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they use their own version called Goobuntu with beefed up security.

See how your post is quickly turning into a passionate debate :) I've used Ubuntu for two years since version 10.04 Lucid Lynx and that's what I'd recommend you to use (current version 12.04.1) with classic GNOME. It's the most popular distribution with a great support, most of the questions...

Nonsense. Ubuntu server is getting ground very quickly, it comes pre-installed on some of the servers and Amazon have added it to their cloud.

Their tutorial is nice as it gives a beginner a quick birds-eye view of language capabilities but it's not nearly detailed for the job. If you are a CS major it's all should be familiar to you. No tutorial on STL (as Duffy said). Their Reference section was very useful however they still haven't...

Quantpedia.com - sneaky bastards :) First they get you to register and then welcome with $299 - 3/month subscription or $499 - year subscription.

Does IB allows to route the orders to specific exchanges?

MATLAB or R. Both will do the job. MATLAB is $100 for student license, R is free.

Like someone mentioned above, FactSet has such functionality. It is very impressive but expensive.

IB does offer FIX. It's on their website: http://individuals.interactivebrokers.com/en/pagemap/pagemap_APISolutions.php But FIX is complex, you'd be better off using their proprietary API. I am using FIX because I am running Linux.

It depends on broker what sort of API they offer. Retail brokers usually do not offer FIX because it is complicated to program, most of the time they offer some kind of proprietary API. Which broker do you have in mind?

I thought that was Buffet who lent $5 bln to GS back in 2008. He also lent the same amount to BofA this year.

@warrior THX for sharing.

He was the man. RIP

:D

I do not see this website making big - it's too much hassle. Buyers will go to amazon instead with wide selection and where most people already have an account. Besides, it does look like a pyramid.

That does not depend on how a school defines them, these subjects are universally and well defined. I told you, you would not tell the difference. Open Adv Calc by Kaplan and Analysis by Rudin and you'll see the difference. I am not going to read this thread anymore fyi.

and Analysis is a subset of Mathematics... There lies your ignorance. Adv Calc and Analysis are at a different level, clearly OP was not asking for Analysis book. I bet you cannot tell the difference what Adv Calc and Analysis cover.

No coffee, not me. That was crappy hardware: MB, HD, Camera, cooling design. I know what I am talking about, my first masters is in Computer Engineering.

Sony laptops have crappy quality, they should stick to making consumer electronics.

Not the webtrader, look for API on their website. Using broker's API and not a platform you can develop your automated strategies. Also, search this forum for Interactive Brokers, they used to have automated trading competition and some students on this forum participated.

And if you google Sony PC Support you will find out their rating is "Poor" - which I experienced first hand. I used to have F-series laptop with all the top components (except SSD) which developed some problems while it was still on the warranty. When I had Sony technician in my house for the...

Only few brokers offer API, Interactive Brokers is one of them.

Rudin is Analysis book, the OP is asking Advanced Calculus.

It's been discussed before: http://www.quantnet.com/forum/threads/need-recommendation-on-advanced-calculus-books.1865/#post-19170

Code::Blocks is good, has nice and clean interface, settings are straightforward, however once you step into a function while debugging it's "Local variables" window will show you local variables only. The only way to see your global variables, function parameters, or class members is to add...

Not at all, the topic says C++ IDE for Linux.

Thank you, I also posted yesterday on their forums.

I have looked at most of them. I used each one of them for a day or two, I ran a simple "hello world" application and a multi-threaded sockets application. I use GNU toolchain. emacs - I tried to use it sometime ago and I do not think the steep learning curve justifiable when nowadays so many...

QuickFIX - no doc, no support, bugs, right now it drops first Logon message and re-sends another one for no apparent reason... Yes, if I had a lot of time on my hands I would be happy with it.

I have to add I saw the products that I could google but they are all make you fill out questionnaires to email you pricing.

Hello, Could someone recommend cheap FIX engine for Linux, please. Ideally it should be written in C/C++ and support SSL. Otherwise, it can be written in Java. I am trying to use QuickFIX right now but it goes very slow. QuickFIX does not have documentation and public support is pretty much...

Do you use it at work or for school projects?

Hi, I saw the thread called "Best C++ compiler" so I thought that was not quite an appropriate name for this so I decided to start a new one. On Windows most of us are using Visual Studio. On Linux Ubuntu for the past couple of days I've been working with Eclipse Indigo CDT and I am appalled...

google takes yet another shot at Facebook

I feel the same way as Anthony - great for China they are growing and great for Chinese people. But saying China is overtaking and US in free fall is not correct at all. China is growing because they have been in New Economy for 20 years only and they have much room to grow. The state of their...

