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  1. doug reich

    Finding Quant Job in Boston, a New Yorker Story

    If New York Is the Capital of Finance, there are lots of provincial towns... A very quick bit of background. I entered the Baruch MFE in Fall 2008 as a full-time student, while continuing to do work for my previous employer. When my summer internship search was unfruitful, I negotiated some...
  2. doug reich

    R vs. Matlab speed comparison

    I recall seeing posts on R vs Matlab in speed a few months back. Can anyone find them? Does anyone else recall this? I think Shlomi had the good links I am looking for - too bad he posts so often! Does anyone else find the search feature on here kind of useless these days?
  3. doug reich

    Quantnet Picnic RSVP

    I figure this requires a bump just to make sure people see it. Quant Network - Financial Engineering Forum The picnic will be a week from Sunday, September 20, on the Great Hill in Central Park. Please RSVP by Wednesday so we know how much food to get. You are, of course, welcome to bring your...
  4. doug reich

    How to get a hedge fund job

    Just came across this while searching for something else (I swear!). So far not a lot there, but I can see so far it's quality stuff. Not specifically quant, but definitely not hurting to follow what he says. How to get a Hedge Fund Job
  5. doug reich

    R Trade Simulation?

    There seem to be a few projects out there, all under heavy development, which assist in trade simulation. In particular, I'm looking for something where I can give it tickers, and the trades made, and when, and it will track my capital and PnL. Preferably it will also allocate capital so I can...
  6. doug reich

    US Open

    If you're interested in attending the US open at the beginning of September, early ticket sales begin April 18, and general public begins June 6. If you're interested in attending as a group, give a ping here or in my PM, and we can coordinate something; we might even get a group rate. For...
  7. doug reich

    A.I.G. Lists the Banks to Which It Paid Rescue Funds

    Why is this news? The whole reason they were bailed out was because they were counterparty to many other institutions. Is this the newspaper and lawmakers being clueless or worse, or is there more to this situation than is getting reported...
  8. doug reich

    Python

    I know a whole bunch of people interested in learning python. I think the best way is follow the tutorial on the python website to get the basics (The Python Tutorial — Python v2.6.1 documentation) and then just start playing, and search for what you don't know. This XKCD comic pretty much...
  9. doug reich

    Sledding and hot chocolate!

    If you can be torn away from your C++ and stochastic calculus for a bit, you might consider the parks department offer of sledding and hot chocolate: Parks Department Offering Free Hot Chocolate, Sledding Today! - Gothamist: New York City News, Food, Arts & Events
  10. doug reich

    Financial Modeling with MATLAB at Baruch College, Mar 4

    Financial Modeling with MATLAB at Baruch College 04 Mar 2009 12:45 p.m. to 2:15 p.m. Baruch College, Zicklin School of Business, Room VC10-215 Who Should Attend Faculty Students Researchers Register for this free seminar...
  11. doug reich

    Visa Restrictions

    See this page for what you get for your citizenship: Henley & Partners -*International Visa Restrictions It seems being in the developed countries of Europe, US, and far east get you comparable access to the globe. Anywhere else and all bets are off. (The countries at the bottom of the list...
  12. doug reich

    Paintball!

    Some of us are thinking of organizing a paintball outing. (See rafting / paintball - QuantNetwork - Financial Engineering Forum for an old thread on prior paintballing) The easiest place to go looks like NYC_PAINTBALL - I have driven by there a hundred times on the way to the Queensboro...
  13. doug reich

    Resume tip: putting bullets to the right of text

    I was just updating my resume and found that I wanted to put a label on the left margin, and then start bulleting on that same line. That's not possible with the actual bulleting environment, but it can be done by inserting a bullet symbol and then making the tabs look like bulleting. These...
  14. doug reich

    Not Bar some night

    Hi all, I know some people do not want to go to a bar, but would still like to socialize with their classmates. A good alternative would be to go to a restaurant for dinner after class one night. Please vote in the attached poll for the days you are interested in such an event. Note that...
  15. doug reich

    Risk Management in NYT

    I see there is an article about Risk Management and VaR in the New York Times magazine this weekend. See the following link: http://www.nytimes.com/2009/01/04/magazine/04risk-t.html?_r=1 It seems to accurately sum up the controversy over VaR.
  16. doug reich

    Best blog of 2008?

