If I was you I'd look at Quantlib, they should have most of the basic stuff I think, along with an xl interface, and it's open source. If you need customization, why not ask them if they have someone who'd be interested to earn a bit, or ask DCFC to find you somebody? quantlib.org

<t>Mind you, I'm not in love with Java the language either (at least it's tidy and consistent-ish, but still basically a castrated C++) - just with the ease that I can load, call and even decompile jars, also across OSs, as opposed to the C++ linker/dll hell. I think my perfect world would be using ...

<t>I've found that Visual Studio with a commercial plugin, WholeTomato's Visual Assist X, is immensely more enjoyable to code C++ in than naked VS. On the other hand, just when this chain gets interesting, I'm lucky enough to get a new job where production code is Java-only . I sure will be happy to...

<t>Trading, no question - that´s where the action is at a bank. Regardless of what you might read in some newspaper articles, the vast majority of quants have support roles, i.e. are there to make some traders happy (that´s the best case - the worse case is ending up in risk and never getting close ...

<t>It's not just being long vol - when the stock market panics, dynamics of vol become a lot easier to predict, and you can make a _lot_ of money intraday, being short or long as the situation warrants. This however requires your market price fitting setup (vol surfaces etc) to be very robust, to no...

<t>Yeah, a postdoc just to pay the bills, in whatever field you can get one (or if you have a signif other/family that can feed you for half a year or so, that might be even better as you avoid distraction) . In the meanwhile, pick a market segment and try to acquire some knowledge, and network full...

Sorry, I left Switzerland 10 years ago, and back then I wasn't even aware finance existed

<t>As it happens, I was top of the year, getting all available prizes, in MSc math at ETH Zurich, and could have easily gone on to Ivy league if I wanted to (had funding, the works). Didn't, and talking to some of my friends who did later on confirmed my belief of having made the right choice.But th...

<t>Y0da, Visual studio is I think the best C++ IDE you can get on windows, especially if you combine it with a little plugin called Visual Assist X by WholeTomato. Then it's almost as good as Eclipse for Java (though it still sucks that I can't evaluate arbitrary expressions in a given stack when de...

<t>QuoteOriginally posted by: JuniorStructurerWhilst there is always a few exceptions to the rule, I can categorically say that a person studying history or natural sciences, latin or some non quant related subject at the likes of oxbridge, LSE, Imperial, Bristol has a significantly better chance of...

<t>The reason people here talk so much about becoming a quant is because this site is for people who want to become quants, as simple as that. I'm sure there are similar forums for would-be traders somewhere. I totally agree that if one wants to be a trader one should try to get a job as a trainee t...

<t>There's still working as part of a team of really capable and professional people, on a really cool complicated system that is tested to its limits daily by the markets. It's like playing civilization for a living only a lot better, because the possibilities are not constrained by what somebody e...

What kind of an answer do you expect? If you want useful answers, ask better questions.

<t>If you use the aforementioned Search button, you'll see that your situation is far from unique. If you search for my posts that contain the word 'MFE' and similar, you'll see all the things I advise people to do instead of doing an MFE - they are the same things I'd suggest you do.QuoteAre physic...

(1) Diligently use the search button on these forums, and get DCFC's guide. Proceed to ask specific questions that show the effort you're putting in on your side. Then somebody might bother to give a helpful answer.