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  1. Jonathan

    Do you even lift? What are your hobbies outside of the quant world?

    Awesome feedback guys. Compound exercises it is. Proper form and perfect technique, got it. I'll start after marathon season ends. Actually had to google the overhead press and military press; they seem to be the same (I called them "raise the roofs" until now). Must get familiar with the gym...
  2. Jonathan

    Do you even lift? What are your hobbies outside of the quant world?

    Interesting thread. I work in model validation and therefore, have loads of free time. Weight lifting / body-building is definitely on my list of hobbies to pursue next, but the training is quite different than what I'm used to. Currently, my thing is running marathons, kung-fu, and hiking...
  3. Jonathan

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

    Finally, I non quanty thread. A tea drinker here (quit coffee last year). Kung-fu (7 years) and running/jogging all over NYC.
  4. Jonathan

    Game of Thrones

    I recommend Spartacus. I started Game of Thrones simply because the Spartacus season was over.
  5. Jonathan

    What books are you currently reading?

    Mockingjay (The Hunger Games, Book 3) decided to take a break from my usual quant readings.
  6. Jonathan

    C++, what else?

    then learn them all.
  7. Jonathan

    Thanks Andy, the whole site rocks, you rule!

    Thanks Andy, the whole site rocks, you rule!
  8. Jonathan

    Matrix Inverse Algorithm

    I agree, especially with #3, thanks for pointing that out Daniel.
  9. Jonathan

    Matrix Inverse Algorithm

    Try A = LU decomp first (if applicable, even go for Cholesky if possible). Then, (if L and U are invertable), inv(A) = inv(LU) = inv(U) * inv(L), and inverting L and U are quick. Well, this works for me, 0.13 sec for 100x100, 18 sec for 500x500, 260 sec for 1000x1000, and my laptop is a dinosaur.
  10. Jonathan

    Simpson Integral Algorithm

    http://en.wikipedia.org/wiki/Gauss–Laguerre_quadrature
  11. Jonathan

    First order differencial equation

    RK4 for 1st order ODEs
  12. Jonathan

    Interview Questions at JPMorgan Sales and Trading

    Must be a lot of people on a 2 hour line. You obviously do not cut off the big tough guy but the one who you believe will not do a thing about it, also known as a little beyotch. Cutting someone on a line that big would be insulting, basically saying that "you can't stop me", so being passive is...
  13. Jonathan

    Anyone watching Wallstreet 2?

    I should've listened to my wife and watched Easy-A or The Town...
  14. Jonathan

    What are you listening to now ?

    You're not alone Andy. If you liked that freestyle 80's era then you'll like the CDO stuff, maybe...
  15. Jonathan

    We are Wall Street ... we are smarter

    Big talk. I dare the author to come to my office and try to take my job.
  16. Jonathan

    Life of a quant

    Unless of course you find yourself a quant wife. Try to check out if there is the possibility to log into your work PC remotely. Very convenient for those with families when things come up, and yet you can still be productive.
  17. Jonathan

    How do Tech guys expect to get for bonus in IB?

    If someone needs that much annually to survive, then their survival skills must be really bad or they have a big hole in their pocket.
  18. Jonathan

    Controversial Religion thread

    I know you weren't looking for formal proofs, who would. I figured you were referring to Christianity anyway. Try the Quran instead.
  19. Jonathan

    Controversial Religion thread

    Religion isn't mathematics (although I may be wrong on that one). I know what point you are making but some things just can't be proven or reasoned because of our conceptual limitations, but yet people try. Perhaps you've been talking to people who haven't given much thought to their beliefs and...
  20. Jonathan

    Install R/S-PLUS/SAS/VBA for Spring 07 semester

    The credit risk management area seems to have a thing for SAS. SAS is comparable to R and Matlab, mostly useful for heavy data processing. If you are already familiar with Matlab and R, or even C++, then I wouldnt invest too much time in learing SAS (I picked it up on the job in a week). Just...
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