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  1. Diego Calderon

    Modelling Electricity Prices

    A few years later with more experience in the Energy industry - I would actually say now that which forecasting method you use depeneds on WHAT electricity price you are trying to forecast. There are many different markets in Power, e.g., Day Ahead (DA) market, Hour Ahead (HASP), Fifteen Minute...
  2. Diego Calderon

    What other jobs are avaliable with quantitative skills

    Have you considered the world of Utilities/Commodities? The world of energy is complex and many 'types' of quants come to work here; i.e. Power Systems, Economists, Programmers, Quants. Derivatives and valuation become much more complicated because markets are illiquid and the market structure...
  3. Diego Calderon

    Investment banking on the brink

    Great great article, thanks BBW
  4. Diego Calderon

    Which Offer to Choose?

    Thanks Andy Nguyen! I took the energy job; I see a lot of growth in the energy industry long-term as demand will only continue to increase and as supply continues to transform. Deregulation of energy markets in California has been both a blessing and a curse, but I think it's coming under...
  5. Diego Calderon

    Which Offer to Choose?

    I have 2 offers to choose from: 1.) Analyst position within the Utility industry (specifically Energy) using time series analysis to forecast price, load, etc. The role is central to the company, which is very large. Modelling experience, programming, stats, plus connections to...
  6. Diego Calderon

    Should I leave my current job for MFE?

    I agree with what most people say here, keep the job but increase the load or increase difficulty. By going to school you will get to back to school, but after a while you will wish you were still making 140K. Talk to your Manager and ask for more difficult tasks. You will kick yourself for...
  7. Diego Calderon

    Where are the Jobs

    James, I too graduate in May 2012...what I have learned is that you cannot pigeonhole yourself to a particular area, you must be shapeless and prepared to take on any task. It means strengthening the base of your toolkit. This actually helps you in the long run since you will just be more...
  8. Diego Calderon

    Bitcoin - a new kind of currency

    Hmmm, the BTC market was moving sideways for a bit, now this. What's liquidity like today? For some of the guys who are deeply involved in the BTC market, what are your thoughts on the current market? Are there any macro and/or non-linear factors at play here?
  9. Diego Calderon

    advises for interview preparation

    www.bloomberg.com
  10. Diego Calderon

    Why your resume sucks...

    Thanks for sharing DominiConnor - reminds me of what Crack has to say on the subject (though this also falls over into interviews).
  11. Diego Calderon

    Ranking list 2011

    Lin :: who made you God? The rankings fit your view, so you accept them. For others - not the case. BTW, you are asking gradaplicant to fall into the exact same mindset you warned against. Stupid. If I remember correctly if one said they went to Baruch a few years ago people looked negatively at...
  12. Diego Calderon

    Quant Finance is Dead!!

    Death implies birth. I agree with alain, it's just changing form, it's a new game with new rules. Ripe for new opportunity!
  13. Diego Calderon

    An Interview Question

    I would agree with DStahl on his last point. Since the beta is 1 (perfectly correlated with the market) and since the market rewards investors in equity capital for assuming the 'most' risk as shareholders (get paid last)...year over year, the trend is upward. So it will be > $20.
  14. Diego Calderon

    quant fixed income intern interview

    Treasuries here: http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield What happened on August 6th, 2011? What happened to 10yr yields around that time? Where are we now?
  15. Diego Calderon

    Use Bloomberg Terminal without having one?

    $1200/month....so no, not free. Also, Bloomberg estimates they have 300,000 global terminal subscribers. Do the math. If you're in an office, it's possible to dial-in to a bloomberg terminal from your computer, but only if your office already has one.
  16. Diego Calderon

    History of Yield Curve

    U.S. Treasury Forward rates as compiled by Donald R. van Deventer at the Kamakura Corporation. The yield curve dates back to the 1960s and is provided with historical commentary to boot - super cool visual
  17. Diego Calderon

    Quantitative Analyst- Deutsche Bank Test

    Big Brother is watching you :eek:
  18. Diego Calderon

    Energy & Energy Derivatives Conference @ Claremont

    In case anyone is interested in checking these white papers out, they can be found here: http://lacimagroup.com/page18902/Downloads--White-Papers-amp-Articles.aspx#White%20Papers
  19. Diego Calderon

    Brownian Motion using Gamma instead of normal distribution

    The only way I can make sense of your question is if you meant to let time be distributed by a gamma process. If that's what you meant, here's a white paper on the subject: http://www.math.nyu.edu/research/carrp/papers/pdf/VGEFRpub.pdf I assume you are looking for a model that yields access...
  20. Diego Calderon

    Brownian Motion using Gamma instead of normal distribution

    MonteCristo :: think about what you're saying, look up the definition of Brownian motion. Let's say you were able to construct another scaled symmetric random walk (the way Shreve does in Shreve II) and that you were able to prove that it's increments are independent...would it satisfy all the...
  21. Diego Calderon

    Energy & Energy Derivatives Conference @ Claremont

    Yes Ken, I will be there at your talk on Thursday and I look forward to finally meeting you. I'm interested to learn what risks you believe face the eurozone and the future of the global economy.
  22. Diego Calderon

    Energy & Energy Derivatives Conference @ Claremont

    Great, I'll check those white papers out. I spoke to Prof. Schellhorn about some of the models used for Energy and how they differ from GBM, but account for cyclical markets. I'm ready to learn much more.
  23. Diego Calderon

    Well I'll be - Greece might actually do it...

