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Search results

  1. Shlomi

    How does "quant trader" differ from "bond trader" and "stock trader"?

    Quant trader can be a stock trader or a bond trader. Your question should be whats the difference between a quant trader and a discretionary trader. Basically a quant trader develops a method based on numbers and a discretionary trader trades on his discretion.
  2. Shlomi

    Help!!! Java business/trading days calendar library

    Thanks guys, finally I used the JQuantlib. After struggling with it a little bit I found it pretty good.
  3. Shlomi

    Help!!! Java business/trading days calendar library

    Does anyone knows if there is a java library similar to calendar that only contains the trading/business dates or a way to use the calendar library and to figure somehow if the date was a trading date? ---------- Post added at 03:23 PM ---------- Previous post was at 03:18 PM ---------- Found...
  4. Shlomi

    top 200 jobs 2010 jobs rated

    top 200 jobs 2010 jobs rated
  5. Shlomi

    A Fun Interview Question

    if n=1 the meat will be eaten and the lion will fall asleep but wont get eaten by other lion. if n=2 the meat wont get eaten (if one lion will eat the meat he will get eaten by the second lion) if n=3 the meat will be eaten since the lion that will eat it knows that after he will eat it n will...
  6. Shlomi

    The Master Happy Birthday thread

    Happy birthday Aditya...
  7. Shlomi

    End of Semester Party

    Most of the graduating class dont have finals
  8. Shlomi

    Does a MFE degree make you a smarter/better investor?

    I think that it can make you a better trader. The thing is, IMO that most of the people that go to MFE program are risk averse and would prefer to work for corporates ans secure a steady income instead of investing their money.
  9. Shlomi

    High Quality Data Source?

    You can open interactive brokers account and get historical data using their API. You can get there historical data with minimum bar size of 1 sec.
  10. Shlomi

    MS Marketing, application process

    Not that I'm aware of.
  11. Shlomi

    MS Marketing, application process

    Dude, you are in the wrong forum
  12. Shlomi

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

    John Hull teaches at Rotman, the business school of UToronto, while the MMF isn't part of the business school as far as i know.
  13. Shlomi

    Texas A&M Foreign Currency Trading Competition

    Ill do my best...
  14. Shlomi

    Where can I get historical gold prices?

    3 years back daily data will be good, thanks
  15. Shlomi

    Where can I get historical gold prices?

    Well, Im looking for something in more accessible fashion. I think that bloomberg will do it.
  16. Shlomi

    Where can I get historical gold prices?

    It's charts not prices
  17. Shlomi

    Where can I get historical gold prices?

    Where can I get the prices for free?
  18. Shlomi

    Google Chrome

    Same problem with chrome for mac
  19. Shlomi

    MFE Rankings for 2008

    In the link they mention the top 10, which are alphabeticale ordered and also include four other "honorable mentions", thats why B is after C...
  20. Shlomi

    MFE Rankings for 2008

    Cheryl Higbee is wrong, the list is alphabeticale ordered
  21. Shlomi

    In-Major GPA or Overall GPA

    How do you know that?
  22. Shlomi

    Programming for Mac

    Basically yes, but don't be surprised if you'll get more warnings and errors since the compiler is less forgiving
  23. Shlomi

    Programming for Mac

    Its the GNU C++ compiler
  24. Shlomi

    Programming for Mac

    You can buy it at amazon for $35
  25. Shlomi

    Programming for Mac

    Is it an intel mac?
  26. Shlomi

    Programming for Mac

    This may help you: http://www.apple.com/findouthow/mac/#tutorial=windows
  27. Shlomi

    Programming for Mac

    Dude, you dont have to buy a PC. Even if you dont want to run a virtual machine you can use boot camp, which is already on your mac.
  28. Shlomi

    Pursuing Quant w/ Stats degree

    One may say that you need to have a phd in one of these quantitative degrees, and if you want to get the job with a masters it should be mfe.
  29. Shlomi

