<r><URL url="http://www.csus.edu/indiv/j/jensena/mgmt105/correl01.htm--"><LINK_TEXT text="http://www.csus.edu/indiv/j/jensena/mgm ... el01.htm--">http://www.csus.edu/indiv/j/jensena/mgmt105/correl01.htm--</LINK_TEXT></URL> excel template to check for autocorrelation. <URL url="http://www.fordham.edu...

<t>Neural networks are efficient at making predictions assuming (a few of the following, if not all):(1) there is a general underlying dynamics in the data(2) the future is very similar to the past(3) the underlying process doesn't change very often, and if it did, you have sufficient data to captur...

Can anyone recommend any good books that explain how to build a trading system, from the ground up? That is, to take a model from a paper and to implement it in barebones C code, and how to turn that into a trading system? ...thanks!

<t><blockquote>Quote<hr><i>Originally posted by: <b>Maelo</b></i><blockquote>Quote<hr><i>Originally posted by: <b>oneinfinitezero</b></i><blockquote>Quote<hr><i>Originally posted by: <b>Maelo</b></i>Toranga: Yo! Dude. You ain't got any sense of humor, do you? BTW you also can't sense the irony in th...

<r>QuoteOriginally posted by: Antonindeed, as Martingale said there are two positions available at the ETH <a target=new class=ftalternatingbarlinklarge href="<URL url="http://www.math.ethz.ch/%22%3E%3Chttp://www.math.ethz.ch/%3E%3C/a">http://www.math.ethz.ch/"><http://www.math.ethz.ch/></a</URL>>. ...

<t>QuoteOriginally posted by: FizixBobI just started a postdoc in Quant finance and I'd like to know what people that are already in the field think about postdocs. Is it a common way to get into quant finance from another field (physics in my case)? How long should I stay in the postdoc before appl...

<t>QuoteOriginally posted by: MaeloToranga: Dude!! does a law degree count as one? I will get (? God willing) a second (actually my firts PhD in quant finance); thus if my wife (third one so far) does not divorce me and throw me out of the house (again, but definite) I was planning to get back a get...

<r>Sorry for the delay; I get all my "intro" stuff from this website -- <URL url="http://www.ederman.com/courtesy">http://www.ederman.com/courtesy</URL> of Mr Derman himself. It's fascinating reading into the life of quants as well. It got me started on this whole route. I imagine it has much fodder...

QuoteOriginally posted by: ValHei Monkey,Could you explain your sh**t in two words?? Cheers,"Copied Reuters"

<t>Good question. What areas are there? I'm only aware of the broad picture; need some good introduction to the different areas of computational finance research -- what are the major problems, etc. Any suggestions? I've read most of the introductory stuff by Wilmott, Derman, and others. The biggest...

ignore that last post; i'm confusing myself. (where's the delete button?)

<t>QuoteOriginally posted by: verhoevenIn reply to: newton: "Risk, it appears, has an interesting math property: Risk (A+B) = Risk(A) + Risk (B) ; yes, it's linear." This is complete nonsense! Ever heard of the concept of asset diversification? You seem to have forgotten about the "time" aspect, i.e...

<t>QuoteOriginally posted by: Diffeomorphismmglendza - thanks!,-This is the kind of answer I'm looking for. So, in your experience, the statistics/probability/finance grasp is generally more of a deficiency than programming skills, yes?I would assume this is the case since good programmers are in no...

Anyone out there know how to acquire postdoc positions in Quant Finance areas? Do researchers in these areas hire postdocs?

<t>Hmm, you'll need to strengthen up your cs skills for sure. A course isn't enough to make you 'good', just passable. As far as maths go.... lots to go.... take some intro diff eqns for starters, then some partial diff eqns, then learn some basics of stat/prob theory along with stochastic processes...