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http://www.advancedtrading.com/top-quant-schools-2012/ Note that two nominated schools (Harvard, Wharton) don't even have a quant/FE program - they kicked them to Honorable Mentions (among with Baruch FYI). Prestige is the main game in finance.

Is available at: OlsenRoutes. Yes, it's free. Enjoy.

Advices on how to break into HFT (Mike interviewed DominiConnor while ago); http://highfrequencytradingreview.com/expert-interviews/ You may have to register in order to get the file (I'm not affiliated with The HFT review).

Suppose you are long front dated physical futures contract and the expiration day is near. Contracts are in a contango - lets say a steep(ish) curve; and you want to roll the contract forward, i.e. sell the front and buy the backdated one. My question is; which one do you choose? I realize...

Suppose the spot is trading at 100, atm implied vol at boring 15% (assume a skew across the surface), and a large order comes in to buy 1,000,000 contracts of 6 months put options struck at 50. Market maker sells them for expensive implied vol - relative to previous. But now the market maker...

Where can see one? For free of course :D.

I'm writting a simple program that finds outliers in data and removes them. There's this main function named out1out2, that calls two functions; outlier1, outlier2. Function out1out2 is called from command window. For some reason I keep getting a warning that there's an error in outlier1...

Can anyone recommend any papers on market liquidity? I'm looking for models with solid mathematical background. I tried searching arxiv but didn't found what I was looking. Thanks in advance. Anton