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by AKalmykov
February 14th, 2012, 4:24 pm
Forum: Careers Forum
Topic: moscow school of econonmics?
Replies: 6
Views: 15531

moscow school of econonmics?

<r>Quoteindeed, what do they cover ?soviet-style economics ?There is at least one economic school in Moscow where most of the professors are having PhD from top universities and are active in research see <URL url="http://www.nes.ru/en/people/professors/mainThe">http://www.nes.ru/en/people/professor...
by AKalmykov
February 13th, 2012, 7:17 pm
Forum: Careers Forum
Topic: moscow school of econonmics?
Replies: 6
Views: 15531

moscow school of econonmics?

If you look for a program in Moscow, consider only NES (www.nes.ru)
by AKalmykov
February 7th, 2012, 1:13 pm
Forum: Book And Research Paper Forum
Topic: Introduction to Stochastic Calculus with Application
Replies: 8
Views: 18285

Introduction to Stochastic Calculus with Application

Yes, it's extremely good introductory level book.
by AKalmykov
January 30th, 2012, 7:56 pm
Forum: Careers Forum
Topic: MFE---- Manchester BS VS EPFL
Replies: 10
Views: 18651

MFE---- Manchester BS VS EPFL

EPFL is not bad at finance e.g. they have Damir Filipovic. The decision is simple - if you are planning to work in UK, take MBS. If in mainland Europe, consider EPFL and... I guess take MBS anyway.
by AKalmykov
October 27th, 2011, 11:51 am
Forum: Brainteaser Forum
Topic: Flavius Josephus problem
Replies: 15
Views: 25629

Flavius Josephus problem

MCarreira, sorry for a stupid question: what's the language of this code?
by AKalmykov
September 12th, 2011, 10:38 am
Forum: Careers Forum
Topic: Choosing courses for MFE
Replies: 1
Views: 18073

Choosing courses for MFE

Hi,I'm trying to choose a set of elective courses to take during the MFE program. Which of the following you'd consider to be more relevant for a practitioner (i.e. will be useful and look better on CV)?An Introduction to CopulasLévy Processes Thanks.
by AKalmykov
June 21st, 2011, 2:32 pm
Forum: Careers Forum
Topic: ETH MSQF 2011
Replies: 0
Views: 18968

ETH MSQF 2011

Hi,If you are also going to join the ETH Master of Quantitative Finance program in September 2011, drop me a line in PM. Especially if you are coming from abroad.
by AKalmykov
April 28th, 2011, 10:54 am
Forum: Book And Research Paper Forum
Topic: Shiryaev - second or third edition?
Replies: 1
Views: 24039

Shiryaev - second or third edition?

It looks exactly the same if compared by Table of Contents in Amazon.PS: I have 4th edition of this book (in Russian). It has 2 volumes. Also I have Proabability second edition in English. It is the same as two volumes of 4th edition in Russian.
by AKalmykov
January 2nd, 2011, 2:53 pm
Forum: Trading Forum
Topic: algo-trading setup
Replies: 13
Views: 26493

algo-trading setup

<t>QuoteThe reason I chose to work with non-relational DB is that I don't see any advantage in having a relational DB for storing time series.But what are the advantages of non-relation db?QuoteDB will be faster if the DB is on the same drive instead of using a network db (cheaper as well).Cheaper -...
by AKalmykov
January 1st, 2011, 5:10 pm
Forum: Numerical Methods Forum
Topic: cointegration test files
Replies: 3
Views: 23933

cointegration test files

Try looking here - http://www.stanford.edu/~clint/bench/This is a good question. You may ask a broader question - where to find good test data for various statistical procedures?
by AKalmykov
January 1st, 2011, 4:09 pm
Forum: Trading Forum
Topic: algo-trading setup
Replies: 13
Views: 26493

algo-trading setup

<t>the main rule of thumb is - *don't* optimize until you really have to. don't put a second box until you will see that one box is not enough. just use sockets for communication between analytic and execution engines so it will be easy to use 2 boxes if needed.non relational DB? are you sure that y...
by AKalmykov
December 29th, 2010, 8:25 pm
Forum: General Forum
Topic: historical IPO data
Replies: 5
Views: 25887

historical IPO data

thanks!
by AKalmykov
December 27th, 2010, 5:38 pm
Forum: General Forum
Topic: historical IPO data
Replies: 5
Views: 25887

historical IPO data

US market.Timeframe - last 10 years would be nice.I would like to looking into IPO underpricing issue.
by AKalmykov
December 27th, 2010, 1:08 pm
Forum: General Forum
Topic: historical IPO data
Replies: 5
Views: 25887

historical IPO data

Hi All,Where can I find free historical data about IPOs (ticker, volumes, initial prices, etc) and secondary offerings?
by AKalmykov
December 24th, 2010, 2:55 pm
Forum: Trading Forum
Topic: fx pairs trading?
Replies: 7
Views: 29970

fx pairs trading?

QuoteOriginally posted by: hli7these are for equities. not sure if they apply to fx.This exactly the question I'm askingI haven't seen any papers on pair trading of currencies yet. So most probably it doesn't work for FX. But even if this is the case, I would like to know the reasons.