    The Master Happy Birthday thread

    Adytia, finally you are correct at the third time... Happy birthday Doug.
  30. Shlomi

    what information to include in the resume

    Did you get 3 masters from GTech?
  31. Shlomi

    Master reading list for Quants, MFE (Financial Engineering) students

    Someone recommended me this book, just started and it looks promising Amazon.com: How to Solve It: A New Aspect of Mathematical Method (Princeton Science Library): G. Polya: Books
  32. Shlomi

    what classes to take if seeking a potential risk management career

    My suggestion is that you'll take the FRM/PRM. It will make you study the field by yourself and people will know it since you'll have the certification.
  33. Shlomi

    Eclipse Compiler

    ????:wall:wall:wall
  34. Shlomi

    Which Linux distribution should I install?

    It is, I don't plan to use the Linux as the primary OS
  35. Shlomi

    Which Linux distribution should I install?

    I have a new Mac, so thought about having Linux on a virtual machine. I have 1TB hard drive and don't know what to do with all this space...
  36. Shlomi

    Which Linux distribution should I install?

    I want to install linux on my computer as a virtual machine. Since I dont really know the difference between them, and there are tens if not hundreds of different ones, can anyone recommend on a certain one? Or at least tell what is your favorite?
  37. Shlomi

    "MFE program profile evaluation" master thread

    Your profile is amazing.... As you can see it is a NYC Community for Quants, so we dont know much about UCLA, just that it will be a great way to spend a lot of money. Second, we don't evaluate profiles...
  38. Shlomi

    Ultrathin laptop from the Thinkpad family

    I've used the Panasonic Toughbook when I was in the army, and they are pretty good.
  39. Shlomi

    What classes do you plan to take next semester ?

    I found it here; http://zicklin.baruch.cuny.edu/programs/graduate/ms/degrees/statistics.html 9000 is Regression and Forecasting Models for Business Applications and 9700 is modern regression analysis
  40. Shlomi

    What classes do you plan to take next semester ?

    Here is the course description: STA 9701 Time Series: Forecasting and Statistical Modeling 3 hours; 3 credits "Modern methods of modeling and forecasting time series. The principal topic is the Box-Jenkins method of using autoregressive and moving average models, including nonseasonal and...
  41. Shlomi

    Advanced Risk and Portfolio Management

    Baruch doesn't have dorms, so it will be impossible to get accommodation on campus. You should look at craigslist for a sublet or something like that.
  42. Shlomi

    FE Course Waivers

    I think that this may be the right thing to do.
  43. Shlomi

    FE Course Waivers

    No
  44. Shlomi

    Ultrathin laptop from the Thinkpad family

    Anyone has a better offer than Doug's? Since I have the iPhone I'm willing to sell my brand new iPod touch (8g). If interested msg me.
  45. Shlomi

    FE Course Waivers

    No, people with math PhD that are in Beruch MFE are taking these classes.
  46. Shlomi

    FE Course Waivers

    I find it hard to believe that it will happen. At least at Baruch.
  47. Shlomi

    Ultrathin laptop from the Thinkpad family

    I know, bought an iMac last week.
  48. Shlomi

    Ultrathin laptop from the Thinkpad family

    Alain, do you also use BootCamp to run windows?
  49. Shlomi

    Ultrathin laptop from the Thinkpad family

    Im also thinking about getting a new laptop and it will be the MacBookPro for sure....
  50. Shlomi

    Book for Foreign Exchange

    I think that if I was interestd in FX book I would have buy one of this two: one two
  51. Shlomi

    autocorrelation vs correlation

    I can't really understand the question. The autocorrelation is the cross-correlation of a signal (process) with itself. What do you mean " higher autocorrelation in assets" ?
  52. Shlomi

    End of Semester Bonanza

    Carl, his undergrad ID isn't the problem... The problem is that he isn't 21 yet.
  53. Shlomi

