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Quant trader can be a stock trader or a bond trader. Your question should be whats the difference between a quant trader and a discretionary trader. Basically a quant trader develops a method based on numbers and a discretionary trader trades on his discretion.

Thanks guys, finally I used the JQuantlib. After struggling with it a little bit I found it pretty good.

Does anyone knows if there is a java library similar to calendar that only contains the trading/business dates or a way to use the calendar library and to figure somehow if the date was a trading date? ---------- Post added at 03:23 PM ---------- Previous post was at 03:18 PM ---------- Found...

top 200 jobs 2010 jobs rated

if n=1 the meat will be eaten and the lion will fall asleep but wont get eaten by other lion. if n=2 the meat wont get eaten (if one lion will eat the meat he will get eaten by the second lion) if n=3 the meat will be eaten since the lion that will eat it knows that after he will eat it n will...

Happy birthday Aditya...

Most of the graduating class dont have finals

I think that it can make you a better trader. The thing is, IMO that most of the people that go to MFE program are risk averse and would prefer to work for corporates ans secure a steady income instead of investing their money.

You can open interactive brokers account and get historical data using their API. You can get there historical data with minimum bar size of 1 sec.

Not that I'm aware of.

Dude, you are in the wrong forum

John Hull teaches at Rotman, the business school of UToronto, while the MMF isn't part of the business school as far as i know.

Ill do my best...

3 years back daily data will be good, thanks

Well, Im looking for something in more accessible fashion. I think that bloomberg will do it.

It's charts not prices

Where can I get the prices for free?

Same problem with chrome for mac

In the link they mention the top 10, which are alphabeticale ordered and also include four other "honorable mentions", thats why B is after C...

Cheryl Higbee is wrong, the list is alphabeticale ordered

How do you know that?

Basically yes, but don't be surprised if you'll get more warnings and errors since the compiler is less forgiving

Its the GNU C++ compiler

You can buy it at amazon for $35

Is it an intel mac?

This may help you: http://www.apple.com/findouthow/mac/#tutorial=windows

Dude, you dont have to buy a PC. Even if you dont want to run a virtual machine you can use boot camp, which is already on your mac.

One may say that you need to have a phd in one of these quantitative degrees, and if you want to get the job with a masters it should be mfe.

Adytia, finally you are correct at the third time... Happy birthday Doug.

Did you get 3 masters from GTech?

Someone recommended me this book, just started and it looks promising Amazon.com: How to Solve It: A New Aspect of Mathematical Method (Princeton Science Library): G. Polya: Books

My suggestion is that you'll take the FRM/PRM. It will make you study the field by yourself and people will know it since you'll have the certification.

????:wall:wall:wall

It is, I don't plan to use the Linux as the primary OS

I have a new Mac, so thought about having Linux on a virtual machine. I have 1TB hard drive and don't know what to do with all this space...

I want to install linux on my computer as a virtual machine. Since I dont really know the difference between them, and there are tens if not hundreds of different ones, can anyone recommend on a certain one? Or at least tell what is your favorite?

Your profile is amazing.... As you can see it is a NYC Community for Quants, so we dont know much about UCLA, just that it will be a great way to spend a lot of money. Second, we don't evaluate profiles...

I've used the Panasonic Toughbook when I was in the army, and they are pretty good.

I found it here; http://zicklin.baruch.cuny.edu/programs/graduate/ms/degrees/statistics.html 9000 is Regression and Forecasting Models for Business Applications and 9700 is modern regression analysis

Here is the course description: STA 9701 Time Series: Forecasting and Statistical Modeling 3 hours; 3 credits "Modern methods of modeling and forecasting time series. The principal topic is the Box-Jenkins method of using autoregressive and moving average models, including nonseasonal and...

Baruch doesn't have dorms, so it will be impossible to get accommodation on campus. You should look at craigslist for a sublet or something like that.

I think that this may be the right thing to do.

No

Anyone has a better offer than Doug's? Since I have the iPhone I'm willing to sell my brand new iPod touch (8g). If interested msg me.

No, people with math PhD that are in Beruch MFE are taking these classes.

I find it hard to believe that it will happen. At least at Baruch.

I know, bought an iMac last week.

Alain, do you also use BootCamp to run windows?

Im also thinking about getting a new laptop and it will be the MacBookPro for sure....

I think that if I was interestd in FX book I would have buy one of this two: one two

I can't really understand the question. The autocorrelation is the cross-correlation of a signal (process) with itself. What do you mean " higher autocorrelation in assets" ?

Carl, his undergrad ID isn't the problem... The problem is that he isn't 21 yet.

Happy birthday...

