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  1. VladimirBunicu

    Video lectures on stochastic calculus and financial engineering

    Some of Baruch MFE students enjoyed lectures on non-linear optimization taught by Prof. Tai-Ho Wang. While my schedule didn't allow me to sit in the class, I watched through the video lectures below by Prof. Stephen Boyd (whose textbook was used in our class at that time)...
  2. VladimirBunicu

    MIT OCW is a real gem

    They have Shiller's video lectures at AcademicEarth Another course they host that might be of interest is Stephen Boyd's "Convex Optimization I and II"
  3. VladimirBunicu

    The Master Happy Birthday thread

    Happy Birthday Vadim! Long a cake, short delta candles!
  4. VladimirBunicu

    New thin and light Windows based laptop

    Andy had me transpotted on Thinkpad in 2008, and since then I spread the word. My T61 survived playa dust of Nevada desert in August, Moscow freeze in December, two years of "almost always on" mode, and still kickin'. I'm bullish classic dome; will trade for soft rim at no spread :)
  5. VladimirBunicu

    2nd Annual Algorithmic Trading Conference: February 5th, 2010

    Few students from our class have attended the conference last year, you can find their review here The lineup seems 70% similar to last year's. There might be some opportunity to network during coffee breaks, too :)
  6. VladimirBunicu

    Comic Relief

    I believe we can contribute... :) QuantNetwork - Financial Engineering Forum - View Single Post - Baruch goes to Canada
  7. VladimirBunicu

    The Master Happy Birthday thread

    Happy Birthday Aditya!!! :partyman: <- non-alcohol beer
  8. VladimirBunicu

    Texas A&M Foreign Currency Trading Competition

    I have also registered... lets see how it goes.
  9. VladimirBunicu

    The Master Happy Birthday thread

    Happy birthday Kevin! :birthday: Willing to sell AIG at negative price ;)
  10. VladimirBunicu

    The Master Happy Birthday thread

    Happy happy Birthday Alain! :smt113
  11. VladimirBunicu

    2009 Quantnet Central Park Picnic

    If you do any purchase, please keep the receipt. Nothing makes bureaucrats more happy than papers and reports ;)
  12. VladimirBunicu

    The Master Happy Birthday thread

    Doug, today is a perfect day for your birthday, don't you dare shifting it around the calendar! It is, however, more than appropriate to celebrate birthdays more often than once :) :smt061:partyman::smt061 Happy Birthday Mr. President :birthday:
  13. VladimirBunicu

    Which Linux distribution should I install?

    The famed Ubuntu is my favorite so far. Haven't tried the server capabilities, but it works great as a workstation on my Thinkpad.
  14. VladimirBunicu

    The Master Happy Birthday thread

    :birthday: Matt Happy Birthday!
  15. VladimirBunicu

    The Master Happy Birthday thread

    Happy Birthday Greg and S Novim Godom :)
  16. VladimirBunicu

    The Master Happy Birthday thread

    Thank you my dear friends for your kind wishes! Today (five minutes ago) I have also received my birthday present from Interactive Brokers - how timely of them ;)
  17. VladimirBunicu

    The Master Happy Birthday thread

    Вадим, с днём рожденья! Let all the plans that you have set for this year come true. Career, friends, love... I already can see a fun year for you, with lots of dancing bananas! :dance::dance::dance: :birthday:
  18. VladimirBunicu

    The Master Happy Birthday thread

    Happy birthday Mose! :birthday:
  19. VladimirBunicu

    South Park Takes On the Economy!

