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by SierpinskyJanitor
March 30th, 2012, 4:56 pm
Forum: Programming and Software Forum
Topic: Worst Apps and Systems ever seen in Finance!
Replies: 28
Views: 17918

Worst Apps and Systems ever seen in Finance!

When you say "named all their equity" you actually mean they were PKing rdbm storage tables on either isin,cusip,sedol, that doesn't sound bad as long as you have ref data crossing these codes. The really fun part is when you conclude the bank no longer exists though! Lol.
by SierpinskyJanitor
March 29th, 2012, 5:26 pm
Forum: Programming and Software Forum
Topic: The right price for a trading platform
Replies: 8
Views: 14718

The right price for a trading platform

Can you share your commercial/technical presentation in this forum? There might be some potential customers intrigued by your self-proclaimed "calibration by Fokker-Planck" method.
by SierpinskyJanitor
March 27th, 2012, 11:41 am
Forum: General Forum
Topic: Some exotic on exchanges
Replies: 34
Views: 16308

Some exotic on exchanges

<t>anything in which you have to make markets on real-time, can´t be that "exotic".... structured products are just sophisticated trackers with optionality conditions and triggers involved. From a broker-dealer standpoint you need to provide liquidity, set the bid-ask spread within acceptable bounds...
by SierpinskyJanitor
March 26th, 2012, 5:49 pm
Forum: Careers Forum
Topic: Quant work after teaching
Replies: 49
Views: 17408

Quant work after teaching

What´s more valuable: a PhD degree obtained with no papers published or an MSc with articles in peer reviewed journals?
by SierpinskyJanitor
March 26th, 2012, 4:09 pm
Forum: General Forum
Topic: Some exotic on exchanges
Replies: 34
Views: 16308

Some exotic on exchanges

<t>some Structured Products do have pretty complex payoffs - in fact. Commerzbank and GS are known to push that exoticness a bit too far, having marketed products hardly hardly any retail investor really understands and none have bought. Some Swiss banks, went even farther, and actually allow invest...
by SierpinskyJanitor
March 26th, 2012, 11:46 am
Forum: Careers Forum
Topic: Compensation
Replies: 5
Views: 14556

Compensation

Hey minuteman, you could easily squeeze 2MM. That's more or less what i'm making now with a similar comp background.PS: don't forget taking your meds...
by SierpinskyJanitor
March 24th, 2012, 10:43 am
Forum: General Forum
Topic: Some exotic on exchanges
Replies: 34
Views: 16308

Some exotic on exchanges

<t>QuoteActually in fact I have a very "mathematical" idea... i dont think you do - please do read about "Structured Products" every major broker-dealer makes markets on thousands of these, some much more exotic than your gedankenexperiment suggests. What happens behind the scenes, and how bid-ask s...
by SierpinskyJanitor
March 23rd, 2012, 8:10 pm
Forum: Off Topic
Topic: Toulouse shooting: killer 'was on US no-fly list'
Replies: 31
Views: 15902

Toulouse shooting: killer 'was on US no-fly list'

QuoteIt is a famous quote, but I cannot agree with it. Terrorists hit civillian targets. Freedom Fighters don't. It might be simplistic but it will do for me...are you familiar with the term "collateral damage"?
by SierpinskyJanitor
March 23rd, 2012, 6:57 pm
Forum: Programming and Software Forum
Topic: Object Design Quiz
Replies: 217
Views: 35794

Object Design Quiz

yeah! don´t we all?
by SierpinskyJanitor
March 23rd, 2012, 6:55 pm
Forum: General Forum
Topic: Expected Exposure (EE) and Expected Potential Exposure Shapes
Replies: 9
Views: 29191

Expected Exposure (EE) and Expected Potential Exposure Shapes

<t>Moondragon, you´re right but the initial issue we were addressing was the Exposure Profile of specific contracts in the scope of Middle-Office: "Counterparty Risk Management". The measures you referred to next, concern the pricing of Credit Risk and are calculated based on an integral of the expo...
by SierpinskyJanitor
March 23rd, 2012, 6:40 pm
Forum: Off Topic
Topic: Toulouse shooting: killer 'was on US no-fly list'
Replies: 31
Views: 15902

Toulouse shooting: killer 'was on US no-fly list'

QuoteOne man's terrorist is another man's freedom fighter(this also applies more generally to states)Gerald Seymour - "Harry's Game", 1975
by SierpinskyJanitor
March 23rd, 2012, 6:03 pm
Forum: Off Topic
Topic: Toulouse shooting: killer 'was on US no-fly list'
Replies: 31
Views: 15902

Toulouse shooting: killer 'was on US no-fly list'

<t>exactly fermion! As said before, state terrorism also comes in many forms... Chomsky´s definition of what a "Rogue State" is springs to mind, although I am not a fan of his maniqueist worldview, he does have a point as far as "civilized" Western-sponsored terrorism is concerned. Not only by the U...
by SierpinskyJanitor
March 23rd, 2012, 3:50 pm
Forum: Off Topic
Topic: Toulouse shooting: killer 'was on US no-fly list'
Replies: 31
Views: 15902

Toulouse shooting: killer 'was on US no-fly list'

<t>QuoteIf you doubt that reeducation works, look at SierpinskyJanitor who has been taught that muslims want to kill him because he has done them wrong first. not quite, however I have been around long enough to see terrorism and inhumanity in almost every color/creed available.From individual mindl...
by SierpinskyJanitor
March 23rd, 2012, 12:52 pm
Forum: Off Topic
Topic: Toulouse shooting: killer 'was on US no-fly list'
Replies: 31
Views: 15902

Toulouse shooting: killer 'was on US no-fly list'

<t>Zerdna I couldn´t agree more with what you´ve just posted. My initial comment was based on the absurd generalization of totalitarian regimes made by mr. farmer. Also this doesnt quite help and only exacerbates animosity towards 1/6th of the World Population. ( Note: I mean 1/4th in 2030 )QuoteThe...
by SierpinskyJanitor
March 23rd, 2012, 10:57 am
Forum: Off Topic
Topic: Toulouse shooting: killer 'was on US no-fly list'
Replies: 31
Views: 15902

Toulouse shooting: killer 'was on US no-fly list'

<t>that "remark" was obviously made on someone else´s remark, highlighting precisely the fact that History should not be taken lightly.It was not funny nor meant to be unlike the original post:QuoteThey should send his whole family to Gitmo, and put the rest in an internment camp like we did with th...
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