If you enter a ticker it gives you Fundamentals and financials, Recent returns, Price history, Performance comparisons, Correlation matrix, Daily return analysis, Projections, Daily returns versus S&P 500 (Beta...). Thats good

Its even cooler that I thought... Look at the search result for the word "option" http://www.wolframalpha.com/input/?i=option It calculates the price, greeks, plot them and show some more cool stuff. Thats really cool

It has been launched tonight, looks good...

Happy birthday

Thats not the right approach to the question.

Thanks guys...

They deducted 300$ from my prize, and I'm totally pissed off. I'm thinking about counter-attack their offices...

Where is my money???????????:wall:wall:wall:wall:wall:wall:wall:wall:wall:wall

I also think that it should be before the 28th

Looks awesome... http://www.independent.co.uk/life-style/gadgets-and-tech/news/an-invention-that-could-change-the-internet-for-ever-1678109.html An invention that could change the internet for ever Revolutionary new web software could put giants such as Google in the shade when it comes out...

Its been a while since Ive done this things but I believe that your problem is that you missing fftshift after the fft. After you do fft the zero-frequency component isnt in the middle of the spectrum and you need to move it. Im not sure if thats your problem, but from my signal processing...

Happy birthday and good luck...

The test is adaptive, once you answer a question correctly you are getting a harder question that worth more points. If you answer it wrong you get an easier question that worth less.

On Friday, February 13, your colleague, U.S. Congressman Peter DeFazio, introduced H.R. 1068: “Let Wall Street Pay for Wall Street's Bailout Act of 2009”, which aims to impose a 0.25% transaction tax on the “sale and purchase of financial instruments such as stock, options, and futures.”...

You are saying that cause I have southpark avatar? We will do our best...:wall:wall:wall

Inflation is killing Zimbabwe, thats what happened when you print too much money...

What is your goal at the end?

They should add it to their 2009 rankings

Disagree, first about the reputation take a look here, Rutgers -54, BU - 83, although some of people aren't big fans of the ranking concept. Second, how do you say that BU has better location and Rutgers is new NYC, is near NYC is a disadvantage? And third, does BU gives you paid internship? I...

Happy birthday. מזל טוב Have fun in turkey

Have you applied to Columbia FE or OR?

Have you considered going for MBA?

you already know that I'm in.

Also Neftci "Principles of financial engineering" may be good

Why? You are given the 5 numbers. MLE means maximize the probability of the final observed outcome actually happening. Clearly c cant be smaller than the largest number of the 5. If c is equals to the max(5 given numbers) than the chances of drawing that given number is 5/c. if c is bigger...

Isn't it the largest number of the 5 given numbers?

Happy birthday...

I'm thinking about buying the book, but its quite expensive. Can someone recommend it? <iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=0122796713&fc1=000000&IS2=1&lt1=_blank&m=amazon&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width:120px;height:240px;"...

Alain, it was a joke...

congrats....:dance::dance::dance::dance:

They not just smell like stochastic, they started to act stochastically... doing random things...

I don't know whats the problem, but no one find my posts useful.:cry::cry::cry:

Sounds fun, the only problem is that Riverside Park is at the other side of Manhattan, and stochastic is right here, on my desk.

Vladimir is in 7th place this week... Looks like we have a rotating member in top 10 every week.

Well, I guess its because its video for the masses, and they try to keep it simple.

Here is the link. The Crisis of Credit Visualized Its very good.

Doug, Its really good... You should help me put it.

http://www.crisisofcredit.com/

Not yet, I'll try it sooner or later.

Alain, we need to do some research about this. I think that there are some individual competitions like IB, but the most are school competitions. I'm not sure where from we can get this information.

I thought that more people will be interested.... Whats wrong with you guys, we should have some other fun than pricing options sometimes.

John is at 7th place... GREAT JOB.:dance::dance:

Roger, I'm still waiting to try your beer.

It's not organic, It's ORGANIQUE.

Happy Birthday dude, I can see that there is consensus about the drinking, the question is when...:dance::dance:

Guys, You should click on the yes near the " Did you find this post helpful? " at Sanket answer... One of the best...

Looks like we are going to the bar tonight (Friday) after our risk management class. Maybe we will start to drink before the class, so get prepared. We will be at the grand saloon, and you are all invited to come...

I also was lucky to turn on the TV in the beginning of the last quarter.

As I know the test scores cant be waived...You should take the test if you are interested in MFE.

Happy New Year... Lets hope that 2009 will be better.:dance::dance:

Like to share with us impressions about the program at Poly? Are you satisfied? How was the first semester? Which courses you took? Any programming? Class size?