    This is very funny, thanks for sharing! Ah, South Park got itself one more fan. I'm even thinking about following Roger, Shlomi and Eugene, and change my avatar picture :)
  20. VladimirBunicu

    2009 Interactive Brokers Collegiate Trading Olympiad

    Gus, only in exchange for your 160%/month return strategy minus 400 times LIBOR :)
  21. VladimirBunicu

    2009 Interactive Brokers Collegiate Trading Olympiad

    Baruch MFE students rock! =D>
  22. VladimirBunicu

    The Master Happy Birthday thread

    :birthday: Happy happy birthday Andy! Let the bananas go bananas cheering! :dance::dance::dance: :dance::dance::dance: :dance: :dance::dance:
  23. VladimirBunicu

    2009 Interactive Brokers Collegiate Trading Olympiad

    John, I know you are eleventh. C'mon mate, make few more audacious trades, and Bob is your uncle! :)
  24. VladimirBunicu

    Financial Modeling with MATLAB at Baruch

    There is going to be a free seminar by MathWorks at Baruch. The topic is Financial Modeling using Matlab (a.k.a. The Unspoken M. ;) ) RSVP required, please register 04 Mar 2009 12:45 p.m. to 2:15 p.m. Baruch College, Zicklin School of Business, Room VC10-215...
  25. VladimirBunicu

    The Master Happy Birthday thread

    :birthday: Happy Birthday Eugene! Wishing you seven Thursday nights in a week (and enough health to manage Friday mornings). :partyman::cheers:
  26. VladimirBunicu

    Credit Suisse Bonus Packages

    Reminds me of the old Soviet stories, when the plant employees were receiving their wages in the produce of that particular plant. What is more illiquid, ABS's for structured finance guys, or steel rails paid to a steel plant worker, remains to be arguable :)
  27. VladimirBunicu

    Importance of UML

    Guys, what UML/Modeling Tool can you recommend? Any votes for Umbrello? Someone mentioned that Visual Studio has a built-in UML editor, but I could not find it.
  28. VladimirBunicu

    2009 Interactive Brokers Collegiate Trading Olympiad

    It is exactly this: http://finance.groups.yahoo.com/group/TWSAPI/ you have to register on Yahoo first in order to get access to some folders there.
  29. VladimirBunicu

    So, no one saw this coming eh?

    It also could be a nice (though arguably efficient) marketing algorithm of how to sell a book: :) 1. Adopt an opinion (or develop a hypothesis B) contradicting to generally accepted A 2. Stick to this hypothesis B, be strong about it, do some research to bolster your point 3. Get publicity...
  30. VladimirBunicu

    The Master Happy Birthday thread

    Happy happy birthday Aditya! :smt113:birthday:
  31. VladimirBunicu

    The Master Happy Birthday thread

    Happy happy birthday Alain!:birthday: Let your energetic self continue inspiring people around you!
  32. VladimirBunicu

    quant lifestyle + quant strategist salary question

    The statistics from real estate agents shows relative decrease in rent for 1- and 2-bedroom elite apartments comparing to studios in the neighborhoods, since people are "downgrading". This tendency holds for the last half a year, for obvious reasons.
  33. VladimirBunicu

    Beer night Thursday

    Well, there are two more days before Thursday night... If that is still not enough, we can just use cummulative results with Sydney's Olympics... and get wasted anyway ;)
  34. VladimirBunicu

    Beer night Thursday

    :cheers: I suggest we toast each and every gold medal by one's native country in Olympics. Our friends from China though won't be able to make it with such drinking maraphon ;) So far 13 toasts and counting! =D> :partyman: :smt030
  35. VladimirBunicu

    The Master Happy Birthday thread

    Happy Birthday mate! Best wishes:)
  36. VladimirBunicu


    :iagree:What Pravit points out here is most likely to be the case. When using Bloodshed compiler, you need a pause line at the end of the main function, preceding the return statement. Simple solution would be to add system("PAUSE"); This one, however, is Windows-specific. Instead, I prefer to...
  37. VladimirBunicu

    quant atmosphere

    Industrial psychology has a whole subdivision concerned with people who have lost jobs; as in risk management, the importance of proactive solutions is being emphasized. Getting into depressed people's mind is not easy, since the depressed person gets obsessed with certain issue (mainly, the...
  38. VladimirBunicu

    Health Insurance

    Most likely it is not, since to receive the college insurance you need at least 6 credits, and the refreshers are not counted towards credits. Also, as far as I know, the Summer semester is counted as the 2007-2008 academic year at Baruch. I would contact Baruch Health Center or the office of...
  39. VladimirBunicu

