<t>Ok it won't replace C++ analytics libraries but still requires ripping out a lot of existing working trade capture, reporting, gui, market data, structuring, deal booking etc code. How many to other desks have it in their plans? What's its relationship to Pyramid that currently occupies the major...

Are you quoting that from experience tj? Which banks are you referring to?

<t>Athena is their python based in-house development environment similar to Slang/SecDB at GS. Its currently used heavily in FX and Commodities desks. Does anyone in the know have an opinion of its chance of uptake in other asset classes in the bank? Do others think its a viable platform to migrate ...

Thanks DaveCan you sketch out roughly how you arrive at this?

Since quanto options have their exchange rate fixed on the outset are they exposed FX Vol? For example a quanto call option on Microsoft pays £max(S-K,0).

<t>QuoteOriginally posted by: WarwickGradthanks for the adviceive got a dummies guide, is that what's called self study?i was thinking of doing a course, so i can ask questions if i got stuck with anything...being a total beginnerSave your or your company's money and get a copy of this bookAccelerat...

I've done both the C++ for C programmers and Advanced C++ techniques courses offered at QA. While they were both excellent instruction, in retrospect I should have done self study instead. I paid for both myself but admittedly it might be different if someone else had payed for them.

<t>Depends how much you want to use your IT experience vs math degrees. You could probably start at a higher base if you can leverage the IT experience in a quant role and make up the difference from the business reporting bonus pool. An MSc/MFE in math finance would further strengthen the start sal...

Why take a course when for the same cost you can get stack of really good C++ books? You won't be saving time being spoon fed the same material because you'll still need a lot of time afterwards to review and practice what you've learned in a course.

<t>QuoteOriginally posted by: DCFCQF has a different ratio of tools to "housekeeping" IT.Microsoft Visual C++ is easily the most common C++ development environment, but .NET is considerably less popular, for several reasons including the fact that often work is ported to non-Windows environments.Tha...

QuoteOriginally posted by: gevorI second ImamicPH question.Is there any way to get this paper now, when it is no longer on the site?you mean this one?Burgess PhD Thesis.zip

I get the following message when running a search on a phraseQuoteSorry, an error occurred while performing your search.Error Code: 109

<r>QuoteOriginally posted by: Hendersonanyone have a copy of "A Computational Methodology for Modelling the Dynamics of Statistical Arbitrage" Andrew Neil Burgess 1999 Phd thesis. I can't locate it online. <EMAIL email="henderson.geoffrey@gmail.comSee">henderson.geoffrey@gmail.comSee</EMAIL> attache...

Cool.Thanks a million, cfornarola!! You are a star!

<t>Does anyone have this PDF file from the MSCI Barra Client Support website? I need to quickly get up to speed on the BIM for a new job starting in a few weeks and not working for a Barra client at present means that Barra cannot give me access to their client support website.The link for the paper...