The FRM is Financial Risk Manager given by GARP The PRM is Professional Risk Manager given by PRMIA

I'm having a final tomorrow, so can't go to any parties today. And flying to Israel Tuesday morning which means that I probably will go to Hanukkah parties in Israel.

As you may know, its Hanukkah today. So, Happy Hanukkah to all my Jewish friends out there, good luck in the finals that left, enjoy the break and take care. <embed src="http://media.mtvnservices.com/mgid:cms:item:southparkstudios.com:103389:" type="application/x-shockwave-flash"...

It says on the back of the book, five new chapters, numerous additions to existing chapters, and an expended collection of questions and exercises make this second edition an essential part of everyone's library.

The only thing that I know is that there are 5 new chapters

Hi guys, I just bought the New edition of Neftci's book. The reason for posting this thread is that BORDERS.COM are group of amateurs. I ordered one book, but they made a mistake and send me two books, and charged me twice. I'm telling you this story because I bought the book with promotion...

Thats a gentle way to describe things:wall

Yes, you shouldnt use enter at the end of the line, just use \\

Yes, thats the answer...I didn't say that is solutions isn't correct, I just said that there is simpler approach, which is the one that you showed.

This is not the answer, and there is much simpler approach. If you want, I can give a little hint.

Not yet, I plan to do it tomorrow...

I think that Ill use C++. Just started going over their guideAPI reference guide, which doesn't looks too complicated, although there is alot of work to do...

I think that if you haven't scored 800 in the quant GRE, they won't look at your application unless you have something else exceptional. So I assume this is part of their screening.

Another try with the pics...

Aditya, Here are the pictures from yesterday, the quality is poor, but blame Steve Jobs, I did my best.

Happy birthday!!!!

Its a simple, but a nice one: (\sum_{k=0}^{90}{sin^2(k)}=?) k is in degrees and not radians...

A nice brain teaser. Imagine yourself standing near a table, with your eyes covered. You've been told that there are 100 coins scattered on the table, and that every coin is painted in blue in one side and painted in red on the other side. You've also been told that 10 coins placed with the red...

I also thought about it yesterday. you're one step ahead of me. I'm in, and I think that we should start making it often.

I'm not sure whats going on now, cause of the markets, but last year even 800 wasn't enough for most of the schools. If you really want to study FE do the GRE again, and if you cant score 800 I'm not sure if its the right field for you.

I'm not sure if there are 50 universities that offer FE in the united states.

Sounds great for me.=D>

I guess that the "right people" ;) will see this thread sooner or later and we will hear from them.

We already saw that, there was a thread about this one. http://quantnet.com/forum/showthread.php?t=3357

Happy Birthday!!!

The rise and success of quantitative driven hedge fund trading can be largely credited to math wizards and quants, not people labeled as financial engineers. Over the past 10 years, investment banks, finance departments, insurance, accounting and consulting firms have continued to demand these...

We don't? ****, I've been waiting for this:D

Happy Birthday, MAZAL TOV!!!

Chrome also blocked all the pop-ups that appeared while I was browsing...

Google published a beta version for their new browser, the Google Chrome. Great minimalistic design, works faster than other browsers, and very nice and easy to use. Have fun... http://www.google.com/chrome/

If you are looking to be a quant I don't think that industrial engineering will help you. Industrial engineering focuses on production planning, inventory control, scheduling, and industrial economics. Financial Engineering is a multidisciplinary field involving financial theory, the...

Its hard for me to see the connection between financial and industrial engineering...

You can read some facts about Columbia OR here: https://www.quantnet.com/threads/some-truth-about-the-columbia-msor.1358/ I think that if you know that you want to be FE, you should go and study FE. What is the reason of thinking about Columbia OR, why not Columbia FE? And why not applying to...

Voted, although I can make it to the other option also.

Good to know... I wasn't in the refreshers and think that I'll make it this Thursday.

You can find it here: Masters in Financial Engineering (MFE) - Baruch College

Hey guys... Im starting MFE at Baruch this fall and coming to NYC next week. I don't know yet where Im gonna live and ill start looking for apts when ill arrive. At the beginning I thought that its gonna be manhattan but now im not sure at all.... I am willing to pay approx 1500$ and now my...

Is matlab used at some wall street firms? Is high programming level at matlab will be an advantage?

What about matlab? Matlab is a very strong tool, any reason for not being used?

Hello, My name is shlomi and i'm starting MFE at Baruch this fall. I am finalizing my B.Sc in Electrical engineering, and I am considering improving some grades. My question is if future employers will ask to see my transcripts from my ug studies and will look on specific courses or not? Do...

Which book of Walter Savitch?

Hi guys, Just got formally admitted. My name is Shlomi, I am from Israel cant wait to see you guys next year... Bye, Shlomi