    Learning real analysis

    May I recommend a wonderful textbook on Real Analysis, "Elements of Theory of Functions and Functional Analysis" by Kolmogorov and Fomin. It covers the material from their earlier edition, called "Introduction to Real Analysis" + some new topics, as the book was renewed in 1999 (after more...
  40. VladimirBunicu

    The Master Happy Birthday thread

    Thank you guys! Intentionally or not, I have received twice the number of congrats :) Even if I pass 40% to Vlad, I will still end up with positive P&L :) Oops, apparently I did:-ssIn our days the girls amaze me with their indifference ;)
  41. VladimirBunicu

    what other math classes ?

    Hi jepfr, The undergraduate mathematics department at Baruch has a financial math concentration, including (but not limited to) Monte-Carlo simulation (MTH4135) Introduction to Financial Mathematics (MTH4500) These classes are available for the Fall semester, and will be taught by professor...
  42. VladimirBunicu

    The Master Happy Birthday thread

    :dance::birthday::dance1: С днём рождения Вадим. May your wishes come true in the upcoming year! Keep rocking on, mate! \\:D/:band:
  43. VladimirBunicu

    Baruch MFE Baruch Programming Environment

    Dear Aditya, The schedule of computer resources are listed here and you can also borrow a laptop for one to two days on the third library' floor The majority of computers might have everything you need, like visual studio and SAS. They have Matlab on 6th floor VC building, and connectivity to...
  44. VladimirBunicu

    Complex Analysis

    It is fun indeed, and has elegant applications in mechanics, like Cauchy-Riemann equalities were used to come up with the first theory of air flow around a wing, and served (on par with PDE) as foundation for later aerodynamics. The same equations can be used to model electric and magnetic...
  45. VladimirBunicu

    MFin Vs. MFE

    :-k Talking about stereotypes and evolution of quants, Tim Grant in his exclusive interview elaborates on many topics of interest, like what roles do quants take in todays world. Below is an excerpt, but read the whole interview, it explains many things.
  46. VladimirBunicu

    What is going on at Bear Stearns ?

    In his upcoming presentation Bernard S. Donefer will talk about credit derivatives and their reflection on the latest events. The lecture is held at Baruch on April 8th, details are below. Might be an interesting event to attend... :thumbsup:
  47. VladimirBunicu

    The Master Happy Birthday thread

    The reference is to a Russian modern poet and my namesake, Vladimir Vishnevskiy, who wrote, "Pleasures have to be expensive". Some other verses are "Don't vulgarize my love to you with your consent" and "Yes, I have cheated on you, but never - in my thoughts!"... I believe, however, that for...
  48. VladimirBunicu

    The Master Happy Birthday thread

    Happy birthday Andy! :birthday::dance:Let the year bring you many pleasures... expensive pleasures.... but for free :) Cake Cake Cake !!!
  49. VladimirBunicu


    There are many tools to translate C# to VB.NET and back, with minimal manual intervention, here are few: http://www.carlosag.net/Tools/CodeTranslator/Default.aspx http://www.developerfusion.com/utilities/convertcsharptovb.aspx Looks like "Once you DOTNET, you..." well, can go cross-language...
  50. VladimirBunicu

    Signs that You May Be Addicted to Quantnet

    20. If, before having your morning coffee, instead of TOP <GO> you mechanically type in QUAN <DOWN ARROW><GO> in Bloomberg line.
  51. VladimirBunicu

    Summer 2008 Midtown Lunch/dinner thread

    Thanks for invitation. If they let me earlier from work, I will be more than happy to join you guys.
  52. VladimirBunicu

    Summer 2008 Midtown Lunch/dinner thread

    Another midtown suggestion - Sutton Place on 53rd and second avenue. I've been there in summer, it was nice. They have two floors and an open terrace, so there shouldn't be problem with *malloc(size_t) crowd :) Also I don't remember it being too pricey... Oi, who's that guy on your new avatar...
  53. VladimirBunicu

    Baruch MFE Baruch MFE Online Application

    Lovely design! =D> Was the website updated recently? I have not visited it for a while...
  54. VladimirBunicu

    Doing Linear Regression?

