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  1. quantstart

    Matrix Classes in 2012

    I thought it would be interesting to start a thread discussing the issues around implementing a Matrix class in C++/CUDA/C#/Python. Although this topic has been talked about before, I'd like to see how people have approached the problem recently, now that we're heading into 2013. Some topics...
  2. quantstart

    List of NYC quant events

    Does anyone know of any lists of NYC quant/finance events? Thanks in advance. QS. ---------- Post added at 12:46 PM ---------- Previous post was at 12:40 PM ---------- Silly me...I didn't see the sub-forum labelled "Events" :-)
  3. quantstart

    Algorithmic Trading at home - how should I get started?

    Hi everyone, I'm keen on getting into algorithmic trading at home (primarily paper trading right now). I'm a capable software dev, so that's not an issue, but I would like a heads up on what protocols are out there, what reference texts are worth looking at, which blogs to read etc. Where does...
  4. quantstart

    GPU computing

    Has anyone used CUDA/OpenCL in their applications? I imagine for Monte Carlo type scenarios it provides an incredible speedup ("embarassingly parallel") but what about PDE methods?
  5. quantstart

    Favourite Finite Difference Methods book(s)?

    What are you favourite FDM books? I'm interested in more advanced texts primarily. I enjoyed Duffy's "Financial Instrument Pricing using C++" but haven't had a look at his FDM book yet.