  56. alain

    Two Licentiates

    this is the first thing that came to my mind: http://www.merriam-webster.com/medical/licentiate (i.e. plumber, contractor, electrician). Then I realized you came from a Spanish speaking country (me too) and I was able to figure out what you meant exactly.
  57. alain

    Programming Language/Software

    enough so if you respond to an ad that ask for C/C++ and you say you know it, you can answer any question they throw at you.
  58. alain

    What books are you currently reading?

    depends. It's like an introduction and it gets you familiar with tricks and applications of R in Machine Learning, data manipulation and graphing with ggplot2.
  59. alain

    Choosing number game

    For an interview is perfect. Communication is paramount and giving an answer by assuming certain conditions without finding out the details of the question could lead to a "don't hire".
  60. alain

    SQL knowledge

    be able to answer questions.
  61. alain

    Choosing number game

    even more fundamental question? What are we trying to do? If we are trying to win the game, going first and picking 14 is not going to cut it.
  62. alain

    Choosing number game

    i'm re-reading the problem and there are some things that are not clear. Do you keep picking? or do my friend and I pick once each and the game is over? how many time do we play?
  63. alain

    Choosing number game

    pick integer numbers? 1-20 from the uniform distribution? I would pick second. At worst, I will have the same probability of winning.
  64. alain

    Laptop Thread 2012

    Thanks. I didn't know this. Again, I used it as my main developing machine and I have no complains about it. I do plenty of heavy lifting when it comes to coding and the Air didn't complain.
  65. alain

    Laptop Thread 2012

    I used a MBA as main machine until the MBPwRD came to the market. It ran without problems and served me well for a year. I had the same setup: VirtualBox and Ubuntu. Also, AFAIK the MBA doesn't use a ULV processor. Moreover, Apple doesn't use a ULV processor on its laptops. So add this to...
  66. alain

    Laptop Thread 2012

    Cygwin is a huge pain but sometimes there is no choice. SAS cost too much money for my taste. R is my tool of choice, so SAS is not getting a dime from me.
  67. alain

    Laptop Thread 2012

    WOW... you spend that kind of cash on a desktop and complained about the MBP being expensive?
  68. alain

    Still worth it to learn C?

    I can't comment either on RT Java development nor RT C++ since I have never done it. I have done C and Assembly. However, there is a Real-Time specification for java and there are implementations for VxWorks and QNX. From a quick google search you can find they are used by the usual suspects...
  69. alain

    Still worth it to learn C?

    Simply because you need to know your tools. If you decide to do RT programming in Java, you better use a subset that can be deterministic or a Java implementation that is suitable for RT.
  70. alain

    Still worth it to learn C?

    I would probably blame the programmer, not Java.
  71. alain

    Still worth it to learn C?

    depends... Critical, hard real-time applications (and I'm talking about real-time) tend to be written in a subset of C++ that is closer to C than to C++. Of course, I'm not talking about aeronautics. That's still Ada territory.
  72. alain

    Still worth it to learn C?

    probably, but F# is OCaml 3.10 with a less verbose syntax and a bunch of .Net things added into the mix.
  73. alain

    How to convey the statistical significance

    sounds like logistic regression.
  74. alain

    Buying a new Laptop

    I have 16GB now. I used to use a VM on a MBP with 8GB of memory and I didn't have any problem either.
  75. alain

    Buying a new Laptop

    It is compliant in a lot of levels but it's not fully POSIX compliant.
  76. alain

    Buying a new Laptop

    No. The former part of you answer is incorrect. Mac OSX comes from the BSD family but they break the POSIX standard way before they get to the user layer. OSX is definitely user friendly but the toolchain breaks along the way. You will have to jump through some hoops if you want the full UNIX...
  77. alain

    Buying a new Laptop

    Use OSX as host for virtualization and install Linux as a VM. You can run Windows as a VM too if you need it. I've been doing thig for the last 4 years and it works like a charm.
  78. alain

    Buying a new Laptop

    Ignore MRoss. He changes laptops every couple of weeks. :) I like my MacbookPro with Retina display and 16gb of memory.
  79. alain

    PhD?

    true but the stack is against you. What that guy recommends seems easily attainable.
  80. alain

    PhD?

    how much risk are you willing to take?
  81. alain

    PhD?

