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by street
February 4th, 2010, 10:06 pm
Forum: Programming and Software Forum
Topic: factset.
Replies: 0
Views: 31983

factset.

Does anyone have experience interacting with factset programmatically ?
by street
February 2nd, 2010, 6:26 pm
Forum: Programming and Software Forum
Topic: Src Control for Sql 2008 Sprocs.
Replies: 3
Views: 32467

Src Control for Sql 2008 Sprocs.

I should have been more clear. I typically write queries/sprocs in sql mgmt studio. Are you using svn/tortoise with mgmt. studio?
by street
February 2nd, 2010, 2:27 pm
Forum: Programming and Software Forum
Topic: Src Control for Sql 2008 Sprocs.
Replies: 3
Views: 32467

Src Control for Sql 2008 Sprocs.

Does anyone have a recommendation for sql server 2008 src control for stored procedures?I am currently using svn/tortoise for my VS studio. Thoughts?
by street
November 13th, 2009, 2:50 pm
Forum: Economics Forum
Topic: Sovereign CDS
Replies: 2
Views: 33797

Sovereign CDS

Thanks for confirming my intuition.
by street
November 11th, 2009, 5:06 pm
Forum: Economics Forum
Topic: USD, EUR Vs. Yuan
Replies: 15
Views: 37954

USD, EUR Vs. Yuan

<t>I think the major risk being put forth is court risk.What are the legal precedents in place that make me feel okay investing in China? Also, for the record ZZDD, your countrymen sell political risk everyday. Talk to an Asian manager, and the first thing they will detail is how connected they are ...
by street
November 11th, 2009, 1:00 pm
Forum: Economics Forum
Topic: Sovereign CDS
Replies: 2
Views: 33797

Sovereign CDS

Can someone give some detail on the structure of Sovereign CDS.In particular why would anyone buy CDS on US Debt?
by street
November 10th, 2009, 3:55 am
Forum: Programming and Software Forum
Topic: Parallel Random Number Generators in C# (and C++) in combination with Excel
Replies: 11
Views: 38891

Parallel Random Number Generators in C# (and C++) in combination with Excel

Crypto is currently threadsafe but it is not documented and may change in future versions..net system random most assuredly not threadsafe. Found out the hard way.
by street
November 10th, 2009, 12:26 am
Forum: Student Forum
Topic: KRD of Tips.
Replies: 0
Views: 32521

KRD of Tips.

Thoughts on computing Key Rate Durations on US Tips, or any Sovereign Inflation Linked Security?
by street
September 26th, 2009, 1:39 pm
Forum: General Forum
Topic: Market micro-structure and returns
Replies: 6
Views: 35372

Market micro-structure and returns

Can you please elaborate a bit? I have a number of papers in mind but I don't want to post all the names ( too many).
by street
September 26th, 2009, 1:33 pm
Forum: Programming and Software Forum
Topic: Why do not you use R instead of MATLAB for prototype?
Replies: 7
Views: 36729

Why do not you use R instead of MATLAB for prototype?

<t>I always found the numerics on R to be lacking compared to Matlab. My numerics I mean the optimization routines. If I ran across a failure, I would find the error messages to be less than helpful. However, the usefulness of the other components of R make a strong case.I am using R more these days...
by street
September 15th, 2009, 5:21 pm
Forum: Careers Forum
Topic: Tech Route.
Replies: 2
Views: 34893

Tech Route.

Thanks DCFC. I was hoping you would chime in. You have lit a fire under my ass.always more to learn. Anybody else?
by street
September 15th, 2009, 3:27 am
Forum: Careers Forum
Topic: Tech Route.
Replies: 2
Views: 34893

Tech Route.

<t>Anybody here more involved with Tech Side of the market.By tech side I mean systems development, message passing middleware, data feeds etc etc.It seems that this the direction my Academics are leading me. If you had to pin down my field its 'distributed event based systems'. Lots of queuing stuf...
by street
September 2nd, 2009, 2:42 am
Forum: Programming and Software Forum
Topic: VBA/Bloomberg extract Intraday data
Replies: 2
Views: 39621

VBA/Bloomberg extract Intraday data

Can you not filter on the recordset?
by street
August 23rd, 2009, 1:21 am
Forum: Programming and Software Forum
Topic: SAS Enterprise Guide Replacement?
Replies: 3
Views: 36718

SAS Enterprise Guide Replacement?

Depending on your sql install you might try using SQL reporting services and/or the business intel IDE package.
by street
August 20th, 2009, 4:27 pm
Forum: Programming and Software Forum
Topic: Dictionary Object in VBA
Replies: 2
Views: 38022

Dictionary Object in VBA

<t>My solution was to re-register scrrun.dll using rgsrvr.Some one might have a better way than a dictionary to do what I am doing which is aggregating cash-flows with the coupon dates as the keys.I am pulling in some MGTS from BB via:BLDP( cusip + MGT, MGT_CASH_FLOW). Then once I have those I itera...