Priceless!

<t>Actually, you are over-complicating this. Just think of it as a graph problem with a weighted graph. All you need to do is to find negative loops (if you trade it the other way around you get the positive return you are looking for). For this, you can use a standard shortest path algorithm, like ...

<t>My guess is that the interviewer wanted to hear something about divident discount models or equivalent. In other words, he probably wanted to hear that stocks are not traded based on trailing time series information but rather based on future earnings growth. So what does this have to do with der...

<t>In general this can't be done in O(n) asympthotic time complexity but you can get close by using a self-balancing binary search tree (or equivalent) with O(log[n]) insertion and deletion time. Let's assume we generate p percent of new entries. First, you insert the pn new elements in O(pn*log[n])...

Except for solving for the constants, no other info is needed. The two roots of your characteristic equation are 1 and q/p. Hence, your solution is of the form A*(1)^n +B*(q/p)^n = A + B*(q/p)^n as indicated. The fact that p+q=1 is irrelevant for this step.

remember that it is a balance scale.

if it's fid then you're in trouble... actually, i'm not there anymore (internal move).but in general i would say for ms focus on your research, how you can add value / contribute quickly and on categories 3) and 4).

which asset class?

c'mon henny, it's always the same, log3(40) ~ 4 weights

> does anyone actually pay that much? I did; I like to think it's for a good cause

the corresponding book is called "fashionable nonsense. postmodern intellectuals' abuse of science". amusing read.

Hey cosmologist, don't worry about ndes aka schwartzman aka ThoughtfulMind aka Obi Wan Yoda. I find it rather amusing that he needs to invent ficticious characters to keep this thread alive and to sell his anonymous, overpriced, non peer-reviewed theories. I second TraderJoe's opinion.

switzerland. obviously.

<t>The easiest method is to enter a large futures position on the asset you are interested in. Then, if you suddenly find yourself on a plane to Kuala Lumpur and notice your face on the cover of every major publication, the vol was high. This is called implied vol because you imply the market vol of...

<t>quantie, I am well aware of these texts and many others. The fact remains that it is not a solved problem. It's not that they don't work in higher dimensions it's just that your gains are not nearly as good as you would expect. Edit: Sorry, I didn't read your post carefully enough. Yes, this is o...