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by lifo
March 28th, 2006, 5:04 am
Forum: Off Topic
Topic: Hong Kong Wilmotters Drinks?
Replies: 4
Views: 112958

Hong Kong Wilmotters Drinks?

I'm not a hong kong wilmotter, but I'm passing through hong kong this thursday&friday night and wouldn't be averse to a few pints... Do hong kong wilmotters drink? From the replies to this thread, it appears not....
by lifo
November 27th, 2005, 2:10 pm
Forum: Off Topic
Topic: bermuda triangle
Replies: 8
Views: 129257

bermuda triangle

<t>There was a show on the history channel recently about the triangle. They were claiming that there are unusually large methane deposites under the ocean floor in that region that bubble up to the surface. Sometimes, perhaps due to an undersea landslide, there would be a large release of methane, ...
by lifo
November 13th, 2005, 1:29 pm
Forum: Programming and Software Forum
Topic: Fortran
Replies: 23
Views: 133288

Fortran

<t>To elaborate on why Fortran is used--For the most part, it is used so much in science because it is used so much in science. Professors used it, so their students use it. Existing code is in Fortran, so new code is in Fortran. It gets the job done. Also, it is much easier to learn Fortran than C+...
by lifo
November 13th, 2005, 1:23 pm
Forum: Programming and Software Forum
Topic: Fortran
Replies: 23
Views: 133288

Fortran

<t>QuoteOriginally posted by: Cuchulainnlifo,LU decomposition Fortarn versus C++? Which is faster and by how much?Using the same compiler--(intel Fortran versus intel C++) and the same implementation--same algorithm & equivalent data types, I expect no significant difference in speed. Now if you...
by lifo
November 13th, 2005, 12:28 pm
Forum: Programming and Software Forum
Topic: Fortran
Replies: 23
Views: 133288

Fortran

<t>QuoteOriginally posted by: rogersdoes Fortran have free-download version.Yes--intel's Fortran compiler for windows is available for a free 30 day evaluation period. For linux, they have a free for non-comercial use version. It's very fast, much faster than the free gnu g77 that comes with most li...
by lifo
November 11th, 2005, 8:13 pm
Forum: Careers Forum
Topic: first year bonus
Replies: 25
Views: 134764

first year bonus

Hi--I really need information about usual 1st year (un-guaranteed) bonuses for front office quants (as % of base salary). Any general guidelines or anecdotal evidence would be greatly appreciated, either posted here or by pm. Many thanks in advance.
by lifo
November 11th, 2005, 8:03 pm
Forum: Programming and Software Forum
Topic: brainbench exams free this week
Replies: 11
Views: 137145

brainbench exams free this week

<t>For those interested, the brainbench exams (including c++) appear to be free until the 15th of the month. See here for details. This test was (is?) used by at least one hedge fund to evaluate C++ compentencey. It's a good chance to take it for free instead of the usual $50. Quote11/1/05 - FREE TE...
by lifo
October 8th, 2005, 3:51 pm
Forum: Careers Forum
Topic: Interview with Citadel Investment Group
Replies: 11
Views: 169547

Interview with Citadel Investment Group

<t>QuoteOriginally posted by: Cuchulainn> all the steps that a linker goes throughNo question on things like how to write a binomial method in C++, for example? Just curious. Not from Citadel--just a lot of tough stuff, but no coding. Aside from Citadel, only one interviewer ever asked me to code an...
by lifo
October 8th, 2005, 1:58 pm
Forum: Careers Forum
Topic: Interview with Citadel Investment Group
Replies: 11
Views: 169547

Interview with Citadel Investment Group

<t>I had an online c++ test followed up by a phone interview with them last year. The online exam is given by brainbench.com. You can (pay and) sign up for practice tests and practice until you score well before you take the real thing. The phone interview was much more in depth, asking things like ...
by lifo
October 8th, 2005, 1:50 pm
Forum: Careers Forum
Topic: Quant Congress
Replies: 2
Views: 134159

Quant Congress

It looks like I'm going. I haven't gone before. What's the main point... good talks, networking...?
by lifo
August 6th, 2005, 11:19 pm
Forum: Student Forum
Topic: lognormals
Replies: 5
Views: 139978

lognormals

<t>Thanks MJ and DavidJN. So the S&P should have a more or less normal distribution then? A bit distorted, perhaps, due to some correlation? For perfect correlations, this goes against my intuition for how a good model should behave. I'm going to have to do some simulating to satisfy my curiosit...
by lifo
August 6th, 2005, 10:51 am
Forum: Student Forum
Topic: lognormals
Replies: 5
Views: 139978

lognormals

<t>I'm trying to figure out summing lognormals...If you have lognormal stock prices, and create a basket of 100 stocks, the basket price should be lognormal too, right? Yet I hear it said that lognormals sum to normals.What about perfectly correlated lognormals: dX_1 = X_1*dW dX_2 = 2 *X_2*dWThen wh...
by lifo
April 14th, 2005, 11:22 pm
Forum: Programming and Software Forum
Topic: C++ crash courses in NY/manhattan?
Replies: 13
Views: 154496

C++ crash courses in NY/manhattan?

<t>QuoteOriginally posted by: DCFCThe only way you could possibly do this is with a serious C++ guy personally tutoring you,, and even then you'd probably fail.Probably so, but it's either a class or nothing. I called the only place I could google that offered an advanced course. They suggested a pr...
by lifo
April 14th, 2005, 10:38 pm
Forum: Programming and Software Forum
Topic: C++ crash courses in NY/manhattan?
Replies: 13
Views: 154496

C++ crash courses in NY/manhattan?

Anyone know of any 1-week crash courses in advanced c++ (beyond the learning-tree type intro course) in new york? Either google has failed me or c++ isn't very popular anymore...many thanks in advance.
by lifo
February 26th, 2005, 10:28 am
Forum: Careers Forum
Topic: current NY starting salaries?
Replies: 0
Views: 158369

current NY starting salaries?

Does anyone have any info on current base salary and signing/relocation bonus for new PhDs on wall street?Also, how much negotiation is usual for the base and bonuses (for one's first quant job)?