    Here is a simple solution to implement linear regression using standard library. :smt024 Credit for this code goes to Dann Corbit. #include <stdio> #include <iostream> using namespace std; int linfit(const double *const x, const double *const y, const size_t n, double *m, double *b) { int...
  55. VladimirBunicu

    Would you leave a bluge bracket IB for a startup?

    Indeed a 2-year cycle with IB provides the "safety net" sufficient for further career moves. I have not had a chance to complete the cycle with IB even nearly, however this March it will be one year since I joined a small hedge fund. And it was not a start-up in a "startup" sense of it, rather a...
  56. VladimirBunicu

    Would you leave a bluge bracket IB for a startup?

    I remember last semester at Baruch, Lawrence Simon and Bill Richards (not the last people in the Hedge Fund industry) were giving a talk and a piece of advice to Baruch students. Both industry veterans echoed: "young people must take the most risks, because in this country [taking risks] gets...
  57. VladimirBunicu

    Future for quants: In-house v. Outsourcing

    Our managers won't outsource quant jobs; an edifying example: the manager outsources R&D to create a new strategy, the senior researcher comes up with something, back-tests it, paper-tests it, and then trades with the companies' money, improving the strategy to perfection without any risk for...
  58. VladimirBunicu

    What are your computer's specs ?

    Andy, I know that the "law of cost for the marginal gigabyte" tells you to stick with 500GB harddrives, but before you run out of hard drive slots on your machine I would recommend switching to these 1-TB babies: Seagate Barracuda 7200.11 ST31000340AS 1TB 7200 RPM 32MB Cache SATA 3.0Gb/s...
  59. VladimirBunicu

    Math quant jokes

    Hilarious proof! =D>Thank you Alain, you made my day.
  60. VladimirBunicu

    On Line Courses on Financial Engineering

    Yuriy, is MIT's Open Course Ware one of these? What's the other one, Wilmott?
  61. VladimirBunicu

    Energy and commodities Trading

    Each zone has its consumers (demand) and generators (supply). The price is dictated by the activity of these two guys. If the generators expect high demand, but the consumption turns to be lower, they have lower prices and transport the energy to the neighboring zones. The opposite direction...
  62. VladimirBunicu

    Energy and commodities Trading

    Christian, e-mail me for the manuals and the info on virtual seminars and training by one of major market and electric power providers on East coast. In order to trade electricity one must know the inner workings! I would check out this book that Woody recommended. One of the branches at the...
  63. VladimirBunicu

    woo... do we have enough pumpkins this year?

    Was pleasantly surprised :) First moment I though I got the wrong site... Agreed, its a nice skin nice for eyes. I like it this way as well. Yan, what you can do is install this add-on for Firefox and tweak CSS of how quantnet is displayed in your browser. On mac you can invert system colors...
  64. VladimirBunicu

    2008 Interactive Brokers Collegiate Trading Olympiad

    Mr. Gus, thanks for your posts in this thread, the information is helpful indeed :smt023 I believe that your advice on strategies will be appreciated by Olympiad participants (and not only them ;) ) Christian, here are lots of resources for your project! :smt024 Check it out...
  65. VladimirBunicu

    Quantitative Interview questions and answers

    The actual solution has its trick, haha. ;) form a calendar with two cubes (answer) - QuantNetwork - Financial Engineering Forum
  66. VladimirBunicu

    Quantitative Interview questions and answers

    I think this one works 0 1 2 7 8 9 1 2 3 4 5 6 but this solution assumes that one cube can be used by itself (for example, -8 instead of 08 etc)
  67. VladimirBunicu

