SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by DSPGuy
April 29th, 2013, 11:07 pm
Forum: Off Topic
Topic: Long live King Willem Alexander and Queen Maxima
Replies: 19
Views: 7749

Long live King Willem Alexander and Queen Maxima

I wonder if he got her to sign a pre-nup?
by DSPGuy
April 29th, 2013, 7:51 am
Forum: Careers Forum
Topic: Low latency ... Que?
Replies: 18
Views: 9387

Low latency ... Que?

<t>QuoteOriginally posted by: DevonFangsQuoteOriginally posted by: DSPGuyTaken from a real job ad:"Our client, a top tier hedge fund is seeking an exceptional low latency developer with C++, Boost, STL and multithreaded expertise."If they were seeking low latency they wouldn't be using Boost / STL /...
by DSPGuy
April 29th, 2013, 7:02 am
Forum: Careers Forum
Topic: Low latency ... Que?
Replies: 18
Views: 9387

Low latency ... Que?

<t>Not if you are going for absolute speed.Presumably these boys are going for the last microsecond. I wonder how many people look at the asm code that's being generated? Or for that matter compare highly optimized 'C' to trendy C++ before making pronouncements? My point is for some reason they comm...
by DSPGuy
April 29th, 2013, 2:10 am
Forum: Careers Forum
Topic: Low latency ... Que?
Replies: 18
Views: 9387

Low latency ... Que?

<t>Taken from a real job ad:"Our client, a top tier hedge fund is seeking an exceptional low latency developer with C++, Boost, STL and multithreaded expertise."If they were seeking low latency they wouldn't be using Boost / STL / templates in the first place!Nothing like trying to squeeze out the l...
by DSPGuy
February 20th, 2012, 2:10 am
Forum: Off Topic
Topic: Ex-Goldman Sachs Group Inc. computer programmer Sergey Aleynikov
Replies: 54
Views: 23231

Ex-Goldman Sachs Group Inc. computer programmer Sergey Aleynikov

I really find it hard to believe that they've criminalized what at best is a civil matter.How many engineers have been involved in spats about employment agreementswhen they've gone to work for a competitor? So instead of going to civil court thosecompanies could just call the FBI? Come'on.
by DSPGuy
February 19th, 2012, 2:18 am
Forum: Off Topic
Topic: Ex-Goldman Sachs Group Inc. computer programmer Sergey Aleynikov
Replies: 54
Views: 23231

Ex-Goldman Sachs Group Inc. computer programmer Sergey Aleynikov

<r>So the wheel has turned on this apparently ...<URL url="http://www.washingtonpost.com/business/ny-appeals-court-orders-acquittal-of-ex-goldman-sachs-programmer-on-charges-he-stole-code/2012/02/17/gIQAngvmJR_story.html"><LINK_TEXT text="http://www.washingtonpost.com/business/ ... story.html">http:...
by DSPGuy
January 30th, 2012, 3:53 am
Forum: Numerical Methods Forum
Topic: arc tan - c++ speed improvement
Replies: 25
Views: 32582

arc tan - c++ speed improvement

How about a big ass look-up table?I used a four quadrant lookup table on a DSP with fairly limited memory once to do atan.I imagine a 1M table might be precise enough for this app. Super fast!
by DSPGuy
August 16th, 2010, 9:46 pm
Forum: Careers Forum
Topic: Blogging under your own name
Replies: 18
Views: 26369

Blogging under your own name

Hmmm, might be a good way to open up a few slots at the choice companies!Let's see what names can be gotten from Linkedin and start some blogs!
by DSPGuy
July 22nd, 2010, 4:43 pm
Forum: Careers Forum
Topic: from Microsoft to Morgan Stanley?
Replies: 57
Views: 40711

from Microsoft to Morgan Stanley?

<t>QuoteOriginally posted by: KackToodlesQuoteOriginally posted by: traderjoe1976Microsoft has got a lot of research groups but in each research group their is only one or to PhDs. The rest are all M.S. in CS, but VERY, SMART people. There are many more PhDs doing research in IBM, Motorola, Intel. w...
by DSPGuy
July 20th, 2010, 7:22 pm
Forum: Careers Forum
Topic: High GPA / Grade inflation
Replies: 24
Views: 28098

High GPA / Grade inflation

<t>There are a few places that say they are looking for "high GPA's > 3.5".Now I went to a college that basically kept the meaty part of the curveat like 2.5'ish with maybe 5 percent of the class above 3.5I don't think that's the norm anymore, or for that matter if the scale isstill universally 0 - ...
by DSPGuy
July 20th, 2010, 7:17 pm
Forum: Careers Forum
Topic: bloomberg online assessment exam
Replies: 4
Views: 38321

bloomberg online assessment exam

<t>QuoteOriginally posted by: DevonFangsI made the online test in C++ for a permanent (but junior) position. It was not so elementary, and even if the result was "proficient" I was rejected. No clue about why.What about yours?You know, what kind of screwed up place must that be if they are basically...
by DSPGuy
July 20th, 2010, 4:28 pm
Forum: Careers Forum
Topic: from Microsoft to Morgan Stanley?
Replies: 57
Views: 40711

from Microsoft to Morgan Stanley?

<t>QuoteOriginally posted by: ChaoticI work for Microsoft right now and I will join Morgan in the fall. I will let you know how it worked out (I have a Ph.D. though).What on earth would Microsoft be doing with a PHD anyway?Find the most suboptimal way to write software?I mean they barely use formal ...
by DSPGuy
July 15th, 2010, 10:18 pm
Forum: Careers Forum
Topic: Why people wanna become a Quant?
Replies: 81
Views: 35972

Why people wanna become a Quant?

QuoteOriginally posted by: Finance1987Hot women? You mean there are good looking women at the workplace or are good looking women inherently attracted to "Quants"? 1st you get the money, then you get the power, ...
by DSPGuy
July 11th, 2010, 5:14 pm
Forum: Careers Forum
Topic: special situations
Replies: 1
Views: 25367

special situations

QuoteOriginally posted by: mitit is broad, but what would be a typical speical situations team encompass?A place kicker and the guy who holds the ball for him?
by DSPGuy
July 9th, 2010, 1:21 pm
Forum: Careers Forum
Topic: Second Phone Interview
Replies: 9
Views: 26940

Second Phone Interview

<t>QuoteOriginally posted by: mynetselfFunny how on every forum there's always people that are really helpful and others that just don't have anything better to do than come up with witty remarks. Especially when answering questions to people who are trying to get an understanding of how this indust...
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