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  1. Where to buy a SUIT

    Might be of relevance for some. http://slickdeals.net/permadeal/79132/macys.com-mens-suit-suit-separates-60-off-20-off-coupon-code-kenneth-cole-reaction-from-112-izod-from-112-sean-john-from-140-calvin-klein-solid-slim-fit
  2. Is this excel spreadsheet match.com dating guy a quant?

    True...but do we know for sure that his results were not simulated?
  3. Is this excel spreadsheet match.com dating guy a quant?

    I thought because he has a hard time meeting women... <rimshot>
  4. Expected Value of 540MM MegaMillions

    Something else to consider if you bought all possible combinations: You would also win the smaller pots getting 5 out 6 correct, 4 out 6 correct, etc... So, the total value is somewhat greater than the 6 out of 6 jackpot of 540MM As gambling winnings are taxable income, there is a...
  5. Critique my choice of courses

    May I suggest since you are at UC San Diego that you see if you could enroll in the Economic Department's graduate Econometric courses rather than the pure math equivalents? The Econ department is very well known for their Econometrics program.
  6. FF 3 Factor Model Template

    The following blog entry might have what you need. Reference the author's spreadsheet. http://turnkeyanalyst.com/2011/08/how-to-use-the-fama-french-model/
  7. Events on the West Coast

    Local Bay ARea R Meetup group is having an event "Using R in Academic Finance" Filing up Fast, there were 60 spots available http://www.meetup.com/R-Users/events/38225162/
  8. Fixed income books

    Been awhile since I saw them with fresh eyes, but I would say CFA readings for Level I assumes no prior knowledge. Readings for Level 2 and 3 would assume an understanding at least of the preceding levels.
  9. Fixed income books

    If you want a more basic approach, try Fixed Income Analysis by Fabozzi. It is designed for the CFA exam, so it assumes the reader doesn't have that much introductory knowledge. The book is used for all 3 levels of the exam, so it covers a number of topics and takes a more applied approach...
  10. Econometrics books for practitioners

    One of my personal favorites is "Mostly Harmless Econometrics: An Empiricist's Companion" by Joshua D. Angrist and Jorn-Steffen Pischke. The book stands out due to the humor of the authors and it use of empirical examples to illustrate their points (mostly in the field of labor economics and...
  11. Programming || Math

    I would recommend Financial Mathematics if quantitative finance is your main interest. The Computational Economics look more like a shotgun wedding of a minor in CS and a minor in Econ rather than a full fledge degree. What you will learn in the CS classes won't overlap with what you will...
  12. Top quant finance journals?

    Journal of Portfolio Management is another to consider. But it may not meet the definition of an academic quant finance journal if you are a purist given a good number of authors come from industry.
  13. When Model Risk becomes Model Fraud

    Been following this story for a long while given that Barr Rosenberg was a major contributor to Quant Asset Management as an industry and a field of thought. (Capital Ideas by Peter L. Bernstein for those interested). http://www.pionline.com/article/20110922/DAILYREG/110929952 Punishment...
  14. Events on the West Coast

    SF QWAFAFEW is the most ideal, but they haven't sponsored anything since May. sites.google.com/site/sfqwafafew/ Not quant specific, but tends to have people from Mellon Capital and Blackrock (ex BGI) present. www.cfasanfrancisco.org
  15. SF Bay Area Quant Recruiters

    If its third-party recruiters you are after, SF has very few that operate exclusively in the Bay Area. Most of the local recruiters that I have encountered are are mainly Tech recruiters who work across the spectrum Silicon Valley industries. Few of them end up establishing relationships with...
  16. What apps you have on your Android/iPhone?

    Utitilies: Adv App Killer Remote Web Desktop News: BBC News Bloomberg Economist Magazine CNN Google Finance Google Reader Finance: Mint.Com
  17. R software

    The following link should be of interest, though it mostly reiterates Alain's suggestions. http://www.inside-r.org/howto/how-learn-r
  18. R Finance 2011: Chicago April 29th & 30th

    Might be of interest to some in the Chicago Metro area. http://www.rinfinance.com/agenda/
  19. Univ of Washington: Computational Finance & Risk Management MS Program

    Just found out about a new program that aims to be starting up very soon for those interested in the Pacific Northwest or standalone Online courses. http://www.amath.washington.edu/studies/compfin/
  20. Man vs Machine on Wall Street: How Computers Beat the Market

    I agree. Sidenote: When I first read this story last night I thought I saw an image of a Bull as part of the article. Now as I re-read it, the image is of 2 traders at BarCap... Don't know why they changed it or how that image relates (or maybe my mind is just playing tricks on me)
  21. Financial Econometrics textbook

    Ruey S. Tsay's 'Analysis for Financial Time Series' might be the standard on the subject. I also refer you to Hamilton's Time Series Analysis which is the textbook used by most Econ Grad programs, but its not specific to Financial markets.
  22. Advice on Admissions to Berkeley MFE and other schools that accept GMAT

    If you want to be in SoCal, I'd go for the UCLA or Claremont MFE programs over USC. In my opinion they have a stronger curriculum but you might want to research it more closely. Of the those two , I'd say go for UCLA MFE since it uses the Haas MFE as its template.
  23. Anyone from Quantnet is IAFE member?

    I was a recent member when I was a student (very very affordable student membership fees). It has frequent networking events and really good discounts for journal articles and some books. If you are NYC (or plan on being in NYC for networking purposes), its a great join. However, after I moved...
  24. RIP Steve Jobs (1955-2011)

    Honestly, the Enquirer might be more accurate than you are willing to give it credit. They are always under threat of costly legal action, especially for the more 'inflammatory' stories. They do have an incentive to be truthful more so than legitimate news sources And less not forget they are...
  25. Community College to top MFE program to become a wall street quant trader?

    Vlad, no reason to be worried or concerned with a CC past. I went to Community College, followed by a less than elite State schools for my undergrad and grad work. I ended up going to CMU MSCF and was even waitlisted at Cal. I'm not a quant trader though, but that was never my interest...
  26. Accountability of a Quant?

    http://www.businessweek.com/news/2010-06-30/axa-rosenberg-s-rosenberg-mead-step-down-over-error.html Reading over this I can understand why he was forced out. But it almost seems like a pretext to oust him. Wonder what others think.
  27. Google opened up their own trading floor

    To add some direct color to the conversation, I actually had a quick introductory phone interview for a position with their Risk Management Team a few monmths back. Didn't get pass the HR Recruiter stage. From the job description I appeared qualified (quant finance degree, pursuing CFA, and...
  28. COMPARE Tepper MSCF vs Stanford Engineering (advice)

    Hi: I am a CMU MSCF alum so I have only good things to say about the program. If the actual location of Wall street (NYC Metro) is where you want to end up then CMU would be much better help in placing you there. The Career Services Center and Alumni of the program mainly focus on this...
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