Professor Jim Liew asked me to post this for all graduates out there:
I'm very curious to catch-up with all the NYC MSF students that have since graduated. Where did you go? What...
Wall Street Smarts
By CALVIN TRILLIN
IF you really want to know why the financial system nearly collapsed in the fall of 2008, I can tell you in one simple sentence.
The statement came from a man sitting three or four stools...
For the past several weeks, New York Sen. Chuck Schumer has attempted to intimidate the Securities and Exchange Commission into banning so-called flash trading. Eliminating this technique would be a dangerous mistake...
The Evening Standard's Paul Waugh reveals today that G7 finance ministers were warned about the dangers of US subprime loans
and shaky banks back in April 2007. Famous...
The Destructive Implications of the Bailout - Understanding Equilibrium
John P. Hussman, Ph.D.
All rights reserved and actively enforced.
One of the features that has enabled the bureaucratic abuse of the public during the past year...
From the NY Times.
First news report:
Draw your own conclusions. You probably know my opinion...
Hello Boys and Girls,
It's that time of the year again. Tomorrow, we will have the first leg of the Triple Crown, the Kentucky Derby. There hasn't been a Triple Crown winner since 1978 so hopefully something happens this year.
The clear favorite is Big Brown but no horse has ever won coming...
Could we try to get the following books for the Quantnet library?
Financial Modeling of the Equity Market: From CAPM to Cointegration
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk
Empirical Market Microstructure: The Institutions...
I want to create this thread so I can learn more about the different education systems in each country. A good percentage of the readers/posters/lurkers here are international students. How is the education system in your country? What is your experience? I would like to know High School...
Hello Boys and Girls,
Baseball season is here. Spring training started already so we are going to get deep into some baseball talk soon. For all the international students that don't know what baseball is, which are the teams, etc, don't worry. I will try to keep you posted with details...
Looks like a Mac Air PC version from the Lenovo Thinkpad family (I'm in love with my Thinkpad Tablet too bad there is no tablet with solid state HD yet)
Laptops: Ultralight Lenovo X300 Series Thinkpad Leaked
Slashdot | Thinkpad X300 Specs Leaked
The pseudo-science hurting markets
By Nassim Nicholas Taleb
Published: October 23 2007 19:23 | Last updated: October 23 2007 19:23
Last August, The Wall Street Journal published a statement by one Matthew Rothman, financial economist, expressing his surprise that financial markets experienced...
For Wall Street's Math Brains, Miscalculations
Complex Formulas Used by 'Quant' Funds Didn't Add Up in Market Downturn
By Frank Ahrens
Washington Post Staff Writer
Tuesday, August 21, 2007; A01
They are the powerful, cerebral and offstage actors of Wall Street, but the recent turmoil in the...
Is anybody using functional languages (OCaml, Haskell, F#, List or anything in between) in finance? Does anybody knows about it?
I know Jane Street Capital (Jane Street Capital, LLC and http://cufp.galois.com/slides/2006/YaronMinsky.pdf) uses OCaml for almost everything which is really...
Which price do people use (at home or at work)? Which one do you recommend? Which one do you use to analyze real-time data? What about end-of-date data?
I know Bloomberg and Reuters but I'm looking for cheaper alternative for do-it-yourself.
In the past I used to use Primate for EOD data...
Has anybody used or played with Wealth-Lab or TradeStation? Any opinions/comments/reviews? What other system trading packages are out there (besides writing our own)?
I would like to start testing some trading ideas.
Has anybody tried to use Eclipse as IDE with C++? It uses the GNU (gcc, g++) toolset to compile, debug and link
I was reading some articles today and it looks as a viable solution for development in Windows and Linux.