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New profile posts

Hi Andy,

I was wondering if you knew much about UCL's MSc in Computational Finance? I can't seem to find much about it, especially since it's a fairly new program. If you happened to know anything about its merits and reputation, I'd appreciate any such insight.

Andy Nguyen
Andy Nguyen
Yes, there are few info on the program since it's rarely discussed here. Maybe reach out to current/past students of the program on LinkedIn to see if they can provide any insight.
Alright thank you, will do!
Hi Professor Abbott,

I'm a high school student who is really enthralled in the world of finance. I just watched your MIT OCW video and absolutely loved it, so I wanted to reach out to thank you so much for sharing such a good lecture (and for posting the spreadsheet/documents online). I think the idea of pursuing HFT is really exciting, so I'm trying to learn as much as I can as early
as possible just because I genuinely think it is super cool. I've read Natenberg, Hull, Murphy and Malkiel and am working my way through Damodaran's valuation book now. I'm going to attend Carnegie Mellon in the fall (so I appreciated the joke about your boss' quantitive competence :)), and wanted to reach out to thank you for making, and posting, such a
Hi Andy,

Have you heard anything about the UZH ETH quant finance program??
Would appreciate to get an advice, whether it is worth living 18 months in Switzerland and spending ~36K. The goal is to stay either in Switzerland or go to London (citizenship from non-eu country).

Many thanks!!
Hi Andy,

Just to be sure, the username that we registered at QuantNet will not be used as the official name of candidate for the C++ programming certificate. am I correct to say so?

Many thanks!
Hello Andy,

I have recently become much more active on QuantNet and was wondering what are we doing to increase the number of reviews for all the programs that we have on the website here. One idea is talking to someone is the departments of these programs and ask them to ask their students for a review? Not the best, but I think this a problem we should address to help this forum grow.


Andy Nguyen
Andy Nguyen
Hi, thanks for the message. I would love to get more reviews and i have tried various approaches over the years. There is little incentive for students to write a review, even it helps our readers tremendously. If you have other ideas, I'm all ears.
Hey, maybe we can post to some alumni who care more about there program now then they did as a student ?

Over the last month, I have been working on my finals for University of London (there finals are in September in October), in addition doing a python bootcamp at Rutgers. As a result, I haven't been able to put in more time on this course. I was hoping to extend once possibly twice, to insure I am able to get the most out of this course.

Would this be okay?

Very Best,

Andy Nguyen
Andy Nguyen
Please use the remaining time to complete as much as possible and discuss your best option with your TA when you are near the end. It will make much sense then.
Hi Novak,

Congrats on winning US open few days ago :)

Just joking.

I am also born in Belgrade and also relatively new in Quant world.

I have read your post and would like to connect with you.
Hey, hi! Thanks for replying on my post where I asked for help with prep for GS Strats interviews! I got an interview call, and they are lining me up for a role in compliance department, and I need help with deciding if I should go for that role or not.
I've posted here about it: https://goo.gl/1MQyNW
Would be very helpful if you could reply. Thanks!
Dear Sir, thank you very much for your MIT OCW VaR Lecture. I am very much interested in the spreadsheet "MC stuff 2020.xls" to understand better the notes.
Would you mind sending me the spreadsheet please?
My email is olivia_0930@hotmail.com

Many thanks and kind regards,
Ken Abbott
Ken Abbott
It’s posted
Hi Sir, i just checked my email and don't seem to receive your posting. May i ask where did you post it please?
Hi Professor,

Thank you for your MIT OCW VaR lecture.I would love to walk through your "MC stuff 2010.xls" to solidify my understanding.I request you please send the spreadsheet "mc stuff 2010" to


Anand Vajravelu
Hi Prof. Abbott, I am one of the following who really really liked your MIT VaR class.I hope I understood things as intuitively and insightfully as I am also in risk/banking, hold the FRM and ms in stats.

I'd also like to ask you for the spreadsheet "mc stuff 2010" as the others :) Lucky that I know who to thank to.(And I will bring a stone (of course some really far future)) :P

Best, angelina
Hi Ken,

Thank you for your MIT OCW VaR lecture and I am yet another person who drank from the firehose and would love to walk through your "MC stuff 2010.xls" to solidify my understanding. It would be very much appreciated if you are willing to share it again.

Hi Andy could you please check and confirm whether the Fees for Cornell MFE program is current and updated.
Andy Nguyen
Andy Nguyen
hi there, the latest tuition was provided to us by the Cornell program in our 2018 MFE rankings. Do you have any info or suggestion that it is not correct or up to date? I will update if so.
Hi Andy, I am sending supplementary materials for grad school application and want to include a proof of enrollment in the Baruch's C++ Online Programming course. My TA suggests I reach out to you. Is this something you can provide? Many thanks!
Andy Nguyen
Andy Nguyen
Hi there, please email baruchmfe@baruch.cuny.edu with your name, date of enrollment, username, etc and they can send you that letter via email.
Hello Andy,
I'm not seeing recent information about IIT MSF program, Kindly shed some light on this program.
Thanks for your time
Hi Daniel,

I came across "Mathematics Foundations course" at Datasim, which seems to be what I wanted - read more undergrad math as I am now doing QF at a biz school, which light in math compared to the other offer I had (Math & Econs). How much weekly commitment is assumed for for the 1-1.5 years in course duration? Will I need to code C++ for the exercises/project? I program mostly in Python, a little C#.

Hi Ken, I watched your MIT lecture regarding Monte Carlo simulation of VaR with great enthusiasm.

I can understand if you feel reluctance to share “MC stuff 2010.xls” you went through in the lecture, but if you would, I use it for inspiration on how to adjust my setup.

Alternatively, can you point me in the direction of some articles of historic/MC VaR calculation (including FI)?