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I put this thread at off-topic section because it is purely for fun and open for discussion, enjoy it. Feel free to leave a comment either here or at the original post: http://www.mathfinance.cn/10-things-public-need-to-know-about-quantitative-trading/

A friend of mine just posted a list of top 20 movies for business men on my blog, enjoy the list. http://www.mathfinance.cn/top-20-movies-for-business-men/

It totally depends on your interested field, besides the top three mentioned by Joy, Journal of financial and quantitative analysis is another solid tier-1 journal. Three another less solid but still very good journals I read are: journal of futures markets, journal of banking and finance...

I can't believe it costs you over $10,000!! I am not saying it is not good, it can be easily created at a much much smaller budget, to be honest.

I randomly visited a few pages and it is faster, i am located in UK.

LOL, that's the book I've been searching, dirty funny.

Quantitative Finance Collector is a personal blog devoted to quant staff maintained for over 2 years.

it depends on how you define the accuracy, no body can predict 100% confidently, what most statistical quants do is to increase the confidence level, 60% to 65% CI is a big improvement, but still, many of their predictions are not correct.

Lun, here is news: With the 2010 World Cup kicking off in less than four weeks, financial analysts at JP Morgan have crunched the numbers and come up with a bold conclusion – England will win football's biggest prize for the first time in 44 years. "Having developed a rather successful Quant...

Forward the post here as some of you guys may be interested. Traders, analysts, investors and hedge funds are always looking for techniques to better predict stock price movements. The 2010 INFORMS Data Mining Contest takes aim at this goal, requiring participants to build models that...

As a graduate from this program, here are my two cents: 1) the course structure of this program is amazingly good, from derivative pricing to risk management, you can build a strong foundation if you carefully choose courses; 2) the professors, especially at ETH side, are well-known, and most...

I am on as well, although not a fan of it. http://www.twitter.com/a_biao

quant risk, structure, trading... for instance, you can see from my old post http://www.mathfinance.cn/quant-salary/, where you can see quant salary survey results and types of jobs in Asian market , hope it helps

Copula estimation and simulation codes: Tags：copula - Quantitative Finance Collector hope it helps.

in R/S+, try "apply", in Matlab, simply use "min(x,2)"

by calibration to bond market price, market price of risk is incorporated into ur parameter value already.

The examiner was back China early last year, so not by recent storm. :)

for pricing CB by finite difference, i recommend the paper http://www.cs.toronto.edu/pub/reports/na/lucy-05-msc.pdf , where psor is used to deal with American boundary constraints; for sample lattice tree to price CB, here are some codes Tags：convertible bond - Quantitative Finance Code Index

Morgan Stanley case is exceptional, many other banks do not limit Quant position for PhD only.

For those of you interested, the "MAS in finance" program at ETH, Switzerland will change its name to "Master of science in quantitative finance" under Swiss Finance Instititute, this change shows it will be probably more close to industry. for detail see its webpage MASFinance

here is a sample PSOR code in C++, if you need matlab code, I can also upload mine. have fun.

I suggest you narrow down your searching database, for instance, www.finmath.cn, over 140 sites could easily lead to unwanted results.

I guess MAS finance program at ETH, switzerland is one of them.

we use matlab quite often for daily research because of its built-in function and convenience, but switch to C++ for formal use.