    The Master Happy Birthday thread

    Happy birthday...
  54. Shlomi

    An invention that could change the internet for ever

    If you enter a ticker it gives you Fundamentals and financials, Recent returns, Price history, Performance comparisons, Correlation matrix, Daily return analysis, Projections, Daily returns versus S&P 500 (Beta...). Thats good
  55. Shlomi

    An invention that could change the internet for ever

    Its even cooler that I thought... Look at the search result for the word "option" http://www.wolframalpha.com/input/?i=option It calculates the price, greeks, plot them and show some more cool stuff. Thats really cool
  56. Shlomi

    An invention that could change the internet for ever

    It has been launched tonight, looks good...
  57. Shlomi

    The Master Happy Birthday thread

    Happy birthday
  58. Shlomi

    Quantitative Interview questions and answers

    Thats not the right approach to the question.
  59. Shlomi

    The Master Happy Birthday thread

    Thanks guys...
  60. Shlomi

    2009 Interactive Brokers Collegiate Trading Olympiad

    They deducted 300$ from my prize, and I'm totally pissed off. I'm thinking about counter-attack their offices...
  61. Shlomi

    2009 Interactive Brokers Collegiate Trading Olympiad

    Where is my money???????????:wall:wall:wall:wall:wall:wall:wall:wall:wall:wall
  62. Shlomi

    End of Semester Bonanza

    I also think that it should be before the 28th
  63. Shlomi

    An invention that could change the internet for ever

    Looks awesome... http://www.independent.co.uk/life-style/gadgets-and-tech/news/an-invention-that-could-change-the-internet-for-ever-1678109.html An invention that could change the internet for ever Revolutionary new web software could put giants such as Google in the shade when it comes out...
  64. Shlomi

    Problem using FFT to get prob dist in Matlab

    Its been a while since Ive done this things but I believe that your problem is that you missing fftshift after the fft. After you do fft the zero-frequency component isnt in the middle of the spectrum and you need to move it. Im not sure if thats your problem, but from my signal processing...
  65. Shlomi

    The Master Happy Birthday thread

    Happy birthday and good luck...
  66. Shlomi

    "MFE program profile evaluation" master thread

    The test is adaptive, once you answer a question correctly you are getting a harder question that worth more points. If you answer it wrong you get an easier question that worth less.
  67. Shlomi

    Tell Congress to Block the Trader Tax

    On Friday, February 13, your colleague, U.S. Congressman Peter DeFazio, introduced H.R. 1068: “Let Wall Street Pay for Wall Street's Bailout Act of 2009”, which aims to impose a 0.25% transaction tax on the “sale and purchase of financial instruments such as stock, options, and futures.”...
  68. Shlomi

    Request to Administartors /Moderators or whatever...

    You are saying that cause I have southpark avatar? We will do our best...:wall:wall:wall
  69. Shlomi

    Thats inflation...

    Inflation is killing Zimbabwe, thats what happened when you print too much money...
  70. Shlomi

    COMPARE Ask for help, UPenn SE vs Geogia Tech OR ?

    What is your goal at the end?
  71. Shlomi

    COMPARE BU vs Rutgers MSMF

    They should add it to their 2009 rankings
  72. Shlomi

    COMPARE BU vs Rutgers MSMF

    Disagree, first about the reputation take a look here, Rutgers -54, BU - 83, although some of people aren't big fans of the ranking concept. Second, how do you say that BU has better location and Rutgers is new NYC, is near NYC is a disadvantage? And third, does BU gives you paid internship? I...
  73. Shlomi

    The Master Happy Birthday thread

    Happy birthday. מזל טוב Have fun in turkey
  74. Shlomi

    COMPARE Placements : Columbia's MSOR Vs Michigan's MSFE

    Have you applied to Columbia FE or OR?
  75. Shlomi

    I dont' want to be a quant, but I choose MFE...am I right?