    Seems like at this point the biggest problem with the global economy is the politicians standing in the way of a true free market system. At the same time, the EU would have never been built without some sort of structure. Such a Catch-22 IMO
  24. Diego Calderon

    Well I'll be - Greece might actually do it...

    Why doesn't the EU just let Greece fail already instead of throwing good money after bad?? If you cutoff aid, then you can filter that aid for recovery from default. http://www.bloomberg.com/news/2011-10-03/eu-signals-investors-may-have-to-take-bigger-losses-in-second-greek-rescue.html
  25. Diego Calderon

    how to get an entry-level intern in trading or quant

    ohhhh woooow, look at the last couple of words - he/she misspelled 'resume'
  26. Diego Calderon

    Energy & Energy Derivatives Conference @ Claremont

    physEcon :: stoked for the conference, such a great lineup! How is correlation behaving in energy markets during these turbulent times? Does it have ~96% correlation like SPX? What are some good articles/books I should read before Friday?
  27. Diego Calderon

    List of sample questions for Quant Interviews

    Question #36 (brainteaser) XI + I = X is "11 + 1 = 10" which is not true as is. (if written on a whiteboard) I would tell the interviewer to turn around, back to the white board, stick his head between his legs, and look at the board again. It should now read "X = I + IX" which is "10 = 1 +...
  28. Diego Calderon

    puzzle

    Look at the prime factorization of 72: \(72 = 2^3*3^2\) then choose the combination that sums to 13...3, 4, 6 is really \(3,2^2,2*3\)
  29. Diego Calderon

    UCB MFE Appreciate if someone can evaluate my profile

    Why do you have no grade on Numerical Analysis? If you're going to list your grades, you should list them all. And does UCB accept GMAT for MFE?? I thought GRE only? Your Quantitative score should be near perfect.
  30. Diego Calderon

    The 25 Weirdest Interview Questions

    2k - 1 Say you have 4 condoms; first guy puts all of them on, second guy uses the top one again, third guy uses the bottom one inverted, and then you have the two that were in between that can be used 2 times each. That's 1+1+1+2*2 = 7 men or 2*4-1, etc etc Of course, this doesn't protect the...
  31. Diego Calderon

    The 25 Weirdest Interview Questions

    the condoms, the women or the men? Or a combination of any two?
  32. Diego Calderon

    Amazon’s $23,698,655.93 book about flies

    I get 47 days, with starting price of $100.99 (starting April 13th)
  33. Diego Calderon

    Amazon’s $23,698,655.93 book about flies

    How many days did it take to reach this level (approx.)? Let's say recalculation occurred once a day for each algorithm (no holidays) and starting point is somewhere around the stated $106.23.
  34. Diego Calderon

    Amazon’s $23,698,655.93 book about flies

    I was hoping 1.27059 would be the golden ratio, but it's not :( also close, 1 + (1 / e) = 1.36787944
  35. Diego Calderon

    Fractional FFT Implementation in C++

    here's what a search on stackoverflow produces: http://stackoverflow.com/questions/tagged/fft c++ and Wilmott http://www.wilmott.com/messageview.cfm?catid=10&threadid=43058
  36. Diego Calderon

    Traders’ brains

    ExSan :: lol
  37. Diego Calderon

    Traders’ brains

    Daniel Duffy :: that's like trying to get my grandmother to change her life style...it's like pulling teeth and simply won't happen. Let the nerds rule the street...revenge of the nerds! lol
  38. Diego Calderon

    Energy & Energy Derivatives Conference @ Claremont

    Energy & Energy Derivatives Conference Hosted by The Peter F Drucker & Masatoshi Ito Graduate School of Management and School of Mathematical Sciences. Friday, October 7 , 2011 8:30am - 6:00pm 1021 N. Dartmouth Ave. Claremont, CA 91711 The conference will address the latest topics in...
  39. Diego Calderon

    Fed Operation "Twist"

    Maybe the Fed is trying to push weaker Banks to collapse or merge while we have some relative stability?
  40. Diego Calderon

    Well I'll be - Greece might actually do it...

    Then the EU would do well by immediately restructuring it's own debt against Greece instead of waiting for Greece to default. Does Sarkozy care at all? Seems like Frankfurt has been the central peg thus far. Is the ECB preparing for a shock to the system? They should be.
  41. Diego Calderon

    Occupy Wall St.