    One more from xtranormal:
  82. alain

    [Aug 11, 2012] QuantNet NYC August Meetup (new york)

    The map points to North Carolina. You need to change it. This is the address that is showing: 15 Gold St SW Concord, NC 28025
  83. alain

    God's laptop

    This is very vague. It also has very little to do with the OS. I haven't had any stability problem with recent *nix system. OSX comes from the BSD family. I have been using OSX as a VM host for the past 3-4 years and it has been extremely solid.
  84. alain

    God's laptop

    how does CPU usage relates to stability of the system?
  85. alain

    a non-trivial R problem

    I saw the following post on r-bloggers today. It has an example of using another map package in R http://r-nold.blogspot.com/2012/08/provincial-map-using-gadm.html
  86. alain

    "I Can Swing My Stick and Hit a Smart Person"

    OH NO!! http://www.bloomberg.com/news/2012-05-21/jpmorgan-cio-risk-chief-said-to-have-trading-loss-history.html http://www.bloomberg.com/news/2012-05-30/jpmorgan-cio-swaps-pricing-said-to-differ-from-investment-bank.html...
  87. alain

    a non-trivial R problem

    Check the googleVis package. It has maps support. It should be able to help you achieve your results.
  88. alain

    What books are you currently reading?

    I'm reading this: http://www.amazon.com/Machine-Learning-Hackers-Drew-Conway/dp/1449303714/ I have met Drew and he is a really smart dude. I also have these 2 on the queue http://www.amazon.com/Machine-Learning-Action-Peter-Harrington/dp/1617290181/...
  89. alain

    VBA Question

    use conditional formatting. One possibility is to iterate over the result Range and add conditional formatting to the matching cells.
  90. alain

    Part time PhD

    I have an advice from my previous MD: "Never do a part-time PhD. You will be wasting your time."
  91. alain

    Why bankers quit?

    usually? $$$
  92. alain

    U. Washington Computational Finance program

    Thanks for the good description. I was looking at the curriculum and I found this page: http://depts.washington.edu/amath/courses/500I-spring-2011/ It mentions couple of items that I've been unable to find. Under Textbooks " Scherer and Martin (2011). Modern Portfolio Optimization, 2nd...
  93. alain

    Still worth it to learn C?

    Linus is not God but the microkernels have not panned out as much as what Tannebaum wants you to believe. I completely agree with you. I will put C++ in that basket as well.
  94. alain

    Still worth it to learn C?

    In the words of Linus Torvalds: "... C++ is a horrible language. It's made more horrible by the fact that a lot of substandard programmers use it, to the point where it's much much easier to generate total and utter crap with it. Quite frankly, even if the choice of C were to do *nothing*...
  95. alain

    Where will an MFE degree land me?

    You WON'T land a job easily regardless of which school you go to.
  96. alain

    Wow! A lot of new laptops have come out!

    Check this thread https://www.quantnet.com/threads/taking-dell-to-court.9666/
  97. alain

    Why choose internship over full-time?

    None of those are real advantages. If you get a FT opportunity and it's what you are looking for, go get it. Keep in mind that you probably will have to go part time in order to finish your degree at that point.
  98. alain

    Wow! A lot of new laptops have come out!

