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  1. alain

    Calling all NYC MSF grads! Where are you?

    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...
  2. alain

    Put your money where mouth is

    https://www.quantopian.com/open
  3. alain

    Maddux, Glavine, Thomas to HOF

    Greg Maddux, Tom Glavine and Frank Thomas into Baseball Hall of Fame http://espn.go.com/mlb/story/_/id/10261922/baseball-hall-fame-class-2014-announced
  4. alain

    High-frequency Trading

    http://queue.acm.org/issuedetail.cfm?issue=2523426
  5. alain

    FPGA Programming for the Masses

    for those who want to get into HFT, this might be helpful: http://queue.acm.org/detail.cfm?id=2443836 PS - Fig 1 and 2 seem mislabeled.
  6. alain

    Earthquake

    did anybody feel the earthquake?
  7. alain

    No Windows at Google

    Actually, almost no Windows at Google http://digitizor.com/2011/07/12/google-android-linux-dream/
  8. alain

    Should The Nation's Unemployed Be Buying New Apple Computers?

    http://www.theonion.com/video/in-the-know-should-the-nations-unemployed-be-buyin,20083/
  9. alain

    Quant Programming Contest

    Check this quant competition for students: http://www.quantcup.org/ I read Max Dama's blog frequently. I like what he writes.
  10. alain

    from Xtranormal via ZeroHedge - HFT

    Enjoy http://www.zerohedge.com/article/next-xtranormal-docket-hft-explained-cartoons <object width="480" height="390"><param name="movie" value="http://www.xtranormal.com/site_media/players/jwplayer.swf"></param><param name="allowFullScreen" value="true"></param><param...
  11. alain

    MBA? MFE? IB? What am I supposed to do?

    http://www.nytimes.com/2010/03/21/business/21corner.html?ref=business&src=me&pagewanted=all
  12. alain

    Wall Street Smarts - NY Times article

    http://www.nytimes.com/2009/10/14/opinion/14trillin.html?em 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...
  13. alain

    Former Moody's Insider Says "Moody's Should Be Liquidated"

    http://www.businessinsider.com/former-moodys-vp-moodys-should-be-liquidated-2009-9
  14. alain

    In Defense of 'Flash' Trading

    http://online.wsj.com/article/SB10001424052970203706604574374431720968204.html 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...
  15. alain

    The short sellers warning ignored (2007)

    http://www.businessinsider.com/financial-regulators-held-secret-meeting-with-hedge-fund-short-sellers-in-2007-2009-8 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...
  16. alain

    Pay to get internships

    It looks like you can pay to get an internship http://www.nytimes.com/2009/08/09/business/09intern.html?em
  17. alain

    Do you believe in Global Warming?

    Since Cap and Trade might be upon us... here is a list of skeptics http://www.businessinsider.com/the-ten-most-important-climate-change-skeptics-2009-7
  18. alain

    Open Source Financial Software

    Open Source High Freq platform (thanks to my friend Norm for the link). http://www.marketcetera.com
  19. alain

    Another interesting article not related to finance

    Very interesting analysis. http://www.newyorker.com/reporting/2009/05/11/090511fa_fact_gladwell?currentPage=all
  20. alain

    Interesting article

    http://www.hussmanfunds.com/wmc/wmc090518.htm The Destructive Implications of the Bailout - Understanding Equilibrium John P. Hussman, Ph.D. All rights reserved and actively enforced. Reprint Policy One of the features that has enabled the bureaucratic abuse of the public during the past year...
  21. alain

    Clifford Asness VS Barack Obama

    From the NY Times. First news report: http://www.nytimes.com/2009/05/01/business/01hedge.html Asness' response http://dealbook.blogs.nytimes.com/2009/05/05/a-hedge-fund-manager-strikes-back-at-obama/ Draw your own conclusions. You probably know my opinion...
  22. alain

    New Mark-to-Market Rules - Clusterstock version

    for your own consumption, enjoy: http://www.businessinsider.com/fine-tuning-mark-to-market-the-two-cows-version-2009-4
  23. alain

    What does one TRILLION dollars look like?

    Thanks to my friend Norm What does one TRILLION dollars look like?
  24. alain

    Nice way to put it

    http://www.bloomberg.com/apps/news?pid=20601039&sid=atlHxXH7FweQ&refer=home
  25. alain

    Interesting presentation

    My friend Adam recommended this talk. It's really interesting. I'm a big fan of OCaml and F#. Caml Trading talk at CMU | ocaml.janestreet.com
  26. alain

    From Bloomberg: Bear Stearns Risk Manager to Guard New Henhouse

    http://www.bloomberg.com/apps/news?pid=20601039&sid=a3yAuZ.McV3I&refer=home
  27. alain

    Credit-Rating Companies `Sold Soul,' Employees Said

    I think we knew this already. http://www.bloomberg.com/apps/news?pid=20601087&sid=ac8Bkp_7F4Rc&refer=home
  28. alain

    Interesting Opinion

    http://www.bloomberg.com/apps/news?pid=newsarchive&sid=aOxUwNvu3K48
  29. alain

    Interesting Article

    http://www.economist.com/finance/displaystory.cfm?story_id=11897037
  30. alain

    Black Swan Theory

    as it was shown to me by somebody on the desk.
  31. alain

    Triple Crown - Kentucky Derby

    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...
  32. alain

    New Book Recommendation

    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...
  33. alain

    Education system in your country

    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...
  34. alain

    Baseball season is up on us

    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...
  35. alain

    Ultrathin laptop from the Thinkpad family

    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
  36. alain

    The pseudo-science hurting markets

    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...
  37. alain

    2008 Interactive Brokers Collegiate Trading Olympiad

    Hello Boys and Girls, It's that time of the year again. Interactive Brokers Collegiate Trading Olympiad
  38. alain

    For Wall Street's Math Brains, Miscalculations (from the Washington Post)

    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...
  39. alain

    The World Cup Trading Championships

    put your money where your mouth is Robbins Trading Company - World Cup Challenge seems really interesting and with real money on the line.
  40. alain

    Functional Languages

    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...
  41. alain

    Price Data Source

    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...
  42. alain

    System Trading - Wealth-Lab/TradeStation/Other

    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.
  43. alain

    C++ and Eclipse

    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.
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