    I wonder who is doing the photos every single time I see an article with a stock broker looking sad. THE BROKERS WITH HANDS ON THEIR FACES BLOG However, this guy has not been reading the news lately, because there are still plenty of sad brokers out there.
  17. doug reich

    How Unlikely Was the Historic 11-10 Score?

    I found this article highly enjoyable for the interesting modeling problem from the strange point system in football. http://blogs.wsj.com/numbersguy/how-unlikely-was-the-historic-11-10-score-458/ You may have heard that the game between the Pittsburgh...
  18. doug reich

    ICE and lunchtime talk

    For those of you who attended the Mitsui lunchtime forum yesterday at Baruch (I can't find a link to the flier -- it seems to have fallen into some kind of purgatory; neither listed as a past nor present event), this article in today's FT might be interesting...
  19. doug reich

    Dropbox

    This seems like a real life-saver -- Dropbox. It continually backs up & mirrors your files, as well as providing versioning, sharing, and a web interface for remote access. If you have two computers and you ever say "Darn, the files are on the other one," I definitely recommend it. Even if you...
  20. doug reich

    The Bailout Plan

    Lawmakers Reach Tentative Bailout Deal - WSJ.com Top U.S. policy makers emerged from hours of tense negotiations with a clear message just after midnight Sunday morning: A deal to bailout U.S. financial markets has been agreed on and all that remains to be done is to commit the legislation to...
  21. doug reich

    Forum FAQ

    I just wrote: Forum FAQ - Quantnet Wiki Anything I should add? It's a wiki, so you can add what you want, too.
  22. doug reich

    Google Chrome

    Has anyone else downloaded it? (Google Chrome - Download a new browser and Google Chrome) It seems pretty fast to me in comparison to Firefox 3, although I think it's psychological (all at once vs. as the elements get done). (I like to think the my plugins on FF3 speed it up, but maybe they...
  23. doug reich

    Drinks after class Thursday

    The title says it all. Location is Grand Saloon, 23rd between Lex & 3rd around 8:30 We'll plan on doing this every week; just putting it up here again for people who weren't in the refreshers.
  24. doug reich

    Quant finance papers websites?

    What are some good websites with quant finance papers? I have a short list mostly garnered from the forums up at Category:Paper - Quantnet Wiki If you have any more to add, you can just put them on that page, or reply in this thread.
  25. doug reich

    Database access in C++

    I have to write a DLL that makes a call to an Access .MDB database. I think I have the DLL part down (I found http://msdn.microsoft.com/en-us/visualc/bb838687.aspx very instructive), but I can't find a good tutorial on using OLE DB (optimal, they tell me), ODBC (suboptimal, they tell me) or even...
  26. doug reich

    Is New York over the hill?

    http://geekswithblogs.net/bloesgen/archive/2008/08/02/124201.aspx This section really caught my eye: Their description is everything I have heard about New York prior to 1993 (if we have to date it). Ambition, energy, "can do". The paragraph about not telling people how tall the Burj al Dubai...
  27. doug reich

    CFA Results

    The level 1 results came out this morning at 9 am. I believe level 2 and 3 come out in 3 or so weeks. How did anyone do? I passed! Obligatory dancing banana: :dance: I think I did worst on alternative investments :) I recall answering that hedge funds are not usually highly leveraged (it was...
  28. doug reich

    There's Nothing Sacrosanct About U.S. AAA Rating

    Normally, I think this level of doom and gloom would signal the bottom, but that's not so clear. What kind of falling-sky stories were there in 2000, 1998, 1987, 1981, 1973, etc.? There's Nothing Sacrosanct About U.S. AAA Rating: Mark Gilbert 2008-07-16 23:01:00.0 (New York) Commentary by...
  29. doug reich

    Quant Finance Journals?

    What trade journals does anyone read? We don't get quant journals over here right now. The ones that are here are Journal of Portfolio Management and Journal of Finance.
  30. doug reich

    Functors

    I thought a good way to get some C++ practice and solidify the numerical integration methods (and do the practice problems) in Chapter 2 of Dan's Primer book would be to write numerical integration functions for the midpoint, trapezoidal, and simpson's rules that take the function to be...
  31. doug reich

    Building the quantnet wiki and indexing the forum knowledge

    I was encouraged enough by Andy's support in this thread ( DISCUSSION on MFE programs (Formerly "Second-rate (and worse) MFE programs) - Page 6 - QuantNetwork - Financial Engineering Forum) to start a section on the wiki to help organize the knowledge that is repeatedly rehashed on these forums...
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