    Have you considered going for MBA?
  76. Shlomi

    US Open

    you already know that I'm in.
  77. Shlomi

    Advice to new students in math finance masters programs

    Also Neftci "Principles of financial engineering" may be good
  78. Shlomi

    hardest question I got in an interview!

    Why? You are given the 5 numbers. MLE means maximize the probability of the final observed outcome actually happening. Clearly c cant be smaller than the largest number of the 5. If c is equals to the max(5 given numbers) than the chances of drawing that given number is 5/c. if c is bigger...
  79. Shlomi

    hardest question I got in an interview!

    Isn't it the largest number of the 5 given numbers?
  80. Shlomi

    The Master Happy Birthday thread

    Happy birthday...
  81. Shlomi

    Has someone read the book "An Introduction to High-Frequency Finance"?

    I'm thinking about buying the book, but its quite expensive. Can someone recommend it? <iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0122796713&fc1=000000&IS2=1&lt1=_blank&m=amazon&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width:120px;height:240px;"...
  82. Shlomi

    Lehman Merrill Lynch AIG Fannie Freddie WaMu Madoff Citibank saga

    congrats....:dance::dance::dance::dance:
  83. Shlomi

    Sledding and hot chocolate!

    They not just smell like stochastic, they started to act stochastically... doing random things...
  84. Shlomi

    Sledding and hot chocolate!

    I don't know whats the problem, but no one find my posts useful.:cry::cry::cry:
  85. Shlomi

    Sledding and hot chocolate!

    Sounds fun, the only problem is that Riverside Park is at the other side of Manhattan, and stochastic is right here, on my desk.
  86. Shlomi

    2009 Interactive Brokers Collegiate Trading Olympiad

    Vladimir is in 7th place this week... Looks like we have a rotating member in top 10 every week.
  87. Shlomi

    The short & simple story of the credit crisis

    Well, I guess its because its video for the masses, and they try to keep it simple.
  88. Shlomi

    The short & simple story of the credit crisis

    Here is the link. The Crisis of Credit Visualized Its very good.
  89. Shlomi

    The short & simple story of the credit crisis

    Doug, Its really good... You should help me put it.
  90. Shlomi

    The short & simple story of the credit crisis

    http://www.crisisofcredit.com/
  91. Shlomi

    Baruch MFE Baruch goes to Canada

    Not yet, I'll try it sooner or later.
  92. Shlomi

    Baruch MFE Baruch goes to Canada

    Alain, we need to do some research about this. I think that there are some individual competitions like IB, but the most are school competitions. I'm not sure where from we can get this information.
  93. Shlomi

    Paintball!

    I thought that more people will be interested.... Whats wrong with you guys, we should have some other fun than pricing options sometimes.
  94. Shlomi

    2009 Interactive Brokers Collegiate Trading Olympiad

    John is at 7th place... GREAT JOB.:dance::dance:
  95. Shlomi

    Unix Timestamp 1234567890

    Roger, I'm still waiting to try your beer.
  96. Shlomi

    Unix Timestamp 1234567890

    It's not organic, It's ORGANIQUE.
  97. Shlomi

    The Master Happy Birthday thread

    Happy Birthday dude, I can see that there is consensus about the drinking, the question is when...:dance::dance:
  98. Shlomi

    Requirements for QUANT graduate programs?

    Guys, You should click on the yes near the " Did you find this post helpful? " at Sanket answer... One of the best...
  99. Shlomi

    BAR tonight

    Looks like we are going to the bar tonight (Friday) after our risk management class. Maybe we will start to drink before the class, so get prepared. We will be at the grand saloon, and you are all invited to come...
  100. Shlomi

    Superbowl XLIII prediction?