    I think it's game over for MRoss
  99. alain

    Financial Econometrics & Excel Books Recommendation

    learn R. It's free. there are tons of books about R and Econometrics/Financial Econometrics/Financial Timeseries.
  100. alain

    Pen+Paper = 19th century. Wacom tablets = FUTURE

    I paid attention to that but there are 2 cases where the put the palm on the screen. Actually, palm rejection is not difficult to achieve since most of the note-taking apps for the iPad already have it. I can go even further, the pen on the screen plus the adapter don't have to be touch sensible...
  101. alain

    Pen+Paper = 19th century. Wacom tablets = FUTURE

    possible good solution for iPad http://www.kickstarter.com/projects/553362111/collusion-ipad-pen-productivity-solved Looks interesting.
  102. alain

    Does CFA or FRM help?

    it doesn't hurt.
  103. alain

    Taking Dell to court

    are you talking about Excel VBA running the water fall? Unless things drastically changed in the last 5 years, I can honestly say whatever version you were using was not well written. We did the same thing and Woody and I got this thing to run under 20 minutes in 5 year older technology (on...
  104. alain

    Taking Dell to court

    Excel VBA is not really code.
  105. alain

    Taking Dell to court

    This is my first post on this thread. I haven't made any comment. I haven't said anything wrong about Dells or Asus or Alienware so I have no idea why you are calling me a troll. On the other hand, you are the one calling people trolls while pushing your flavor of the month laptop. Do you what...
  106. alain

    C++ and Eclipse

    This thread is 6 years old. Since that time I have used C++ in Eclipse without problems. I'm still using it.
  107. alain

    Pen+Paper = 19th century. Wacom tablets = FUTURE

    The recording function is very useful. It syncs with what you are writing at the moment in time. Sometimes, I forget to turn the pen on. That is also really annoying but I understand why the pen needs to turn itself off automatically. I think it will be really nice for the pen to turn itself...
  108. alain

    Pen+Paper = 19th century. Wacom tablets = FUTURE

    I tried printing the paper. It works but it's not the same, just keep that in mind
  109. alain

    Pen+Paper = 19th century. Wacom tablets = FUTURE

    Livescribe has some drawbacks. You need special paper. You can only buy refill ink cartridges from them and their ink really sucks. You can try using some other ink refills but you will need to modify them a bit. I have only found one that is good for modification, some obscure Mt. Blank...
  110. alain

    Course on Assembly/Machine Language

    It will give you an idea but again, you can only guess what the compiler is doing for you and sometimes your guess might be completely wrong. If you need to step through the assembly code of your C++ program, you have bigger issues. Unless your code calls libraries that you didn't write, you...
  111. alain

    Course on Assembly/Machine Language

    This is definitely not true because when you write a program in a "non-assembly" language you are at the mercy of the code generated by the compiler or how the code is interpreted (if you are using an interpreter). Knowing assembly won't help you at all.
  112. alain

    Course on Assembly/Machine Language

    my 2 cents: don't learn Assembly Language until you really needed. I doubt you will ever need it. Cross that bridge when you get there.
  113. alain

    Course on Assembly/Machine Language

    TraderJoe, I agree with you except on this part: Assembly language is used by any company that does work at the microprocessor level. Sometimes it has to do with speed and sometimes it does not. I used to work for a power supply manufacturing company for 3 years and I dealt with assembly...
  114. alain

    Investment Risk on Buyside vs Market Risk on Sell Side

    swtich, you will learn more.
  115. alain

    How to pass market data to c++ code?

    What's the goal? how do you plan to use your application? Who is going to consume the data? I would write a layer that takes SQL server data and give it to the world. BTW, who is in charge of the data?
  116. alain

    How to pass market data to c++ code?

    Where is your market data stored? a database? some files? on the web somewhere? Andy's solution will work but it's really complicated and it has too many moving parts which could lead to maintenance and debugging issues. In an ideal world, you will have a adapter/layer that takes the market...
  117. alain

    Wow! A lot of new laptops have come out!

    There's only one sure thing. It's not going to be cheap.
  118. alain

    R Packages for backtesting and running trading strategies

    check quantstrat. Subscribe to R-SIG-Finance to get more information. Make sure you read the posting guidelines
  119. alain

    R optimization algorithm

    try DEoptim
  120. alain

    Quant (Developer) Vs IT ?

