Serving the Quantitative Finance Community

Search found 81 matches

by louist1013
January 19th, 2010, 10:17 pm
Forum: Student Forum
Topic: PCA and trading
Replies: 3
Views: 36847

PCA and trading

<t>PCA in its basic form is also a purely linear, uni-modal transform. It can't handle non-linear or multi-modal relationships. I'm pretty sure if you google multi-modal or non-linear PCA there is some work out there.The key point, as with any model, is to understand its limitations. PCA is excellen...
by louist1013
December 11th, 2009, 3:19 pm
Forum: Careers Forum
Topic: Tech Vs Finance
Replies: 29
Views: 38942

Tech Vs Finance

<t>QuoteOriginally posted by: twofishQuoteOriginally posted by: louist1013My general thought is that it is much, MUCH easier to go from engineering to finance than the other way around, and very near impossible to return to engineering from finance for a PhD level job.I don't think this is true. One...
by louist1013
December 11th, 2009, 2:33 pm
Forum: Careers Forum
Topic: Tech Vs Finance
Replies: 29
Views: 38942

Tech Vs Finance

<t>EEGrad,My general thought is that it is much, MUCH easier to go from engineering to finance than the other way around, and very near impossible to return to engineering from finance for a PhD level job. The reason I think this is because most likely the skills you use in finance do not translate ...
by louist1013
December 9th, 2009, 1:11 pm
Forum: Careers Forum
Topic: Tech Vs Finance
Replies: 29
Views: 38942

Tech Vs Finance

<t>As an engineer who is currently making the move into finance, I'd say that more of it has to do with respect and job environment than money (though that helps!). I'm finishing off my PhD in EE and working part time at a trading firm, and I absolutely love my job. I interned a few years at a major...
by louist1013
December 1st, 2009, 9:36 pm
Forum: Careers Forum
Topic: Prop trading internships?
Replies: 1
Views: 35752

Prop trading internships?

<t>where are you located? many prop shops here in chicago have internship programs (i was part of one this past summer). if you google chicago prop shops, there is a website out there that contains many of the prop shops. start on their websites and see if they have anything. if not, email them expr...
by louist1013
November 17th, 2009, 12:37 pm
Forum: Programming and Software Forum
Topic: MATLAB vs. Python for Quant Work?
Replies: 20
Views: 46324

MATLAB vs. Python for Quant Work?

oops, yes, bojan is correct. thanks for the correction!
by louist1013
November 16th, 2009, 11:00 pm
Forum: Programming and Software Forum
Topic: MATLAB vs. Python for Quant Work?
Replies: 20
Views: 46324

MATLAB vs. Python for Quant Work?

Python rocks! I totally endorse it :-)
by louist1013
November 16th, 2009, 10:50 pm
Forum: Programming and Software Forum
Topic: MATLAB vs. Python for Quant Work?
Replies: 20
Views: 46324

MATLAB vs. Python for Quant Work?

Numpy can be build with BLAS or LAPACK. I don't remember which I have it built with, nor have I done any speed comparisons against Matlab or straight up C/C++ stuff.
by louist1013
November 16th, 2009, 8:11 pm
Forum: Programming and Software Forum
Topic: MATLAB vs. Python for Quant Work?
Replies: 20
Views: 46324

MATLAB vs. Python for Quant Work?

<r>I like Python because it interfaces very well with C/C++ meaning that for performance critical sections of code, you can directly call C/C++ functions from Python. In the same vein, Python has binding for various GUI toolkits such as Qt (which I use and fully endorse as well). Also, the modules N...
by louist1013
November 2nd, 2009, 8:26 pm
Forum: Programming and Software Forum
Topic: Tables in LATEX
Replies: 2
Views: 33609

Tables in LATEX

by louist1013
October 22nd, 2009, 12:11 pm
Forum: Careers Forum
Topic: Cooperfund, Inc. near Chicago
Replies: 1
Views: 33884

Cooperfund, Inc. near Chicago

Sorry to bump this, but I just met with someone from Cooperfund the other day and am looking for info. Anyone heard of them?Thanks!
by louist1013
October 21st, 2009, 12:31 pm
Forum: Careers Forum
Topic: Millennium Partners
Replies: 18
Views: 40291

Millennium Partners

Korbabe,I had the interview today and thought it went well. If it gets further along, mind if I PM you if I have any other questions?Thanks!
by louist1013
October 19th, 2009, 12:42 pm
Forum: Careers Forum
Topic: Millennium Partners
Replies: 18
Views: 40291

Millennium Partners

Thanks korbabe! I am speaking with the guy later today, though at the moment I don't know what the "job opportunites" are yet. May I ask what your role was there?