    Haha, actually joel_b I can see that happening NYC is overblown sometimes.
  42. Diego Calderon

    Verbal Job Offer

    1.) I wouldn't reply with Historical salary information. I would tell them Market Price for expected, unless you have loads of experience. 2.) I would say it's a verbal offer, which does hold in court...but it's your word against theirs. Be patient and push for the contract. It's not...
  43. Diego Calderon

    Well I'll be - Greece might actually do it...

    What does Greece have to gain by doing so? This will only increase their debt as the drachma should be valued less than the euro if reinstated...I understand it would allow Greece to regain control of its Central bank, but does Greece really have the infrastructure to restructure their debt alone?
  44. Diego Calderon

    Occupy Wall St.

    I take it at face value. I think people want SOME WAY of saying something, the best way is to gather in large groups of people because it is easier to become a symbol this way. They may not know exactly what they're pissed off about yet, but this is generally how things start. I'm interested to...
  45. Diego Calderon

    OUTSOURCING: GOOD or BAD

    well maybe you should have specified IT outsourcing in your original post
  46. Diego Calderon

    OUTSOURCING: GOOD or BAD

    Really?? I don't know a single 'good' banker that doesn't care about quality.
  47. Diego Calderon

    Sample quant resumes out of Grad school

    it's not about time, it's about attention to detail and I noticed it the first time I read the resume.
  48. Diego Calderon

    Sample quant resumes out of Grad school

    I also found a contradiction in the dates in the 3rd resume for ANTOINE ACLOQUE. It says she finished her BBA while receiving her MBA? She finished her MBA in 6 months?
  49. Diego Calderon

    WSJ interview with Roubini

    He hasn't really been wrong in the last 2 years, he's just been wrong about the speed at which it's occurring. I think in the past 2 years things have actually deteriorated further - debt has increased, unemployment still high, currency has depreciated...if you will, think of a spring absorbing...
  50. Diego Calderon

    WSJ interview with Roubini

    Could it be because this is the first time in many years that the top global economies are being faced with the possibility of revolution? Or because the economy next in line is China? I don't know enough of Marx as I should. I wonder what he would say of our current global environment?
  51. Diego Calderon

    OUTSOURCING: GOOD or BAD

    I didn't say 'outsourcing creates entrepreneurship' I said it helps the process along. If you have an idea and no money, outsourcing for cheap labor can help your idea come to life. Please explain.
  52. Diego Calderon

    OUTSOURCING: GOOD or BAD

    Yup, I've worked on a global team - saw an entire floor cut by 2/3 and jobs sent to B'ham and India. My experience was actually very good. Workers in Mumbai were very helpful, but I agree that they didn't ever say they "didn't know something"...which meant it always took longer to hear back...
  53. Diego Calderon

    OUTSOURCING: GOOD or BAD

    I would say Good and Bad as well. Good because it helps to create entrepreneurship which in turn drives the economy, but Bad because it sends domestic Labor cashflows to another country (albeit a smaller percentage).
  54. Diego Calderon

    WSJ interview with Roubini

    I completely agree with Roubini, double-dip is coming.
  55. Diego Calderon

    2009 Quantnet Ranking of Financial Engineering (MFE), Quantitative Finance Programs

    what shows up on my Invoice is "Tuition - Fellowship(%)*Tuition - Loans"...it's a game they're playing to maximize their returns. If they want to look attractive, they will give large fellowship; else, they can charge Full-Tution. Are most other programs charging a flat fee? No Fellowship? I...
  56. Diego Calderon

    2009 Quantnet Ranking of Financial Engineering (MFE), Quantitative Finance Programs

    CGU's price tag doesn't reflect Fellowship awards which vary from 20-40% of tuition.
  57. Diego Calderon

    Bitcoin - a new kind of currency

    is anyone issuing out-of-the money calls right now? would anyone like to write a contract and sell to me?
  58. Diego Calderon

    Bitcoin - a new kind of currency

    well, if it doesn't collapse then it might be a good strategy to buy and hold long; re-create some of that wealth initially realized.
  59. Diego Calderon

    Events on the West Coast

    I would look on the Berkeley website, IAFE, or just do a google search
  60. Diego Calderon

    Events on the West Coast

    where are you looking in Cali? Bay, LA, or SD? This would help
  61. Diego Calderon

    Good Book for Advanced Calculus

    vincegata :: *sigh* this really depends on how a school defines them, so your make a really moot point :rolleyes: You're right though, the OP probably doesn't want to read Rudin - you should really watch what you post though, the link you posted earlier which states: has a reference to Rudin...
  62. Diego Calderon

    Bitcoin - a new kind of currency

    Are there any macro correlations for BTCs? Maybe the drop is just following the 2011 Summer decline?
  63. Diego Calderon

    Good Book for Advanced Calculus

    vincegata :: you make no sense with your statement; calculus is a subset of analysis.
  64. Diego Calderon

    Real analysis?

