• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
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Search results

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    Software developer supporting credit traders at JP Morgan or commodities traders at Wells Fargo?

    Is it better to work as a software developer supporting the credit derivatives trading desk at JP Morgan or supporting the commodities trading desk at Wells Fargo? Assuming both jobs offer equal compensation, which would provide a better career path in the long run, for a technologist who has...
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    What exchanges or brokers allow the individual algo trader to connect through FIX?

    https://www.interactivebrokers.com/en/?f=%2Fen%2Fsoftware%2Ffixctci.php. This connects you to the broker, not individual exchanges. Also, the API is a cheaper option if you're just looking to trade programmatically https://www.interactivebrokers.com/en/?f=%2Fen%2Fsoftware%2Fibapi.php 10K min...
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    2013-2014 QuantNet Ranking of Financial Engineering (MFE) Programs

    Andy, Is it possible to publish the statistics (placement rate, starting salaries, etc) used to compute the ranking scores?
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    Algo Trading

    Live and historical options price feeds can be retrieved through a data provider subscription. I suggest eSignal or IQFeed for non-professionals. You may be able to get a data feed through your broker API too. Interactive Brokers offers a bundled data subscription for at most $30 a month...
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    [May 11, 2012] R In Finance Conference (Chicago, IL)

    I'm interested in applying R to trading strategy development, but haven't really done any in-depth research so here comes the inane questions: 1. can R replace Matlab? 2. would similar functions (lets say I created an econometrics toolbox for R) run faster compared to Matlab?
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    Banks prefer undergrads to MFEs for entry level jobs?

    Out of curiosity, what sort of positions are we talking about here, which undergrads can apply for and MFEs are interested in? Trader, trader assistant, etc?
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    Convexity of a Perpetual Bond

    I read somewhere that the duration of a perpetual bond is (1+yield)/yield. If this is true, maybe it would help in getting your answer, if you can figure out the P and dP/dy and subsequently the 2nd derivative. But I wonder what the yield curve is supposed to look like, and whether it can be...
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    Baruch MFE my first post for Baruch MFE

    Out of curiosity, since you say you know it, what exactly do you want to pursue for your future career?
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    C# Pricing options using the finite difference method

    Looks like the project folder path from Andy's Fall 2006 workstation was included in the solution config. On Visual Studio leftclick on the file and look at the Properties window. You can see a 'Relative Path' property which has a value like "..\..\..\..\..\..\Fall...
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    92% for the C++ midterm. at this rate, hopefully i'll get a reference or LinkedIn recommendation...

    92% for the C++ midterm. at this rate, hopefully i'll get a reference or LinkedIn recommendation from the C++ prof
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    topped the class in C++ midterm. hoping for a reference or LinkedIn recommendation from the C++ prof

    topped the class in C++ midterm. hoping for a reference or LinkedIn recommendation from the C++ prof
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    test status

    test status
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    Chinese Applicants Flood U.S. Graduate Schools

    That's basically what I said earlier: But your post received a Like while mine received two Dumbs. Interesting audience we have here. Anyway, the common point here is that nationalism or protectionism shouldn't be allowed to come into the picture. Students ought to be admitted on merit. If...
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    Chinese Applicants Flood U.S. Graduate Schools

    martingaletrader Universities in Singapore are also "inundated" with students from China, India, and other Asian countries. Some locals are unhappy about this, citing the same arguments that you made. But this simply means that the total number of students are increasing. Instead of setting a...
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    SMU MQF (Singapore)

    I'm already in the Rutgers MQF program. Here we have classes with projects in C++, Matlab, and R. No pain! I'm aiming for a quant developer role in the tri-state area so all these languages will be useful to me, but I imagine (another assumption here) Matlab would be sufficient for a typical...
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    Chinese Applicants Flood U.S. Graduate Schools

    This shouldn't be a question for the schools. This should be a question for the US govt regarding whether there is a need to set a quota on student F1 visas a la the H1B visa system, to avoid over-representation of students from any particular country. IMO, a quota means that US universities...
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    Discussion about Singapore MFE programs.

    NUS is supposedly the "best" school in Singapore, regardless of program or faculty. Obviously this is a sweeping statement, though the school tries to keep it going by publicizing stuff like this whenever they can: http://newshub.nus.edu.sg/pressrel/1105/200511.php Without additional...
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    Practical way to quickly develop C++ skills

    Or you can just do the problems on Project Euler. Enjoy.
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    Practical way to quickly develop C++ skills

    It's always more fun, and easier to remain motivated, by writing simple games. Here's how I started off: Level 1. Start off writing a tile game (I call it tile but think its more commonly known as Mosiac). Write a program where you can manipulate the empty cell on the display below until the...
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    SMU MQF (Singapore)

    kb All the best in your upcoming program! I left Singapore last year to join the Rutgers MQF program on a part-time basis, but I'm glad we have more quant programs now in Singapore. I certainly hope the supply will help boost the demand :) Just had a quick look at the syllabus. I like how the...
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    connecting C++ and SQL Server

    In Java you would simply use the corresponding JDBC driver for SQL Server. While looking for a JDBC equivalent for C++, I came across http://www.sqlapi.com/. If you're just looking to run SQL queries on the database this library would be the simplest solution for you. It is portable across...
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    Should I take GMAT a 3rd time for Rutgers MQF and GTech QCF?

    I'm currently in the MQF program, and have a couple of classmates who transferred from the MBA program here. So that is a valid option if your MQF application doesn't work out, although you'll have to make an impression (by doing well in your quant-related classes etc) to earn the transfer.
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    So I created this software...

    Ian R, if you had read the Ernest Chan book recommended earlier, chapter 4 answers your concerns about lack of capital, as well as about fix connectivity and other administrative issues. Being associated with a reputable firm should also set you on your path towards obtaining a credible track...
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    So I created this software...

    Interactive Brokers charge only $1 per trade I believe. If you're short on capital, but you are highly confident in the direction and time-frame of your picks, try leveraging by trading vanilla options or put/call spreads instead of stocks. The maximum drawdown is obviously much higher, but...
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    So I created this software...

    Especially if you have AAPL in your portfolio.
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    So I created this software...

    Ian R. which broker are you using now? Run your system on that broker, generate monthly performance accounting reports for about a year or so, and once you have statements from a reputable broker showing that you have a sustainable track record of 30% a month, it shouldn't be too difficult to...