That's still too bold of a statement. You have to look at the wider horizon. China is growing fast because they have a lot of room to grow and a lot of cheap labor. They will reach a point one day when they exhaust the cheap ways to propel their economy. Housing bubble is also a threat, have you...

Economic growth of the nation (EC) is the increase of the value of the total goods and services that are produced and sold. A nation has to be able to produce the goods and services, and as much to be able to sell those goods and services. EC has a long-term horizon and it's measured in...

You are sort of taking my post out of the flow of the previous posts. Production is nice, however if no one is buying the produced goods then the production goes to waste. China is producing more than they can consume internally, hence they need US and others to buy their goods and services...

US is the largest importer of Chinese goods, and China is the largest holder of US debt. It's the mutual relationship. China's economy is very much export oriented and China's internal consumption is nearly not enough to sustain the economic growth. China's nation has the highest savings rate...

Violent crime dropped by over 5 percent in 2009, says the F.B.I http://theweek.com/article/index/207036/why-is-crime-falling-during-a-recession-5-theories

If I could do it all over again I would major in Applied Math or Statistics, and minor in Finance and Computer Science. Math is mostly what you need for FinEng program and it's the most challenging part. Someone might argue that Computer Science is the most important, which is true for some of...

They are all good programs. Look at their curriculum to see which one fits you the best. e.g. CMU is loaded with C++ courses.

yawn

@sag, why are you considering getting your Masters in the US and not in India? Is the comparable program in your home land?

Did you read the review of NCSU?

I second, what platform do you guys use? Also, which broker do you use? I know IB offers Trading Lab "paper" account for students for two semesters. Unfortunately, we do not have such opportunity at my U, but I am sure I can ask one of my professors to sign up an account for me at IB.

@acanete, what is "structured" approach? thx

He got it shipped from Cuba :))

Ilya, I appreciate the clarification. As I recall, a couple of years ago you were aiming for DE Shaw right after college, that was naive, as expected from a college student without work experience :) But you'll get there, it just takes longer.

@ilya, thanks for the post. Why so negative about Doostang? I have to say I have never heard of them before you mentioned.

@kyrilm try to google GAIN / Forex.com before opening live account with those guys - a flood of negative reviews. They've been sued also: https://www.nfa.futures.org/news/newsRel.asp?ArticleID=3676

Both volumes of Shreve are covered in one semester at a brisk pace at my U.

You will probably have more concrete and technical answers at the Linux forum.

What chapters do you cover, discrete time? thx

Sounds like a very nice course, what textbook(s) do you guys use?

@mcgruber, those are not the shortcomings but the way programs tailored.

I have to agree with bbw that it does look on the "soft" side, and electives that are not tailored for finance do not add a lot of value. I already had PDE, numerical analysis, stochastics before joining my program. However, e.g. in a specialized Numerical analysis for finance they will tell you...

Oh, no, tubes sound warm and wonderful, I used to have one myself. It's just they require a regular maintenance but all I want nowadays for it just to work. It's a very nice hobby you've got there. I wonder how would your amp stack up against my solid state McIntosh ;)

Not fan of tubes but impressive since you build it yourself.

... and a gaming mouse :)

That's why they have been interviewing on our campus for few months already.

same thoughts

Nelson - Siegel bootstrapping.

I did not have any problems registering with Wilmott, I used my university email. It took a day for them to get back.

@amanda.jayne - your avatar is too funny... should the bull be in trying to get up position since the economy is recovering :)

Big doubts about its credibility.

Is it possible to use QR to find inverse in the same way? QR is more efficient than LU.

The one thing the professor in numerical analysis nailed in my head is you never use matrix inverse to solve systems of equations b\c it is computationally expensive. Gauss-Jordan elimination is about 3 times slower than LU for solving systems of equations. I do not know other algorithms for...

Code::Blocks is an IDE, which by default installs with gcc compiler. However, it can be configured to use Visual C++ compiler, Intel compiler, and many other compilers.

Code::Blocks on Linux. I like how setting compiler options through this IDE is very transparent. It's lean and fast. The features can be expanded endlessly using plug-ins. Visual Studio 2010 on Windows.

Touted by bbw nevertheless I disagree. C++ Primer by Lippman is not consistent in presenting material. It jumps from topic to topic and back, it can be confusing. Not good. C++ Primer Plus by Prata, I think, is the best into to C++. It's a bit lower level than C++ Primer, it gets wordy, but...

I assume you want to learn stochastic on your own? Shreve is not good for self-study. If you look at the exercises at the end of the chapters they are mostly about the proofs, you need exercises that ask you to, e.g., find the option prices. Also, Shreve skips on some details. I cannot recommend...

... hedge funds and proprietary shops that will ask for knowledge of GARCH.

Bloomberg asks a lot of algorithm questions, and also other computer science questions on OOP, software life-cycle, etc.