    Rudin all the way. Take the class - mathematicians measure their dicks by real anal. But any real structure is algebra...just sayin.
  65. Diego Calderon

    Chavez - Genius or Madman?

    Time is something I didn't mention, but should have. My investment horizon in the current markets is always daily or weekly, anything longer is straight gamble unless you're Buffett. Good luck with your trading ;)
  66. Diego Calderon

    Chavez - Genius or Madman?

    Alexei Smirnov :: well, I don't think the U.S. economy has stabilized at all and the EU seems to be holding its breath, in fact I think we're in for a very very bumpy road - thus, gold will go up again. The ETF route is always there too.
  67. Diego Calderon

    Chavez - Genius or Madman?

    In an attempt to bring this thread back to one of its it's main points http://www.bloomberg.com/news/2011-08-24/gold-extends-drop-heads-for-biggest-fall-since-2008-as-haven-demand-wanes.html I was right, a bubble...but I don't think gold is finished yet. Now is the time to buy
  68. Diego Calderon

    Quant Pay Survey

    fina Oblomov :: could you guys please post outcome here when you find out?
  69. Diego Calderon

    Chavez - Genius or Madman?

    Also, silver has been trending similar to gold. Will the correlation continue?
  70. Diego Calderon

    Chavez - Genius or Madman?

    JacobK :: If gold isn't a bubble what is it? I've noticed a 3 yr upward trend in gold, could it be a super bubble? Or will it just continue to rise in value? At some point it has to decline because there will be a point where the price and value deviate. I wouldn't call real estate a safe asset...
  71. Diego Calderon

    Chavez - Genius or Madman?

    gotcha ;) ; wonderful, thanks for sharing. Especially since he's going through chemo treatment right now - he probably sees himself very vulnerable and is probably even more paranoid (if that's possible).
  72. Diego Calderon

    Chavez - Genius or Madman?

    it seems he's reinvesting in BRIC plus SA...isn't it a risky time to be doing that?
  73. Diego Calderon

    Chavez - Genius or Madman?

    how so?
  74. Diego Calderon

    Chavez - Genius or Madman?

    http://www.bloomberg.com/news/2011-08-18/chavez-emptying-bank-of-england-vault-as-venezuela-brings-back-gold-hoard.html Furthermore, I'm interested to hear people's thoughts on the gold bubble...
  75. Diego Calderon

    Help with MATH course selection for MFE

    bigbadwolf :: thanks for pointing that out, I didn't mean to confuse the OP - just wanted to bring functional analysis into the mix because it'll be in my studies this fall
  76. Diego Calderon

    Help with MATH course selection for MFE

    swapnilchristian :: I would choose Advanced Calculus...Green's functions come up in special cases of linear differential operators, but I've never used ANY of the Complex Anal I learned in school, ie, this stuff is interesting (gauss, cauchy, and riemann were geniuses, but not useful for quant...
  77. Diego Calderon

    Bachelor thesis - to do or not to do

    Guys #1, start thinking of a thesis advisor you could work with. You need someone to chair your project, correct? Then why work on something that they have absolutely no interest in?? Have you asked any of your professors if they are currently working on anything and if they would like to extend...
  78. Diego Calderon

    Username change request thread

    Thanks dude!
  79. Diego Calderon

    Username change request thread

    Hey Andy, please change 'groutgauss' => 'Diego Calderon'. Many thanks!
  80. Diego Calderon

    Online Trading Platform

    Abdel :: what did you settle on? How do you think the below stands up? http://www.brokerage-review.com/articles/barrons-2011-broker-survey.aspx
  81. Diego Calderon

    Online Trading Platform

    What online broker do you use? And why? Do you use specific online brokers for equities and others for options etc? What are currently the best spreads?
  82. Diego Calderon

    London riots

    there are always riots in London, why is this so different? riots happen every May 1st, I saw it when I lived there. riots happen in Paris anytime a politician sneezes...I don't see how "multiculturalism" has anything to do with it. Now if we were talking LA riots in South Central...that's a...
  83. Diego Calderon

    Bitcoin - a new kind of currency

    btw, some interesting sites I've come across in my search:: https://bitcointalk.org/ https://en.bitcoin.it/wiki/Bitoption https://bitoption.org/
  84. Diego Calderon

    Bitcoin - a new kind of currency

    Alexei Smirnov :: no, not suggesting that - I was suggesting that there would be a check in place to reject multiple copies of the exact same timestamp. though after rethinking, I think this would only be an issue if the system realized 2 exact timestamps were verified simultaneously...
  85. Diego Calderon

