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by zarnywhoop
June 13th, 2008, 11:06 am
Forum: Brainteaser Forum
Topic: cylinder intersection questions
Replies: 3
Views: 54068

cylinder intersection questions

Searching for "cylinders" as a keyword in Wilmott articles indeed has no hits. But searching for "cylinders" as a phrase in postings on Wilmott does.
by zarnywhoop
June 13th, 2008, 10:13 am
Forum: Careers Forum
Topic: Chinese taking over quant roles and places at school
Replies: 110
Views: 68616

Chinese taking over quant roles and places at school

<t>QuoteOriginally posted by: mbfinalbluesI don't buy that. I think they see the dollar signs and think yes a quant career is for me. It is a shame though that the admissions officers don't see through this and admit so many Chinese students. Whereas we as westerners pursue finance for the pure nobi...
by zarnywhoop
June 12th, 2008, 3:34 pm
Forum: Programming and Software Forum
Topic: Convoluation algorithm
Replies: 6
Views: 54781

Convoluation algorithm

QuoteOriginally posted by: caperoverHi, All,Anyone knows very fast convoluaton algorithm? I don't want to bother FFT.Thanks,CRFFT is the very fast algorithm
by zarnywhoop
May 27th, 2008, 7:07 am
Forum: Careers Forum
Topic: drop out rate, Cass Investment Management
Replies: 70
Views: 63362

drop out rate, Cass Investment Management

<t>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: barnyWhy do you think that Cuch? When you quote ages are you talking in absolute terms or are you correlating age with years in education?It's a well-known fact. These are general rules. G.H. Hardy has written about this issue.Einste...
by zarnywhoop
May 21st, 2008, 7:59 am
Forum: Careers Forum
Topic: About internship salary level
Replies: 20
Views: 58841

About internship salary level

<t>QuoteOriginally posted by: KackToodlesQuoteOriginally posted by: JackShengHi everyone I recently got an internship offer located in Philadelphia. The hourly rate is $27/hour Let's see....Here's how much your salary is equivalent to for a full time worker: $27/hr x 8 hrs x 250 days/year = $27 x $2...
by zarnywhoop
April 29th, 2008, 11:48 am
Forum: Careers Forum
Topic: I hate programming.
Replies: 64
Views: 64264

I hate programming.

<t>QuoteOriginally posted by: bostonquantFunny thread. Translating an idea to code should only take a fraction of your time. Building a statistically and profitable model should take up most of your time. There are so many options when fitting a model from linear to non-linear to robust which 99.99%...
by zarnywhoop
April 21st, 2008, 3:39 pm
Forum: Brainteaser Forum
Topic: Rectangular Cake
Replies: 66
Views: 66855

Rectangular Cake

Hang the cake from a point on its circumference and cut along the vertical line through the point of suspension.
by zarnywhoop
April 16th, 2008, 2:09 pm
Forum: Careers Forum
Topic: Hints for Interviewees
Replies: 56
Views: 64195

Hints for Interviewees

There's a big chunk of World of Warcraft missing from that algorithm.
by zarnywhoop
April 14th, 2008, 7:59 am
Forum: Careers Forum
Topic: Hints for Interviewees
Replies: 56
Views: 64195

Hints for Interviewees

<t>QuoteOriginally posted by: jawabeanQuoteOriginally posted by: zarnywhoopI ask this particular question in almost every interview I conduct. I have a sample of over 100 responses now, and I have calibrated it on my colleagues as well.i thought about this: the hints which u gave intervewees r relev...
by zarnywhoop
April 11th, 2008, 2:34 pm
Forum: Careers Forum
Topic: Hints for Interviewees
Replies: 56
Views: 64195

Hints for Interviewees

<r>QuoteOriginally posted by: mjNo you ask an easy question first, because most candidates get the easy question wrong and then you can have no compunction about not hiring them.NB my point about the probability brainteaser was to see if they objected to the question, not whether they could do it.I ...
by zarnywhoop
April 10th, 2008, 5:22 pm
Forum: Careers Forum
Topic: Hints for Interviewees
Replies: 56
Views: 64195

Hints for Interviewees

<t>QuoteOriginally posted by: jawabeanQuoteOriginally posted by: zarnywhoopI'm not looking for someone who can tell me about change of numeraire and SDE's (though of course that's nice, and some other jobs might need it). I'm looking for people who are smart, creative, can think probabilistically, c...
by zarnywhoop
April 10th, 2008, 7:39 am
Forum: Careers Forum
Topic: Hints for Interviewees
Replies: 56
Views: 64195

Hints for Interviewees

<t>QuoteOriginally posted by: QuantOptionI can understand the applicant's point of view as well. With one company, I had three 1.5 hours phone interviews and 90% of the questions were about throwing dices, double headed coins, ... I mean, I like the puzzles and probability, but for ... sake why did ...
by zarnywhoop
April 9th, 2008, 4:23 pm
Forum: Careers Forum
Topic: Hints for Interviewees
Replies: 56
Views: 64195

Hints for Interviewees

<t>In an interview for a quantitative position:Do Not, when asked a probability question/brainteaser, dismiss it as "just some probability calculation".Do Not, when asked what the result of that calculation might be, say that you've never been asked a question like that in an interview before and im...
by zarnywhoop
March 27th, 2008, 10:09 am
Forum: Careers Forum
Topic: The job market is dead, completely...
Replies: 22
Views: 63406

The job market is dead, completely...

<t>QuoteOriginally posted by: WilfridQuoteOriginally posted by: INFIDELQuotezarnywhoop: QuoteKackToodles: have you thought about a job in the real world, e.g., programming for your local utilities company?I have worked in a university, in a large public industrial company, part-time in a two-man sta...
by zarnywhoop
March 26th, 2008, 1:45 pm
Forum: Technical Forum
Topic: Tools for woking with very large data sets
Replies: 8
Views: 58627

Tools for woking with very large data sets

Presumable KludgeDude is looking at much higher frequencies than daily. Even with 1-minute samples that makes about a billion samples per year. Looking at tick data over periods of several years could involve massive data sets.
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