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CME mistakenly places test orders for trading By Hal Weitzman in Chicago and Gregory Meyer in New York Published: September 14 2010 16:19 | Last updated: September 15 2010 03:01 CME Group, the world’s biggest futures exchange, mistakenly placed orders on active energy and metals markets...

Link to article (Bloomberg) KKR & Co. and Perella Weinberg Partners LP are in talks to hire Goldman Sachs Group Inc.’s U.S. proprietary trading group, according to a person familiar with the matter. Kristi Huller, a spokeswoman for KKR, Ed Canady, a Goldman Sachs spokesman, and Kara...

http://gist.github.com/289467 #Newbie programmer def factorial(x): if x == 0: return 1 else: return x * factorial(x - 1) print factorial(6) #First year programmer, studied Pascal def factorial(x): result = 1 i = 2 while i <= x: result = result * i...

Naked Swaps Crackdown in Europe Rings Hollow Without Washington By Ben Moshinsky and Aaron Kirchfeld March 11 (Bloomberg) -- European politicians and regulators could initiate a continent-wide ban on speculative trading of sovereign credit-default swaps tomorrow. Making it stick without...

http://dealbreaker.com/2010/01/the-bloomberg-proposal.php The Bloomberg Proposal Posted by Bess Levin, Jan 22, 2010, 11:27am Like many of you, Mike Bloomberg was listening with rapt attention as President Obama laid out his plan for how the banks should run, moving forward. And, in...

If you haven't already read this, it's definitely worth a read: Dealbreaker : Jeffrey Chiang Will Be Receiving No New Offers Of Employment Jeffrey Chiang Will Be Receiving No New Offers Of Employment Posted by Bess Levin, Oct 22, 2009, 9:33am So! Firms are starting to hire again, which...

For those who are interested: http://people.math.gatech.edu/~cain/textbooks/onlinebooks.html

In the process of writing some code to automate some calculations, I need to estimate a correlations matrix. I know I can use Application.WorkSheetFunction.Correl but that I have a huge range of returns and I don't feel like writing loops. I also don't feel like writing code to manually...

I just ran across this website - Project Euler - which contains over 200 programming problems. They range in difficulty from simply finding the (n^{th}) prime number to finding Minkowski sums. If you're looking to brush up on programming or perhaps explore a new language, Project Euler is a...

For those of you taking MTH 9842 (Linear and Quadratic Optimization) this semester I accidentally purchased an extra copy of Optimization Methods in Finance by Cornuejols and Tutnucu. <iframe...

http://online.wsj.com/article/SB123051100709638419.html

For those of you with jobs in the industry, I have the following questions about UML: How important is it for one to know UML? Is UML primarily something that those with pure software\development roles use? Have you ever been asked about UML at interviews? How much, if any, UML is necessary...

I wasn't sure what to think of this - I read the article then just at there staring at my computer screen. Ghana unveils $14 economic stimulus plan : The Leveraged Sell-Out

http://www.reuters.com/article/ousiv/idUSTRE4AI96T20081119?sp=true By Kristina Cooke and Dan Burns NEW YORK (Reuters) - One hundred and one. No, that's not Dalmatians but the number of stocks in the U.S. benchmark S&P 500 index now trading for less than $10 a share. In fact, $10...

A Visual Guide to the Financial Crisis

Anyone happen to know any good papers or resources for the theory behind simulated annealing? I'm specifically looking for a thorough (mathematical) treatment of the Metropolis-Hastings algorithm. Most of what I've found has been either a general overview or simply pseudo-code. Thanks.

I just ran across this just a few moments ago, thought everyone might find this interesting. The Top 10 Quant Schools, According to the Street The Top 10 Quant Schools, According to the Street by Advanced Trading

Just out of pure curiosity..those of you with jobs...what type of phone do you use? Is Blackberry pretty much the standard? Any Palm users? Nokia? Or does it even really make that much of a difference?

I'll be starting a Fin. Math Master's program in the Fall. Ultimately, I would like to get a PhD for multiple reason: a personal goal, more knowledge, and higher likelihood of good job and $$ (I think...). Is it best of go for the PhD directly after the Master's or work in the industry for a...

I've got the entire summer to kill before grad school starts. Instead of just sitting around all day,I want to take some courses. I've already taken a Real Analysis course and what about a Complex Analysis course? How relevant, if at all, would Complex Analysis be for FE/Math Fin/QF? Any input?

Just out of curiosity, does anyone know anything about the Mathematical Finance program at Boston University? I know most of their relevant stats ( class size, tuition, placement record, etc). How does BU's program compare to the others? I believe GD ranks BU as a top 10 program. Any input?