    <offtopic> Dominic, in your opinion, which is the right sort of ML?
  121. alain

    Unpaid internship grows

    This is not true. I used to work at ML 2 years ago. We had different interns for 2 years and they were both paid. I also had a student of mine working as an intern for one summer at ML and he was paid as well.
  122. alain

    Unpaid internship grows

    Start-ups usually give you equity or options.
  123. alain

    C++, MATLAB, R

    No, C++ is arcane in comparison to those 2 when you try to solve math related problems. However, C++ is a general purpose language. You can do a lot of things with it. Which school are you going to be attending?
  124. alain

    PhD vs Career; Oxford vs LSE?

    My 2 cents 1) It might benefit or it might not. That's very hard to tell. It really doesn't matter if most PMs have PhD or not. 2) dk; dc 3) It could be really hard. Not only you will have to go through the same process, the best case scenario is that they don't remember you. If they...
  125. alain

    I build and want to Maintain an EC2 ubuntu image for solely QUANT usage! Pls help.

    The session remains active even if you close the client unless you explicitly terminate the session. I usually disconnect the client without terminating the session.
  126. alain

    I build and want to Maintain an EC2 ubuntu image for solely QUANT usage! Pls help.

    I'm sure you bought your copy of Matlab and you use it now on a separate computer (different from Amazon). I'm not sure if you will be violating their license if you install on a different machine and use the copies at the same time.
  127. alain

    I build and want to Maintain an EC2 ubuntu image for solely QUANT usage! Pls help.

    There are technically 2 different things. VNC takes over the machine itself. NX creates a session, like an X session into the machine so multiple users can be using the machine at the same time. Also NX is fast. I haven't compared it to VNC directly but it's definitely way faster that regular X.
  128. alain

    I build and want to Maintain an EC2 ubuntu image for solely QUANT usage! Pls help.

    use NX. I use Open NX on the client all the time. http://opennx.net/ you will need the NX server installed as well: https://help.ubuntu.com/community/FreeNX You can use NomachineNX as well but there was a problem when working on Mac OSX Lion. Maybe it is fixed now...
  129. alain

    I build and want to Maintain an EC2 ubuntu image for solely QUANT usage! Pls help.

    what do you mean by "scientific oriented distro"? any examples?
  130. alain

    R Help with SP/EP futures timeseries

    you can try to use "SPA Index". I don't know how bloomberg does the rollover but it will bring you the whole time series into R. No need to do rollover manually. What's EP for you? the E-mini? then try "ESA Index"
  131. alain

    How does ResolutionPro compare to Numerix or FINCAD?

    I have never heard of ResolutionPro. I have worked with Numerix and FINCAD and their APIs are not pretty.
  132. alain

    Pen+Paper = 19th century. Wacom tablets = FUTURE

    I was reading about the most recent versions and you are probably right. I didn't see Wacom on the thinkpad anymore but a new technology that allows pen and touch. I haven't seen this working so I can't comment.
  133. alain

    R Programming language?

    if you can code something in bash that was written in R, it means that R was used for the wrong reasons. R strengths are far away from what bash can do.
  134. alain

    Pen+Paper = 19th century. Wacom tablets = FUTURE

    That's not really your problem. You buy something because you find it useful or you like it. If some other people don't like it, they don't have to buy it.
  135. alain

    Pen+Paper = 19th century. Wacom tablets = FUTURE

    There is not palm rejection because your palm don't do anything. The thinkpad uses Wacom technology on a resistance screen. You will need the Wacom pen to write on the screen.
  136. alain

    Wow! A lot of new laptops have come out!

    I was thinking exactly the same thing. Hopefully, Apple comes out with a 15'' Macbook Air with a bigger resolution in June.
  137. alain

    Pen+Paper = 19th century. Wacom tablets = FUTURE

    Back to my post. Most of the tablets nowadays use capacitance screens. They are meant to be used with your fingers not with a stylus. Even Steve Jobs criticized the stylus to no end. The resistance screens need a special stylus but they are the best thing to take notes and write. Samsung has...
  138. alain

    Pen+Paper = 19th century. Wacom tablets = FUTURE

    Capacitance screens are light years away from a resistance screens when it comes to precision. I love the Apple products (you can search around here and you will see it right away) but nothing compares to a Wacom pen/digitizer combo that MRoss is talking about. I tried the iPad with multiple...
  139. alain

    Wow! A lot of new laptops have come out!