    "MFE program profile evaluation" master thread

    efarng :: listen to Andy dude, save yourself 70k
  86. Diego Calderon

    Bitcoin - a new kind of currency

    Alexei Smirnov TBeas :: surely there are unique (timestamp) identifiers that would prevent copies from being recognized by the system, no?
  87. Diego Calderon

    17 Year-Old designs better micro-search for Twitter etc.

    the article actually doesn't go into ANY detail as to how the algorithm is different except that it connects to similar search words...is there a published paper?
  88. Diego Calderon

    17 Year-Old designs better micro-search for Twitter etc.

    joel_b :: thanks so much for sharing, I actually have a friend designing a system that uses an approach like you mention.
  89. Diego Calderon

    Bitcoin - a new kind of currency

    What do you mean by 'a few years'? Money is being made right now.
  90. Diego Calderon

    Bitcoin - a new kind of currency

    This begs the question - how in the hell do you properly price a BTC Call/Put?? Anyone with experience on this have any input?
  91. Diego Calderon

    When Milliseconds Make Millions: Why Wall Street Programmers Earn the Big Bucks

    alain :: interesting find off your string... http://veyronb.wordpress.com/
  92. Diego Calderon

    Debt ceiling

    more cannon fodder for republicans
  93. Diego Calderon

    Debt ceiling

    http://www.bloomberg.com/news/2011-08-02/gross-says-debt-deal-fails-to-make-significant-dent-in-deficit.html
  94. Diego Calderon

    How to get around the city

    or http://www.engadget.com/2011/07/26/man-builds-diy-segway-for-434-begins-casting-arrested-develop/ read the comments...will be made clear
  95. Diego Calderon

    How to get around the city

    teleport...c'mon!
  96. Diego Calderon

    Bitcoin - a new kind of currency

    TBeas :: how many hours have you put into generating those couple hundred?
  97. Diego Calderon

    NYC Drinks - QuantNet meet up?

    oh wait, I forget that the usual place has a patio that we couldn't use last time...nvmd
  98. Diego Calderon

    NYC Drinks - QuantNet meet up?

    if we go just a block or two over to Third and Long we'll pay less money and be able to hear each other speak ;) http://www.yelp.com/biz/third-and-long-new-york Also Bravest across the street has $2.50 Buds: http://www.yelp.com/biz/bravest-new-york#query:fireman%20bar
  99. Diego Calderon

    NYC Drinks - QuantNet meet up?

    so.....beer!?
  100. Diego Calderon

    Survey of forum members backgrounds/credibility

    Andy Nguyen you're too nice. fina I think it's pretty absurd to demand people's credentials without first stating your own.
  101. Diego Calderon

    Department head says job is boring

    I would probably answer with a comment close to "I actually find what XYZ department does to be quite interesting (go into some details about what they do and how that interests you)...I'm also known for finding new ways to look at a problem that improve upon current methodologies, so as long as...
  102. Diego Calderon

    From Trader to Tech Executive

    JacobK :: so what are some examples? or what articles/books/blogs are a good read for the type of maths that is being used, e.g., Google's algorithms, etc.
  103. Diego Calderon

    From Trader to Tech Executive

    Andy Nguyen :: I think this is THE BEST thing about the field we are in...we are very capable of moving to where the jobs are. As long as I'm being challenged and making money, it doesn't matter what I'm doing (ethical/moral dilemmas aside)
  104. Diego Calderon

    Bitcoin - a new kind of currency

    a bit different, but a similar FAIL http://en.wikipedia.org/wiki/Flooz.com
  105. Diego Calderon

    BUILD Windows Conference - Anaheim, CA

    Andy Nguyen :: this money will probably go better towards finance books!
  106. Diego Calderon

    BUILD Windows Conference - Anaheim, CA

    oh wait, that's full day pass, expo passes are like $150...hmmmm, tempting. Do you think this event is worth attendance Andy?
  107. Diego Calderon

    BUILD Windows Conference - Anaheim, CA

    If I can get my school to cover the $1500 registration fee, lol :p
  108. Diego Calderon

    BUILD Windows Conference - Anaheim, CA

    http://www.buildwindows.com/
  109. Diego Calderon

    Artificial Intelligence for Algo Trading

    very interesting article from Adam Afshar, President and CEO of Hyde Park Global Investments on their implementation of AI http://www.highfrequencytraders.com/blog/543/nonlinearity-artificial-intelligence-genetic-algorithms
  110. Diego Calderon

    Is Master the new Bachelor degree?

    Serious. I don't think the US would need to engage in offshore Wars if it weren't on the front-burner of the world's attention, do you? I don't think the Cold War has really died off, it's just changed shape. If the US took a world position like the UK, they could still maintain a large say in...
  111. Diego Calderon

    Is Master the new Bachelor degree?

    Andy Nguyen :: Naw, what I meant was that the UK as a society has had time to figure out their place in the world now that the attention of the world isn't solely focused on them. The UK still has problems of course, but the society is developed enough to figure out solutions without the...
  112. Diego Calderon

    Is Master the new Bachelor degree?