    Derman on mathematical models

    Thanks for the article Dmytro, a nice reminder once again that in finance one deals with probabilistic measures mixed with imagination of numerous market participants ;), and thus has to be careful. I only wonder how is possible that the laws work in physics, but not in finance? Brownian motion...
  68. VladimirBunicu

    Bye, Bye B-School

    Love accountants people! :) Accounting is fun, it is like occupational reality bending... Manager: "how much is 2+2?" Accountant (ingratiatingly whispering): "What would you like it to be?" Love accountants, people! Respect their existence... If not them, YOU would have to bend the reality...
  69. VladimirBunicu

    Bye, Bye B-School

    True. From my own observations, more and more financial companies tend to hire undergrads from top-tier schools. And there is definitely a trend to hire bright undergrads with background in science/math, and to train them at work, rather than hiring MBA's. If one has brain sharp for...
  70. VladimirBunicu

    Remembering 9/11

    Even though I was in Moscow that day, it was shocking and memorable, I will never forget it. It was about 5pm, I just came back from university, turned on the TV... At first I thought it was some action movie... Switched the channels - every channel had the same news. When I understood that it...
  71. VladimirBunicu

    please advise - PC vs. OSX/PC

    Gentlemen, I've purchased the T61 (thanks Andy, I've followed your recommendations on specs :tiphat:). I purchased the XGA+ 14.1" version (they also offer widescreen Thinkpads, but I waited for the standard screen to appear on market). Comments so far: Great built! =D> Just returned from...
  72. VladimirBunicu

    Any electronic gadget fanatic here ?

    Andy, Alain, thank you gentlemen, I feel more than convinced =D> Thank you very-very much (clicked "Thank you" button too, as it is the only way I can express my gratitude) I suggest we establish a new dual major at Baruch (MFE+Sales&Conviction) ;)
  73. VladimirBunicu

    Any electronic gadget fanatic here ?

    Andy, I really need some advice from an authorized Thinkpad power user ;), as I plan to buy a T61 soon. Is it true what they say about the quality problems with Lenovo Thinkpads (since it's not IBM anymore)? If the problem exists, any ideas for alternatives? Talking about football (oops...
  74. VladimirBunicu

    Price Data Source

    We are using Activfeed http://www.activfinancial.com/activfeed.htm, the "real-time" data delays about 200ms, which is acceptable (Reuters consolidated connection gives a 300ms delay). The downfall is, they don't cover Western Europe, they cover about 30 major North American and Asian exchanges...
  75. VladimirBunicu

    The most enlightening calculus books

    I studied Functional Analysis with this book back in Russia. :thumbsup: If not mistaken, I had brought a copy to New York... It's in Russian though...
  76. VladimirBunicu

    Quantitative Interview questions and answers

    :) 1+1+1 took me the longest, too. I used ((1+1+1)!=6) though. And i had different answer for 8's, using (8^{1/3} ) Anyway, Andy, you are hired :)
  77. VladimirBunicu

    Quantitative Interview questions and answers

    The rules are still to be clarified - I'm waiting for a callback from my friend on that. Till now I got five of those by using binary operation only, and the remaining four - using other operations and brackets - so those look more like #1#1#1#=6 where # can be a set of brackets and...
  78. VladimirBunicu

    Quantitative Interview questions and answers

    10 min interview question A friend of mine gave me this puzzle yesterday (consider it today, because it was 3am :partyman:). He was asked this one during an interview for some hedge fund, and was requested to give answer in 10 minutes :smt017. Here is the puzzle: Replace the # sign with the...
  79. VladimirBunicu

    RSVP: Starting a Hedge Fund

    Unfortunately I've read the post too late :( Gurvich is quite a figure in financial markets, I missed a chance... Of those who attended, had you guys made any notes?
  80. VladimirBunicu

    New Quantnet members say hi

    Thanks for threatening, Andy :) Otherwise I would keep silence for another half a year on this forum.... Hi all, my name is Vladimir, and I hope to join MFE program in Fall 2008. Currently I am an undergrad at Baruch, majoring in Finance and minoring in Math. I had transfered here from Moscow...