    I also was lucky to turn on the TV in the beginning of the last quarter.
  101. Shlomi

    DISCUSSION on second rated MFE programs

    As I know the test scores cant be waived...You should take the test if you are interested in MFE.
  102. Shlomi

    Christmas and New Year Wishes

    Happy New Year... Lets hope that 2009 will be better.:dance::dance:
  103. Shlomi

    Hello everyone, I'm a FE student at Poly

    Like to share with us impressions about the program at Poly? Are you satisfied? How was the first semester? Which courses you took? Any programming? Class size?
  104. Shlomi

    PRM versus FRM

    The FRM is Financial Risk Manager given by GARP The PRM is Professional Risk Manager given by PRMIA
  105. Shlomi

    Happy Hanukkah!!!!!

    I'm having a final tomorrow, so can't go to any parties today. And flying to Israel Tuesday morning which means that I probably will go to Hanukkah parties in Israel.
  106. Shlomi

    Happy Hanukkah!!!!!

    As you may know, its Hanukkah today. So, Happy Hanukkah to all my Jewish friends out there, good luck in the finals that left, enjoy the break and take care. <embed src="http://media.mtvnservices.com/mgid:cms:item:southparkstudios.com:103389:" type="application/x-shockwave-flash"...
  107. Shlomi

    Neftci's book Principles of Financial Engineering, NEW second edition

    It says on the back of the book, five new chapters, numerous additions to existing chapters, and an expended collection of questions and exercises make this second edition an essential part of everyone's library.
  108. Shlomi

    Neftci's book Principles of Financial Engineering, NEW second edition

    The only thing that I know is that there are 5 new chapters
  109. Shlomi

    Neftci's book Principles of Financial Engineering, NEW second edition

    Hi guys, I just bought the New edition of Neftci's book. The reason for posting this thread is that BORDERS.COM are group of amateurs. I ordered one book, but they made a mistake and send me two books, and charged me twice. I'm telling you this story because I bought the book with promotion...
  110. Shlomi

    Calculus- Request for Feedback

    Thats a gentle way to describe things:wall
  111. Shlomi

    Quantitative Interview questions and answers

    Yes, you shouldnt use enter at the end of the line, just use \\
  112. Shlomi

    Quantitative Interview questions and answers

    Yes, thats the answer...I didn't say that is solutions isn't correct, I just said that there is simpler approach, which is the one that you showed.
  113. Shlomi

    Quantitative Interview questions and answers

    This is not the answer, and there is much simpler approach. If you want, I can give a little hint.
  114. Shlomi

    2009 Interactive Brokers Collegiate Trading Olympiad

    Not yet, I plan to do it tomorrow...
  115. Shlomi

    2009 Interactive Brokers Collegiate Trading Olympiad

    I think that Ill use C++. Just started going over their guideAPI reference guide, which doesn't looks too complicated, although there is alot of work to do...
  116. Shlomi

    Initial Screening at MFE Programs?

    I think that if you haven't scored 800 in the quant GRE, they won't look at your application unless you have something else exceptional. So I assume this is part of their screening.
  117. Shlomi

    The Master Happy Birthday thread

    Another try with the pics...
  118. Shlomi

    The Master Happy Birthday thread

    Aditya, Here are the pictures from yesterday, the quality is poor, but blame Steve Jobs, I did my best.
  119. Shlomi

    The Master Happy Birthday thread

    Happy birthday!!!!
  120. Shlomi

    Quantitative Interview questions and answers

    Its a simple, but a nice one: (\sum_{k=0}^{90}{sin^2(k)}=?) k is in degrees and not radians...
  121. Shlomi

    Quantitative Interview questions and answers

    A nice brain teaser. Imagine yourself standing near a table, with your eyes covered. You've been told that there are 100 coins scattered on the table, and that every coin is painted in blue in one side and painted in red on the other side. You've also been told that 10 coins placed with the red...
  122. Shlomi

    Post-midterm treatment

    I also thought about it yesterday. you're one step ahead of me. I'm in, and I think that we should start making it often.
  123. Shlomi

    any one have TOP 50 Universities list...?

    I'm not sure whats going on now, cause of the markets, but last year even 800 wasn't enough for most of the schools. If you really want to study FE do the GRE again, and if you cant score 800 I'm not sure if its the right field for you.
  124. Shlomi

    any one have TOP 50 Universities list...?