    Just another indicator that the UK is ahead of the US - it is my opinion that the US should just give up wholeheartedly its position as world hegemon and take a back-seat position like the UK....they would be much more happy this way.
  113. Diego Calderon

    Is Master the new Bachelor degree?

    I went to a school that has had near 0% grade inflation since its inception: Reed College. Check it out. I worked my ass off only to graduate with < 3.0 GPA and ever since then I've realized that other people who graduated around the same time as me and received Sigma Cum, actually learned very...
  114. Diego Calderon

    Is Master the new Bachelor degree?

    I was actually thinking the other day that they should invent a new degree in between the Masters and the PhD - but it's probably cheaper to just get your CFA ;)
  115. Diego Calderon

    Is Master the new Bachelor degree?

    Education is no longer intended to educate, instead U.S. colleges and universities have for the most part turned this process into a $-making machine like everything else. The U.S. was after all founded on capitalism, and still is a capitalist society. Every part of my graduate experience is...
  116. Diego Calderon

    UCLA MFE UCLA MFE 2012

    Lin :: not a "naive question" just a hard question to answer! I would say that if you are to look at big banks with big presences on the West coast, they are generally West coast companies, eg, Wells Fargo, PIMCO, Blackrock, Wedbush, etc. You DO find east coast companies on the west coast, but...
  117. Diego Calderon

    It's 100°F plus degree in NYC today

    Andy Nguyen :: yeah but at least in LA i'm not sandwiched between 2 kids with too much sugar and a guy whose had too many ham sandwiches :D ... instead, A/C turned up with some gangsta rap bangin! lol nah, I really like the subways; big supporter of public trans. I hate LA for that reason, or...
  118. Diego Calderon

    It's 100°F plus degree in NYC today

    SYau :: dude! I was stuck on the train for 20 mins too...and then I get in the office and my buddy tells me he was stuck on the 6 train for a while too. WTF mta!? You owe me some money
  119. Diego Calderon

    UCLA MFE UCLA MFE 2012

    AMANE :: I would take it again, you know you could do better than that...do you really want to even try with this type of score? it's a waste of everyone's time
  120. Diego Calderon

    UCLA MFE UCLA MFE 2012

    Andy Nguyen :: this is something us Los Angeleans are used to, east coast companies would rather take NYU, Baruch, Columbia, or CMU grads over someone from the West coast ("unknown territory where the sun rots your brain")...honestly though, there are plenty of opportunities on the west coast...
  121. Diego Calderon

    Listening to music while studying??

    Andy Nguyen :: Thanks Andy!
  122. Diego Calderon

    hey JKPappas can you please PM the link you referenced in...

    hey JKPappas can you please PM the link you referenced in http://www.quantnet.com/forum/threads/net-hft-systems.6913/page-2#post-63756
  123. Diego Calderon

    New in NYC..

    I pay $600/month in Brooklyn, but its in a dodgy neighborhood, a temp situation, I live in a closet, and have 9 other housemates. Go figure.
  124. Diego Calderon

    New in NYC..

    reda : then my suggestion would be to live with others; you lower costs this way...get used to it
  125. Diego Calderon

    Is Apple's phenomenal growth good for overall tech Industry?

    Yeah....it's called Linux https://ccrma.stanford.edu/guides/planetccrma/OS_X.html
  126. Diego Calderon

    How to build a High Frequency Trading system

    thanks guys, I thought as much. I read the article that Andy Nguyen posted about but it's a thesis project, so its validity remains to be seen, unless of course you come from within...
  127. Diego Calderon

    How to build a High Frequency Trading system

    are there any blogs or articles written by quants in the field who have developed HFT systems?? most of this stuff is proprietary, so very hard info to find externally
  128. Diego Calderon

    Is Apple's phenomenal growth good for overall tech Industry?

    Apple's growth is good for the tech industry if and only if it continues to push innovation forward. Else it just becomes another corporate giant with pending future bubble-burst. Even though OS X is simply reinventing the wheel, they brought it to the mass public. The real question is what do...
  129. Diego Calderon

    Anybody help me to choose topic for my thesis!

    I would first find a Professor you want to serve as your thesis advisor, then ask her/him if they are doing any interesting topics for research and if you could possibly cover one of the topics in your thesis
  130. Diego Calderon

    Listening to music while studying??

    MRoss check this out: http://www.engadget.com/2011/07/14/its-here-spotify-lands-in-the-us/ now you can really enjoy ;)
  131. Diego Calderon

    New in NYC..

    DO buy yourself some comfortable shoes for all the walking you will do
  132. Diego Calderon

    MS in Mathematics (Pure and Applied, not MFE or MathFin) - Quant Job Opportunities?

