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by Y0da
August 29th, 2012, 11:36 am
Forum: Programming and Software Forum
Topic: Do quants use high precision arithmetic in C++, or do they just stick to doubles?
Replies: 8
Views: 12165

Do quants use high precision arithmetic in C++, or do they just stick to doubles?

<t>Do quants tend to use any high precision arithmetic libraries in C++ (in order to prevent things like rounding errors, and other floating point problems)? Or do they just trust that double will always work fine?If the former, can you recommend some good high precision libraries out there for C++?...
by Y0da
March 11th, 2012, 9:52 pm
Forum: Programming and Software Forum
Topic: Is the new C++11 standard useful for quants?
Replies: 8
Views: 14944

Is the new C++11 standard useful for quants?

<t>Are there any new things in C++11 that you have found useful as quants? What are they?Do you think Mark Joshi should update his "C++ Design Patterns" book to reflect the new standard, or is there absolutely no reason to do so?Do you think this book will be useful to learn C++ in the context of th...
by Y0da
June 20th, 2011, 7:24 pm
Forum: Trading Forum
Topic: Interactive Brokers the best broker out there?
Replies: 23
Views: 25797

Interactive Brokers the best broker out there?

In any case, IB have like 10 USD per month of minimum trading fees. That doesn't seem like a killer in any case. Even if you don't go that high, they'll just charge the damn 10 bucks per month. Doesn't seem like too much. Correct me if I'm wrong.
by Y0da
June 20th, 2011, 6:53 pm
Forum: Trading Forum
Topic: Interactive Brokers the best broker out there?
Replies: 23
Views: 25797

Interactive Brokers the best broker out there?

<t>QuoteOriginally posted by: stonybrooknickthere are tons of brokers out there, find the one that best suits your trading style , and if you have 100k like you say proprietary trading is probably your best option , dimension trading ,blackwood , MB, REDI , GENISIS , graybox ,nxcore , lightspeedWell...
by Y0da
June 8th, 2011, 7:09 pm
Forum: Trading Forum
Topic: Interactive Brokers the best broker out there?
Replies: 23
Views: 25797

Interactive Brokers the best broker out there?

But I won't have much more than $100,000 any time soon. So you'd suggest IB right?Also, IB has best access to WORLD markets right? I don't just want to trade in the US and Canada, but across the world. IB have a lot of exchanges all over the world it seems.
by Y0da
June 5th, 2011, 11:59 am
Forum: Trading Forum
Topic: Interactive Brokers the best broker out there?
Replies: 23
Views: 25797

Interactive Brokers the best broker out there?

<t>QuoteOriginally posted by: falcon00IB is who we use and they were recommended to us by an equity trader that runs about $20MM; it's what he uses and it was recommended to him by his mentor. We looked at several other options and it was the best one to go with. They have well documented APIs. They...
by Y0da
June 5th, 2011, 11:59 am
Forum: Trading Forum
Topic: Interactive Brokers the best broker out there?
Replies: 23
Views: 25797

Interactive Brokers the best broker out there?

QuoteOriginally posted by: CaesariaGuess who else is out there.I have no idea. Therefore, my question.
by Y0da
June 3rd, 2011, 6:00 pm
Forum: Trading Forum
Topic: Interactive Brokers the best broker out there?
Replies: 23
Views: 25797

Interactive Brokers the best broker out there?

<t>Let's say a man with $100,000 or so wishes to trade in the global financial markets. Stocks, futures, bonds, currencies, whatnots. He has to be able to go long and short.Are Interactive Brokers known to be the very best brokers out there? Is this the only good broker out there? What do the real d...
by Y0da
May 11th, 2011, 1:16 pm
Forum: Technical Forum
Topic: dX = a*X*dt + b*X*dW
Replies: 4
Views: 20472

dX = a*X*dt + b*X*dW

dX = a*X*dt + b*X*dW_1anddY = c*Y*dt + d*Y*dW_2We know that dX = dY. Why does it obviously follow that dW_1 = dW_2, and that b*X = d*Y?
by Y0da
March 18th, 2011, 11:29 am
Forum: Book And Research Paper Forum
Topic: Best books/articles on credit risk
Replies: 6
Views: 26120

Best books/articles on credit risk

<t>QuoteOriginally posted by: quantmehQuoteOriginally posted by: Y0daLet's say one of the companies a bank lends to is a company that has to buy a lot of crude oil.Do the methods in the book take into account possible risks in rises of crude oil prices, or is this an area in which the methods might ...
by Y0da
March 17th, 2011, 7:22 pm
Forum: Book And Research Paper Forum
Topic: Best books/articles on credit risk
Replies: 6
Views: 26120

Best books/articles on credit risk

<r>QuoteOriginally posted by: quantmehi liked this book as an overview of portfolio credit risk <URL url="http://mhprofessional.com/product.php?isbn=0071417559&cat=106&promocode="><LINK_TEXT text="http://mhprofessional.com/product.php?i ... promocode=">http://mhprofessional.com/product.php?i...
by Y0da
March 16th, 2011, 12:29 pm
Forum: Book And Research Paper Forum
Topic: Best books/articles on credit risk
Replies: 6
Views: 26120

Best books/articles on credit risk

<t>What are the best books/articles that are currently available on credit risk, focusing more on the risk of industrial companies (that have to buy lots of commodity such as oil) rather than financial companies? I want to understand well the existing models and research that has been done on this. ...
by Y0da
March 7th, 2011, 2:14 pm
Forum: Forum and Website Bugs and Suggestions
Topic: My messages got removed
Replies: 1
Views: 20842

My messages got removed

Why did my old private messages on these forums get deleted?!I had some messages from 1-3 years ago, but they are now gone!
by Y0da
February 7th, 2011, 10:32 am
Forum: General Forum
Topic: Corporate debt - getting rid of individual risk factors
Replies: 2
Views: 21326

Corporate debt - getting rid of individual risk factors

Thanks for the reply!No one else has any literature on these topics?
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