SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by JackBryan
February 28th, 2013, 9:36 pm
Forum: Technical Forum
Topic: An interview question, how to determine the asset valuation of an equity portfolio of distressed funds?
Replies: 0
Views: 8330

An interview question, how to determine the asset valuation of an equity portfolio of distressed funds?

<t>In an interview for a portfolio manager position in a bank, I was asked this question : How would you determine the asset valuation of an equity portfolio of distressed funds? How to prepare this kind of questions ? Please recommend some books or website. Any help will be really appreciated !Than...
by JackBryan
February 25th, 2013, 2:13 am
Forum: Careers Forum
Topic: An interview question, how to determine the asset valuation of an equity portfolio of distressed funds? 
Replies: 0
Views: 8307

An interview question, how to determine the asset valuation of an equity portfolio of distressed funds? 

<t>In an interview for a portfolio manager position in a bank, I was asked this question : How would you determine the asset valuation of an equity portfolio of distressed funds?  How to prepare this kind of questions ? Please recommend some books or website. Any help will be really appreciated !Tha...
by JackBryan
December 20th, 2012, 10:25 pm
Forum: Careers Forum
Topic: Questions of career development for investment portfolio management.
Replies: 14
Views: 12145

Questions of career development for investment portfolio management.

<t>iank, I appreciate your long reply. Very helpful. I think multi-factor models and statistics models and their asssociated risk models previded by third party vendors are good resources that can help beginners to learn the principles behind the numberical results and formulas. After all, they have...
by JackBryan
December 20th, 2012, 2:40 pm
Forum: Careers Forum
Topic: Questions of career development for investment portfolio management.
Replies: 14
Views: 12145

Questions of career development for investment portfolio management.

<t>QuoteOriginally posted by: iankI've taken a graduate level class in quantitative portfolio management. I've also collected a number of books on the topic and read a number of papers.As far as I can tell, what you learn in academia seriously lags leading edge industry practice. For example, in an ...
by JackBryan
December 16th, 2012, 8:38 pm
Forum: Careers Forum
Topic: Questions of career development for investment portfolio management.
Replies: 14
Views: 12145

Questions of career development for investment portfolio management.

<t>Hi, Currently, I am a portfolio/risk modeling software engineer, more time spent on coding not studying theory.I am interested in the jobs of investment portfolio management, asset management, market/industry analysis. After searching, I find that I need the following knowledge:portfolio construc...
by JackBryan
September 6th, 2012, 7:36 pm
Forum: Trading Forum
Topic: About C++ programming (on Linux) for solving portfolio optimization models by calling optimization engines, e.g. Barra
Replies: 5
Views: 13136

About C++ programming (on Linux) for solving portfolio optimization models by calling optimization engines, e.g. Barra

I need to do C++ programming (on Linux) for solving portfolio optimization models by calling optimization engines such as Barra, Axioma or Northfield. Please recommend some programming tutorials about these optimization engines. Any help will be appreciated.
by JackBryan
June 15th, 2012, 3:40 am
Forum: Careers Forum
Topic: Job title and job duty, which is more important for career development ?
Replies: 9
Views: 13277

Job title and job duty, which is more important for career development ?

I have 2 options, one is Sr. Software developer in a big company. But, it is not about my ideal job of finance. Another one is about finance but it is entry-level jounior software engineer. Which one I should shoose ? Any advice will be apreaicted. Thanks
by JackBryan
June 3rd, 2012, 8:32 pm
Forum: Programming and Software Forum
Topic: Can a template function be called with missing template parameters in C++ ?
Replies: 11
Views: 13514

Can a template function be called with missing template parameters in C++ ?

<t>QuoteOriginally posted by: fgarelliIs a limitation of the standard, floating point numbers are by nature not exact and the C++ did not specify any implementation for them.#include<iostream>template<class T> void foo(T op1, T op2){ std::cout << "op1=" << op1 << std::endl; std::cout << "op2=" << op...
by JackBryan
June 3rd, 2012, 6:45 pm
Forum: Programming and Software Forum
Topic: Can a template function be called with missing template parameters in C++ ?
Replies: 11
Views: 13514

Can a template function be called with missing template parameters in C++ ?

<t>QuoteOriginally posted by: fgarelliLine 2 is an error because the Standard does not allow to use floats as template parameters this is the reason why line 1 is correct.Line 5 is wrong because the class template requires the use of template argument list.Why flotas are not allowed for a template p...
by JackBryan
June 3rd, 2012, 5:33 pm
Forum: Programming and Software Forum
Topic: Can a template function be called with missing template parameters in C++ ?
Replies: 11
Views: 13514

Can a template function be called with missing template parameters in C++ ?

<t>This is an interview question, which has been done.Which line has error ? #include<iostream> template<class T> void foo(T op1, T op2) { std::cout << "op1=" << op1 << std::endl; std::cout << "op2=" << op2 << std::endl; } template<class T> struct sum { static void foo(T op1, T op2) { std::cout << "...
by JackBryan
May 28th, 2012, 4:25 pm
Forum: Programming and Software Forum
Topic: How to make thread synchronization without using mutex, semorphore, spinLock and futex ?
Replies: 11
Views: 14214

How to make thread synchronization without using mutex, semorphore, spinLock and futex ?

QuoteOriginally posted by: CluelessCppHere is a signal-based approach:Thanks for your code, it works well. This signal synchronization is faster than mutex/semaphore/futex ? signal synchronization also need to make system calls ? Any comments are appreciated !thanks
by JackBryan
May 27th, 2012, 1:45 pm
Forum: Programming and Software Forum
Topic: How to make thread synchronization without using mutex, semorphore, spinLock and futex ?
Replies: 11
Views: 14214

How to make thread synchronization without using mutex, semorphore, spinLock and futex ?

<t>QuoteOriginally posted by: CluelessCppI think the main question is what are we allowed to use. Is "signal" used as an abstract concept or does it specifically refer to the signal set of functions? In the latter case it should be quite easy to just use it in combination with atomic counters and si...
by JackBryan
May 26th, 2012, 9:05 pm
Forum: Programming and Software Forum
Topic: How to make thread synchronization without using mutex, semorphore, spinLock and futex ?
Replies: 11
Views: 14214

How to make thread synchronization without using mutex, semorphore, spinLock and futex ?

<t>This is an interview question, the interview has been done. How to make thread synchronization without using mutex, semorphore, spinLock and futex ?Given 5 threads, how to make 4 of them wait for a signal from the left thread at the same point ? it means that when all threads (1,2,3,4) execute at...
by JackBryan
May 26th, 2012, 6:30 pm
Forum: Programming and Software Forum
Topic: An interview question, What things can make C++ slower than C on the same hardware and software platform ?
Replies: 11
Views: 13690

An interview question, What things can make C++ slower than C on the same hardware and software platform ?

This is an interview question, the interview has been done. What things can make C++ slower than C ? My ideas: class declaration, objects instantiation, calling constructors/destructor , name mangling. template instantiation. Any better ideas ? Any help will be appreciated. thanks !!!
by JackBryan
May 26th, 2012, 5:47 pm
Forum: Programming and Software Forum
Topic: Can a C++ program work well even though an exception is thrown from a class ?
Replies: 4
Views: 12564

Can a C++ program work well even though an exception is thrown from a class ?

<t>This is an interview question, the interview has been done. Given a class A with members of Class B and C. If an exception happens in class C's constructor but the program can still work well, what is the reason ? My answer:The class C's constructor is not implemented by A. Or, A does not have so...
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