    I mentioned that all electives should be programming or math finance classes
  133. Diego Calderon

    MS in Mathematics (Pure and Applied, not MFE or MathFin) - Quant Job Opportunities?

    true! Cox's is a great book. please note that the books I listed were good for introductions - if it took the former Chair of the Mathematics department at Princeton over 200 pages to prove, then of course it would take a much more in depth look
  134. Diego Calderon

    MS in Mathematics (Pure and Applied, not MFE or MathFin) - Quant Job Opportunities?

    Ian Stewart also wrote a great book on Galois Theory i used in another class prior to this one http://www.amazon.com/Galois-Theory-Third-Chapman-Mathematics/dp/1584883936/
  135. Diego Calderon

    MS in Mathematics (Pure and Applied, not MFE or MathFin) - Quant Job Opportunities?

    we covered most of it, but not all of it: start with ring theory, extensions to number fields, cyclotomics, unique factorization (fundamental theorem in disguise), ideals, and then we skipped to lattices and class-groups and then FLT
  136. Diego Calderon

    MS in Mathematics (Pure and Applied, not MFE or MathFin) - Quant Job Opportunities?

    the course was geared toward understanding the proof of FLT Stewart and Tall are GREAT authors and it flows excellent, BUY THIS: http://www.amazon.com/Algebraic-Number-Theory-Fermats-Theorem/dp/1568811195/
  137. Diego Calderon

    MS in Mathematics (Pure and Applied, not MFE or MathFin) - Quant Job Opportunities?

    I agree with bigbadwolf - at my school the quoted topics were included in my real analysis (ie 'real anal')...also, an algebraic topology course was offered to seniors, but I chose algebraic number theory
  138. Diego Calderon

    MS in Mathematics (Pure and Applied, not MFE or MathFin) - Quant Job Opportunities?

    drdough it depends, quant employers like those with strong backgrounds in mathematics (I come from a pure math background) but by going for an MS in Math you are leaving yourself vacant to many other qualities employers look for in quants - such as, programming skills and a strong understanding...
  139. Diego Calderon

    Coding skills?

    xkcd is great
  140. Diego Calderon

    Google+ is really awesome.

    http://technolog.msnbc.msn.com/_news/2011/07/12/7066975-google-surpasses-10-million-users I just joined, want to help this exp growth continue
  141. Diego Calderon

    Google+ is really awesome.

    I would hope so, they have their reputation at stake and that's the only thing keeping their bloated stock where it is ;)
  142. Diego Calderon

    Modelling Electricity Prices

    very interesting! seems like using empirical data to generate spikes on the random cluster sets is the best way to go - this way you can curtail the model to specific energy markets.
  143. Diego Calderon

    Google+ is really awesome.

    http://www.computerworld.com/s/article/9218303/Google_Changes_coming_to_Google_this_week
  144. Diego Calderon

    hey Joy, hoping to get Ben's contact info from you? He's the other QN member from the Drucker...

    hey Joy, hoping to get Ben's contact info from you? He's the other QN member from the Drucker School in Cali. Cheers!! -Diego
  145. Diego Calderon

    Modelling Electricity Prices

    so would a simulated process smooth such spike clusters out? or just exclude them altogether?
  146. Diego Calderon

    Modelling Electricity Prices

    I would be interested in seeing your model once it's complete actually, and take part in your conversation...where?
  147. Diego Calderon

    NYC Drinks - QuantNet meet up?

    had a great time, we have to do it again!
  148. Diego Calderon

    Modelling Electricity Prices

    Dibbs : maybe contact a Professor who specializes in Energy? For example, I know Prof. Jim Mills at Drucker is very interested in Energy Derivatives; just a thought james.mills@cgu.edu
  149. Diego Calderon

    NYC Drinks - QuantNet meet up?

    I will be there Andy, it'll be nice to meet you. I won't be there until around 6:45-7PM tho
  150. Diego Calderon

    Peter Muller of Morgan Stanley PDT going solo

    I would think not guys. From the article it seemed like a very exclusive prop trading setup, so they need PhDs in their operations since they were smaller, hence fewer people to depend on, more expertise needed.
  151. Diego Calderon

    Kent State MFE program

    my impression of the Kent program is ok, but not great. I worked with a guy who went through their program and he was pretty good, but he could have just been smart. Take a look at Quantnet's ranking: http://www.quantnet.com/mfe-programs-rankings/ I would HIGHLY doubt 100% placement with...
  152. Diego Calderon

    Google+ is really awesome.

    I could get behind it if it were instead called 'Google++' :p
  153. Diego Calderon

    Solution Manual for Shreve's Stochastic Calculus for Finance 1 & 2

    i'd like a copy Tsotne if possible
  154. Diego Calderon

    NYC Drinks - QuantNet meet up?