    I don't know what MRoss has to say but Linus Torvalds likes the Macbook Air. http://techcrunch.com/2012/04/19/an-interview-with-millenium-technology-prize-finalist-linus-torvalds/ And if it is good for Linus, it's good for me. :)
  140. alain

    COMPARE Help!! MSMF@USC VS. MSQF@WUSTL

    what is WUSTL? Wash U? Why USC has a better reputation than Wash U? Because the football team?
  141. alain

    Do you want to learn Stat Arb/Quant Trading?

    are you guys willing to pay for it?
  142. alain

    The Proof of Innocence

    I understand your point. However, using your point of reference, the car was moving on t < 0. The distances traveled are different if we considered t=0 the point where the car stopped, correct?
  143. alain

    The Proof of Innocence

    I think it does. The car was already moving so Eq 8 becomes \(x(t)=v_0t + \frac{1}{2}a_0t^2\)
  144. alain

    The Proof of Innocence

    I think you are being sarcastic but internet forums are very bad at this. Anyway, look at Eq (8) on page 2. What is missing?
  145. alain

    The Proof of Innocence

    the paper has a vital flaw but the officer didn't spot it.
  146. alain

    Applied or pure math?

    Physics
  147. alain

    C++ interview questions

    FizzBuzz
  148. alain

    COMPARE NYU MathFin vs. CMU MSCF (NYC, Scholarship) again..

    if you are any good, why should you worry about placement? Remember, the school is not going to hand you a job.
  149. alain

    Do I even stand a chance?

    which school?
  150. alain

    Triple Major?

    what classes are you taking in the double major and in the triple major? Something's gotta give. how many credits do you need to cover to obtain each degree?
  151. alain

    SMU MQF (Singapore)

    Never assume. You will be setting yourself for a lot of pain.
  152. alain

    COMPARE Boston MSMF vs Columbia MSOR vs Michigan MFE vs Rutgers MSMF

    1) I don't believe in Rankings. They tend to be very subjective 2) I don't know about this. If you know, please give more details. 3) This is probably true.
  153. alain

    Columbia MFE Columbia MFE: should I go for it ?

    I really don't have an opinion because I didn't attend that program and I'm not familiar with anybody who attended that program. I just wanted to make sure you do some research with students and alumni of those programs to get first hand opinion. Ranks, school name and subjective opinions from...
  154. alain

    Columbia MFE Columbia MFE: should I go for it ?

    before 2008, you could google about house value in US and everybody said they were going up. Look where we are 4 years later. I'm sure you know why they are called Ivy league.
  155. alain

    Columbia MFE Columbia MFE: should I go for it ?

    how do you know this? did you go to school at Columbia?
  156. alain

    Columbia MFE Columbia MFE: should I go for it ?

    Go for it. You have no other choice, right?
  157. alain

    COMPARE Princeton vs. CMU scholarship

    when in doubt, you can always use my "flip a coin" technique.
  158. alain

    Should I leave my current job for MFE?

    There is a good chance the finance job you will land will be worse than the one you have now. It could probably be as boring but for a longer work time and less pay. You say you work 2-3 hours a day and get your stuff done. What do you do with the rest of the day? Why don't you challenge...
  159. alain

    Practical way to quickly develop C++ skills

    you are correct. I didn't see the double a at the top. ah... never assume!!! However, conversion from int to a double will usually work up to a certain level (don't remember the number now but it's a big number). Regarding this little piece of code, try to avoid mixed type arithmetic. It...
  160. alain

    Practical way to quickly develop C++ skills

    You need to refresh your C++. Those are "int"s comparisons. PS - Stop using Excel if you can :)
  161. alain

    Practical way to quickly develop C++ skills

    write code. A student made a suggestion to basically try to solve HS Contest programs. You can also try to solve the Informatic Olympiad problems... read Scott Meyer's books. Learn the new C++ standard. The are new syntax constructs to make your life easier. Read other people's code.
  162. alain

