SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 59 matches

by cordless
March 28th, 2006, 1:48 pm
Forum: Careers Forum
Topic: GS vs the French quant
Replies: 61
Views: 119601

GS vs the French quant

<t>Alright... I've been lured in. But THIS is my last post on this QuoteAmericans are actively trying to make theirs worse.Only a subset are. Another subset are trying to improve it. That is the same everywhere.QuoteAmerica tortures to death fewer Moslems than Syria, probably fewer than China. Feel ...
by cordless
March 28th, 2006, 5:10 am
Forum: Careers Forum
Topic: GS vs the French quant
Replies: 61
Views: 119601

GS vs the French quant

<t>I think France is a special case in terms of creationism. I hear evolution is taught in schools from a young age. But in my travels throughout Europe though, I've been amazed. Where I expected to meet people 180 degrees opposite of the stereotypical (southern/midwest) American, I've met people wh...
by cordless
March 27th, 2006, 7:21 pm
Forum: General Forum
Topic: Does anybody has this 1995 Hull and White paper
Replies: 4
Views: 113584

Does anybody has this 1995 Hull and White paper

He is currently out of town (until next week AFAIK), so he probabaly has limited email.
by cordless
March 27th, 2006, 6:07 pm
Forum: Careers Forum
Topic: GS vs the French quant
Replies: 61
Views: 119601

GS vs the French quant

<r>QuoteAn educational system where a large % of the population believe in astrology, homeopathy, creationism et al is a failed system.This point irks me. Educated non-Americans love to bash the US on issues like homeopathy, astrologyand creationsim, but unfortunately you see it everywhere.For examp...
by cordless
March 6th, 2006, 4:58 pm
Forum: General Forum
Topic: Geometric asset return
Replies: 4
Views: 117067

Geometric asset return

<r>QuoteOriginally posted by: KackToodlesTell us more about this Kelly criterion. Do professional fund managers actually use it?<URL url="http://www.leggmason.com/funds/knowledge/mauboussin/Mauboussin_on_Strategy_020106.pdf"><LINK_TEXT text="http://www.leggmason.com/funds/knowledg ... 020106.pdf">ht...
by cordless
February 22nd, 2006, 8:18 pm
Forum: Brainteaser Forum
Topic: A question just asked in my phone interview
Replies: 26
Views: 126018

A question just asked in my phone interview

<t>QuoteOriginally posted by: kwse_t = p(e_h + 1) + (1-p)(e_t + 1)e_h = p + (1-p)(e_t + 1)=> e_t (expected number of tosses to get 2 h from the "tail" state, which is the same as the game not having started in this case) = 1/p + 1/p^2I think of this in a slightly different way (completely equaivalen...
by cordless
February 8th, 2006, 2:13 am
Forum: Careers Forum
Topic: Why do they still want to do a Ph.D?
Replies: 115
Views: 124310

Why do they still want to do a Ph.D?

QuoteOriginally posted by: CarolynTGive me a break!!! Can you turn yourself to be a 15 years old young man?I guess I just don't understand the point you're trying to make.
by cordless
February 7th, 2006, 6:26 pm
Forum: Careers Forum
Topic: Why do they still want to do a Ph.D?
Replies: 115
Views: 124310

Why do they still want to do a Ph.D?

<t>QuoteOriginally posted by: CarolynTAgree you, too. Why do NOT they switch their fields to some fields that people are relatively easy to get a faculty position? EE and CS are two easier fields to get a tenure track.What are you suggesting? That people choose their area of study dependant on how m...
by cordless
January 27th, 2006, 7:01 pm
Forum: Student Forum
Topic: 10Day var for curve trade
Replies: 6
Views: 131691

10Day var for curve trade

<t>Hi Aaron,Sorry, I didn't respond for a while. I actually forgot about this thread, just remembered it, and then did a search for it to see if you responded. I'll definitely get the book, but I must warn you that I've come to expect a lot of quality from your writings, so I expect a lot! I rarely ...
by cordless
January 26th, 2006, 7:59 pm
Forum: Programming and Software Forum
Topic: boost random library speed
Replies: 1
Views: 122222

boost random library speed

Have you looked to see if the Gnu scientific library has what you need. http://www.gnu.org/software/gsl/It's publicly available minus all the caveats surrounding the licence.
by cordless
January 26th, 2006, 7:15 pm
Forum: Careers Forum
Topic: Toronto Job Sites?
Replies: 13
Views: 123114

Toronto Job Sites?

Can anyone recommend headhunters in Toronto?
by cordless
January 19th, 2006, 2:27 pm
Forum: General Forum
Topic: Why do people use random-number generators?
Replies: 12
Views: 122719

Why do people use random-number generators?

On the topic of random numbers, you've probabaly seen this. But in case you haven't:http://random.org/There you can make a file of, say... 10000, random integers between 1 and 100.
by cordless
January 18th, 2006, 5:31 pm
Forum: General Forum
Topic: Arbitrage
Replies: 1
Views: 122106

Arbitrage

<t>I know this is very hard to estimate, but does anyone know or can anyone estimate how much money is involved in arbitrage transactions (say daily). I know that banks have systems up and running to automatically look for arbitrage opportunities... and that various arbitrage opporutnities can be co...
by cordless
January 18th, 2006, 3:04 pm
Forum: Programming and Software Forum
Topic: GUIs
Replies: 9
Views: 123797

GUIs

<t>Thanks SierpinskyJanitor and twofish. I've switched to QT. On my linux box it is working just fine... I haven't tried it on MS Windows yet. So far I like it. Thanks for the issues you mention twofish; I'm not coding up anything mindboggling... just a few widgets (to enter stock price, strike pric...
by cordless
January 18th, 2006, 2:54 pm
Forum: Programming and Software Forum
Topic: Prefered/Used packages
Replies: 7
Views: 122624

Prefered/Used packages

QuoteOriginally posted by: MikeCrowe(p.s. bonus points for anyone using pascal or fortran in "real life" )How many points for fortran.net count?
GZIP: On