    7 PM works well
  155. Diego Calderon

    Ten Tips for a (Slightly) Less Awful Resume

    I see what you guys mean - thanks for the tips. I think y'all are right, if you put something down, just be confident that you can back it up. And, I still plan on taking the C++ course, looks great. CrazyRussian : wow, great idea about the blackjack game, I'll try it out!
  156. Diego Calderon

    Ten Tips for a (Slightly) Less Awful Resume

    this bothers me...I have been getting psyched about the C++ Certification course Andy Nguyen and Daniel Duffy have been working hard to create http://www.quantnet.com/forum/threads/c-online-certificate-for-mfe-applicants.6297/page-4#post-60797 ...but while reading this blog it made it seem like...
  157. Diego Calderon

    NYC Drinks - QuantNet meet up?

    oh wait Sushi Yasuda doesn't do booze, scratch that!
  158. Diego Calderon

    NYC Drinks - QuantNet meet up?

    Campbell Apt. sounds like quite an experience. Yeah, it out seems some people get refused entrance for not fitting a dress code. How does this work Joy? Else, my other vote goes to Sushi Yasuda. "Best Sushi in Manhattan"?? We shall see... http://www.yelp.com/biz/sushi-yasuda-new-york
  159. Diego Calderon

    NYC Drinks - QuantNet meet up?

    hey Brad, that's great so you won't mind picking up the first round, right?
  160. Diego Calderon

    NYC Drinks - QuantNet meet up?

    I work in Soho - I could do Soho, Noho, Chinatown, Westside or Eastside. Put your vote in! Honestly I like Malaysian food, but we should probably stick to just drinks for the sake of conversation, no?
  161. Diego Calderon

    Reviewing quant recruiting firm/headhunter

    guys, don't forget that the results of this study are meant for the MFE community's benefit, not the other way around. and I still don't see why a survey would leave liability...maybe it's naivety?
  162. Diego Calderon

    Funny

    in an ideal world you would! then you could also do Phi as January 6th...but they don't make as much sense as pi or tau converted to calendar LOL
  163. Diego Calderon

    Reviewing quant recruiting firm/headhunter

    I like that idea Andy, why not?
  164. Diego Calderon

    Funny

    Tau Day instead of Pi Day :p
  165. Diego Calderon

    NYU-Poly-Capco Conference in Applied Finance (6/16/2011)

    if anyone is interested in reviewing the Presentation slides or any papers discussed, they were made available post event here.
  166. Diego Calderon

    Who uses Latex?

    I used LaTex to write my thesis in maths - it's brilliant and I don't care what anyone says, its better than Word alternatives. Quit whining, learn the language, and be amazed at the results.
  167. Diego Calderon

    NYU-Poly-Capco Conference in Applied Finance (6/16/2011)

    the event is very well organized and there are some interesting people...it goes all day, people should try and make it out. I had to leave for work, but will be back in the afternoon...
  168. Diego Calderon

    NYC Drinks - QuantNet meet up?

    how about Friday the 8th? I can pop by after work, say around 6:30PM? Where? we need great beer!
  169. Diego Calderon

    NYC Drinks - QuantNet meet up?

    I'm in NYC and would be down, but not July 4th weekend...how about the week after?
  170. Diego Calderon

    Accepted! BU, Claremont, or USC?

    to the defense of Claremont, the high price tag is offset by their fellowships. and are you kidding? Cost of living in Claremont is no where near the COL in Boston...average is around $650/month, whereas you'll pay an expected amount of $900-1100 in Boston. Claremont is very well known around...
  171. Diego Calderon

    Recommended reading for a beginner

    oh right on, good luck!
  172. Diego Calderon

    Recommended reading for a beginner

    @kbharadwaj @Joy Pathak : looks like I'll be going to CGU too; though I'll be P/T for the first year. What I like about CGU is with fellowship it's relatively cheap for the quality of the classes, the consortium, location (just gotta go down the 10 or 210 to get to downtown or head south on 605...
  173. Diego Calderon

    COMPARE BU Mathematical Finance vs. Claremont Financial Engineering program

    @Joy : thanks for that! already finding it useful. @Andy : my current role is pretty flexible and my employer is open to discussing Boston further, since we have an office there. Though the details haven't been worked out yet (this week). I'm currently in Los Angeles. Also, this makes...
  174. Diego Calderon

    COMPARE BU Mathematical Finance vs. Claremont Financial Engineering program

    @Andy : you're right, but I don't think I'm necessarily wrong - we're looking at the same thing from 2 different perspectives...myself on the side of the person paying the loans and you from the school's financing perspective. And thanks for the links...I read them both. I'm pretty sure I'm...
  175. Diego Calderon

    COMPARE BU Mathematical Finance vs. Claremont Financial Engineering program

    I have a choice between attending either Claremont's Financial Engineering program or Boston University's Mathematical Finance program. Claremont gave me 35% Tuition whereas BU gave me a staunchy 6K. I like BU's program better than Claremont's because it has a better integration of programming...
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