Serving the Quantitative Finance Community

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by ckarakus
April 5th, 2010, 8:25 pm
Forum: Careers Forum
Topic: Teza - to join or not to join
Replies: 18
Views: 32442

Teza - to join or not to join

I dont see why it should be black spot on your resume. Just look at all the guys who worked for Enron, they managed to move on after the demise of Enron. At the end of day its what you know and what you could bring to the table that matters
by ckarakus
January 18th, 2010, 9:19 am
Forum: Careers Forum
Topic: NJF Search
Replies: 1
Views: 31536

NJF Search

Dont waste time with them
by ckarakus
January 18th, 2010, 9:16 am
Forum: Programming and Software Forum
Topic: Template Metaprogramming in Quant Finance?
Replies: 13
Views: 35123

Template Metaprogramming in Quant Finance?

<t>All this provides is to let the programmer to use a single, unified interfaces for different schemes (Same name)This might be well worth it if you are developing a very general purpose library like Boost which is going to be used in many different and unforseen contexts However, would you want to...
by ckarakus
January 18th, 2010, 9:09 am
Forum: Careers Forum
Topic: Advanced C++ Interview Topics / Questions Wanted
Replies: 34
Views: 53314

Advanced C++ Interview Topics / Questions Wanted

<t>My favorite interview question:Design and implement an anagram generator. Your program will take a text file of English words as input and builds all the internal data structures etc and then for a given word it will list all the anagrams corresponding to that word in the dictionary- Considering ...
by ckarakus
July 29th, 2009, 1:42 pm
Forum: Careers Forum
Topic: Jr Quant Programming Exp?
Replies: 13
Views: 38732

Jr Quant Programming Exp?

I guess finishing Daniel Duffy's C++ for financial engineers book should be enough to get startedgood luck
by ckarakus
September 9th, 2008, 3:24 pm
Forum: Programming and Software Forum
Topic: Valgring-type application in Visual c++ ?
Replies: 10
Views: 50770

Valgring-type application in Visual c++ ?

It happens with circular references!You should be careful when you have tree-like structures and you have parents having references to children and vice versaThe solution is to use weak pointers from one side of relations
by ckarakus
June 30th, 2008, 3:37 pm
Forum: Programming and Software Forum
Topic: Perturbation Engine for greek calculations
Replies: 5
Views: 53453

Perturbation Engine for greek calculations

<t>Here is the code for the python implementation (I am sending the whole workspace so that you can run it yourself hopefully)This is just a prototype implementation Though I found it promising so that I will proceed with a C++ design/implementationIn a bigger library framework you have to make sure...
by ckarakus
June 26th, 2008, 12:23 pm
Forum: Programming and Software Forum
Topic: Perturbation Engine for greek calculations
Replies: 5
Views: 53453

Perturbation Engine for greek calculations

<t>Has anyone implemented a generic perturbation engine for their valuation library to compute all the greeks reported by the library in a uniform and generic way?After seeing in multiple valuation libraries how greeks might be inconsistently reported as a result of valuation run it occured to me th...
by ckarakus
April 22nd, 2008, 4:04 pm
Forum: Programming and Software Forum
Topic: C++ Brainteasers, how do I program this
Replies: 11
Views: 60418

C++ Brainteasers, how do I program this

Seems like a great set of problems to give to job candidates!
by ckarakus
September 14th, 2007, 2:29 pm
Forum: Programming and Software Forum
Topic: Linus says C++ is a horrible language
Replies: 92
Views: 78273

Linus says C++ is a horrible language

<r>Everyone knows that Linus is a real ass, even he himself admits thatBut now he's really talking like an idiotSaying C++ is crap because some people use is to create really crappy code is as idiotic as saying C is great because you can always create really mainatable systemsIts not language but th...
by ckarakus
January 30th, 2007, 4:29 pm
Forum: Programming and Software Forum
Topic: Windows Vista Upgrade
Replies: 22
Views: 84639

Windows Vista Upgrade

QuoteOriginally posted by: NIs it worth upgrading xp to Vista?I thought, "$300, no problem" until I saw that everything on my computers needed to be re-installed.!!!!you think 300 is not a lot for a MS os?
by ckarakus
November 15th, 2006, 12:23 pm
Forum: Programming and Software Forum
Topic: Comparing OO Paradigm and Policy-based Design for QF Applications
Replies: 45
Views: 100788

Comparing OO Paradigm and Policy-based Design for QF Applications

<t>There is a school of thought which advocates eliminating virtual functions by means of templates/policiesnow I have a problem with that approach because and i seriously doubt performance improvement you will gain from that approach unless the virtual functio you try to replace is called in tight ...
by ckarakus
November 14th, 2006, 9:23 am
Forum: Programming and Software Forum
Topic: Fred Brooks and the Mythical man-Month: famous sayings
Replies: 15
Views: 90743

Fred Brooks and the Mythical man-Month: famous sayings

<t>I believe software is one of the few areas where democracy really sucks: You need a despot ,who hopefully knows about software, makes core decisions The thing is most important tenet of of good software is coherency and uniform paradigmQuoteOriginally posted by: CuchulainnQuoteOriginally posted b...
by ckarakus
November 9th, 2006, 10:45 am
Forum: General Forum
Topic: Article by Bruce the Quant in Wilmott mag - SABR
Replies: 25
Views: 92318

Article by Bruce the Quant in Wilmott mag - SABR

<t>QuoteOriginally posted by: TraderJoeQuoteOriginally posted by: ckarakusQuoteOriginally posted by: TraderJoeQuoteOriginally posted by: PanangWonder if Paul is aware of these guys...Ahhh, our old friend ckarakus. I believe dominic helped get him a job...TJ, as always you managed to say s.t that is ...
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