    COMPARE NYU MSMF vs Stanford MS Stats

    any specific reason why your parents like Chicago MSFM better? Have they done some research or this is just because?
  163. alain

    Interview with Algorithmics

    Peter
  164. alain

    Interview with Algorithmics

    Peter is one of their lead financial engineers. He might be the person doing the interview as well. He might be lurking around here somewhere.
  165. alain

    Expected Value of 540MM MegaMillions

    Let me know which sources, I have a bunch of stuff to sell...
  166. alain

    Expected Value of 540MM MegaMillions

    Ticket sales? are you arb-ing this thing?
  167. alain

    Aerospace Engineer To Quantitative Analyst?

    Great, do another PhD in a "hot field" and after you are done with that one, I'm sure there will be something else. So you will be doing a 3rd PhD by my count... You will be a professional student!! A modern day Van Wilder!!! All joking aside, concentrate on finishing your current PhD and...
  168. alain

    10 Things the Public Need to Know About Quantitative Trading

    he lost me at "financial expert's insight"...
  169. alain

    The New iPad

    Got to play with the new iPad this weekend. Here are my first thoughts: - The new display is very very good. Papers and books look really crisp, including complex math formulas. This is the only reason I will consider to buy it - It gets hot, not warm, HOT. Noticeably hot, think about Pentium...
  170. alain

    What are my chances?

    Search QN for "What are my chances" type of question and you will get your answer.
  171. alain

    Summer Internship : buy vs sell side?

    if you don't want to use my old "flip the coin technique", take the small firm.
  172. alain

    Cornell FE Cornell FE Placement

    If you hardly respond, why should the students of Cornell respond? that will answer the question. the university might need to change its approach to get this information. The fact that so few students responded says a more about the student community in that program than about the university...
  173. alain

    Cornell FE Cornell FE Placement

    how often do you respond to a survey you received in the mail?
  174. alain

    COMPARE Rutgers MSMF or CMU MSP

    Did you take classes at CMU? If not, how do you know?. It might be as bad as you said Rutgers is.
  175. alain

    The New iPad

    A friend of mine has one and he loves it (he hates apple).
  176. alain

    Best book for self-learning C++?

    I have one main recommendation: "Thinking in C++" by Bruce Eckel, from there you can move to the Meyer's books. If you want to learn applications in Finance, I think Joshi is the by far one of the best. I would recommend against this because you will probably end up learning how to write VBA...
  177. alain

    Portfolio Variance = Unrealistic theory??

    What exactly do you mean by that statement?
  178. alain

    How hard do quants work in Canada?

    why is this important?
  179. alain

    The New iPad

    ms office for free? this is a lawsuit waiting to happen unless they have some sort of agreement with Microsoft. Edit: this is already happening. Microsoft says Onlive violates Microsoft licenses. It is all over the internet.
  180. alain

    The New iPad

    why do I need windows again?
  181. alain

    The New iPad

    So, what's your evaluation?
  182. alain

    So I created this software...

    This is a problem. You might be over fitting.
  183. alain

    So I created this software...

    Correction, for Stocks, IB charges 0.005 per share with a minimum of $1. Here is the full fee schedule http://individuals.interactivebrokers.com/en/p.php?f=commission
  184. alain

    COMPARE multiple admits need opinion in choosing school

    you don't have a solution? you might get that question in an interview.
  185. alain

    COMPARE multiple admits need opinion in choosing school

    I don't know but when in doubt, apply the old "flip a coin" decision technique.
  186. alain

    So I created this software...

    hold on a second, you claimed live trading before... am I missing something?
  187. alain

    So I created this software...

    Since you are eager to give you sauce out, this is great. If you want, send me the code so I can test it for couple of weeks and I will have some people lined up. No big bank will put a dime on anything without first giving it a trial run and by that time your sauce is not going to be secret...
  188. alain

    So I created this software...

    borrow some money and put this strategy to work. Even at loan shark rates of 10%, you will be rich anyway. You don't need anybody to buy your "secret sauce". If this strategy is as good as you said, why do you want to give it out?
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