    I'm not sure if there are 50 universities that offer FE in the united states.
  125. Shlomi

    Baruch Volatility Conference

    Sounds great for me.=D>
  126. Shlomi

    Baruch Volatility Conference

    I guess that the "right people" ;) will see this thread sooner or later and we will hear from them.
  127. Shlomi

    Top 10 Quant Schools according to Wall Street by Advanced Trading

    We already saw that, there was a thread about this one. http://quantnet.com/forum/showthread.php?t=3357
  128. Shlomi

    The Master Happy Birthday thread

    Happy Birthday!!!
  129. Shlomi

    Baruch MFE Baruch MFE excels - Prestigious grad program shines bright

    The rise and success of quantitative driven hedge fund trading can be largely credited to math wizards and quants, not people labeled as financial engineers. Over the past 10 years, investment banks, finance departments, insurance, accounting and consulting firms have continued to demand these...
  130. Shlomi

    Is MFE for me?

    We don't? ****, I've been waiting for this:D
  131. Shlomi

    The Master Happy Birthday thread

    Happy Birthday, MAZAL TOV!!!
  132. Shlomi

    Google Chrome

    Chrome also blocked all the pop-ups that appeared while I was browsing...
  133. Shlomi

    Google Chrome

    Google published a beta version for their new browser, the Google Chrome. Great minimalistic design, works faster than other browsers, and very nice and easy to use. Have fun... http://www.google.com/chrome/
  134. Shlomi

    Cornell MPS Statistics

    If you are looking to be a quant I don't think that industrial engineering will help you. Industrial engineering focuses on production planning, inventory control, scheduling, and industrial economics. Financial Engineering is a multidisciplinary field involving financial theory, the...
  135. Shlomi

    Cornell MPS Statistics

    Its hard for me to see the connection between financial and industrial engineering...
  136. Shlomi

    Columbia MSOR Operations Research at Columbia University/Financial Engineering at Ann Arbor (Michigan)

    You can read some facts about Columbia OR here: https://www.quantnet.com/threads/some-truth-about-the-columbia-msor.1358/ I think that if you know that you want to be FE, you should go and study FE. What is the reason of thinking about Columbia OR, why not Columbia FE? And why not applying to...
  137. Shlomi

    Quantnet Picnic in Central Park

    Voted, although I can make it to the other option also.
  138. Shlomi

    Drinks after class Thursday

    Good to know... I wasn't in the refreshers and think that I'll make it this Thursday.
  139. Shlomi

    Yet another attempt at MFE ranking

    You can find it here: Masters in Financial Engineering (MFE) - Baruch College
  140. Shlomi

    Where to live???

    Hey guys... Im starting MFE at Baruch this fall and coming to NYC next week. I don't know yet where Im gonna live and ill start looking for apts when ill arrive. At the beginning I thought that its gonna be manhattan but now im not sure at all.... I am willing to pay approx 1500$ and now my...
  141. Shlomi

    What Tools, Applications used in MFE Program

    Is matlab used at some wall street firms? Is high programming level at matlab will be an advantage?
  142. Shlomi

    What Tools, Applications used in MFE Program

    What about matlab? Matlab is a very strong tool, any reason for not being used?
  143. Shlomi

    Grades in specific courses from my B.sc and future employment

    Hello, My name is shlomi and i'm starting MFE at Baruch this fall. I am finalizing my B.Sc in Electrical engineering, and I am considering improving some grades. My question is if future employers will ask to see my transcripts from my ug studies and will look on specific courses or not? Do...
  144. Shlomi

    Baruch MFE 2008 Refresher Courses.

    Which book of Walter Savitch?
  145. Shlomi

    Baruch MFE MFE Admitted Fall 2008

    Hi guys, Just got formally admitted. My name is Shlomi, I am from Israel cant wait to see you guys next year... Bye, Shlomi
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