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  1. ezbentley

    Switching from Matlab to C++

    I agree. In fact, I used C++ extensively 10 years ago. It's just that Matlab/R make data analysis too convenient that my memory of C++ has been fading. Now I need to re-learn C++ to do the things that I can easily do in Matlab/R just because the demand for C++ quant is much higher than Matlab...
  2. ezbentley

    Switching from Matlab to C++

    Wow, this is very useful. Thanks a lot. It also puzzles me that all the job postings require C++ even for non-developer positions. They won't even consider you if you don't know C++.
  3. ezbentley

    Switching from Matlab to C++

    I agree it's going to be a lot of pain, but the fact is that 90% of the quant research(not developer) job postings require C++, not Matlab. So it seems like they use C++ for both research and production. So I guess the pain is unavoidable. That's why I wonder whether there already exists some...
  4. ezbentley

    Switching from Matlab to C++

    I am fairly proficient in Matlab/R, but would like to gradually transition my research framework to C++ as a learning experience. My research involves mostly econometrics, multivariate time series, and portfolio optimization, i.e. more emphasis on portfolio management and less on pricing. The...
  5. ezbentley

    Non-finance work experience on resume?

    This question is for those who have successfully switched career into finance from engineering/science background. If your experience in finance is limited to academic courses(zero professional experience) but have extensive working experience in a non-related field, what is a good strategy...
  6. ezbentley

    Interview with Richard Roll -FE of The Year

    Please ask him about the placement situation of the first UCLA MFE class :D just kidding But it would be great to ask his opinion about the UCLA MFE program, such as how they plan to compete with other programs and establish its reputation.
  7. A

    UCLA MFE

  8. A

    UCB MFE

  9. A

    NYU MathFin

  10. ezbentley

    Numerical Aanalysis or PDE online courses?

    Have you decided on where to take courses online? I am also having a headache deciding where to take prep courses. Btw how did you manage to take courses from Berkeley while working?
  11. A

    Columbia MathFin

  12. ezbentley

    Just how important is career service from the MFE program?

    I want to thank everyone for the input. To me, the ideal situation is to have both the brand name and the knowledge like UC Berkeley, but that's hard to get. The dilemma is when you can have only one of them. I personally strongly believe(rightly or wrongly) that unqualified candidates from...
  13. ezbentley

    Just how important is career service from the MFE program?

    If you have the choices of brand-name programs without dedicated placement service, such as Columbia MAFN and NYU Part-Time, versus a not-yet-established program but with placement service like UCLA, which is a better choice?
  14. ezbentley

    Time allowed for making decision?

    For those programs with rolling deadlines, such as UCB, UCLA, Columbia MAFN..., how much time do you have to make your decision after they offer you admission? Is it going to be "you have two weeks to decide starting from today" or "respond by a certain date"? If they only allow you say two...
  15. ezbentley

    Statement of purpose - quantitative skills?

    That is very helpful. Thanks a lot! Do you have any comment on how technical the essay should be when I describe my experience and skills? I am kind of hesitant to mention words like pointers in programming and transistors in electronics. But describing the skills in too general terms may sound...
  16. ezbentley

    Statement of purpose - quantitative skills?

    Some schools specifically request applicants to write about how they apply quantitative skills in problem solving. My questions is: what is the "scope" of their definition of quantitative skills? Are they limited to solving problems through the use of mathematical equations? I know this may...
  17. ezbentley

    Numerical Aanalysis or PDE online courses?

    You can try to take a look here: Home | NetMath at the University of Illinois Just out of curiosity, if you don't mind, did you not have PDE at all when you apply? I thought UCB requires you to show that you have taken a PDE course in the application.
  18. ezbentley

    Stanford MS&E

    I am curious if anyone has experience with the MS&E department in Stanford. The department has a concentration in finance and economics and offer several financial engineering courses. It seems more practical and less math-intensive than the FinMath program in the Stats department. Any thought?
  19. ezbentley

    NYU MSMF Questions about the NYU FE program - part vs. full time

    Thanks Andy. It seems reasonable to assume that work experience would be an important factor in PT admission.
  20. ezbentley

    Anyone successful at transitioning from EE to FE?

    I did calculus 1~4, which included some multivariate calculus and differential equation, except the course name does not reflect it. I also took stats for engineering and financial stats course. I don't have linear algebra on my transcript, but plan to take either the math prereq course or just...
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