SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by katastrofa
April 17th, 2008, 10:30 pm
Forum: General Forum
Topic: How stressful is your quant job?
Replies: 59
Views: 64684

How stressful is your quant job?

It wasn't an in-house project, it was an Open Source app.
by katastrofa
April 17th, 2008, 10:00 pm
Forum: Careers Forum
Topic: From physics to finance, with little programming
Replies: 143
Views: 69281

From physics to finance, with little programming

QuoteOriginally posted by: DCFCoperators like ++x; x++, (you will for instance be asked which is faster)Which one is, and why?
by katastrofa
April 17th, 2008, 9:58 pm
Forum: Careers Forum
Topic: From physics to finance, with little programming
Replies: 143
Views: 69281

From physics to finance, with little programming

<t>QuoteOriginally posted by: ZmeiGorynychWell I think right now everybody is pretty much hunkered down and not hiring (certainly around where I sit), so supply is irrelevant when there's no demand. At the same time, some teams lose people due to natural churn, some teams make money and want to grow...
by katastrofa
April 17th, 2008, 9:48 pm
Forum: General Forum
Topic: How stressful is your quant job?
Replies: 59
Views: 64684

How stressful is your quant job?

<t>Quant developer. I do too little research to call myself a quant, but too much to be a straight developer. I have too little experience to comment on averages, but from what I know and read here, quants tend to have longer working hours. Maybe this will change now, because something deep inside t...
by katastrofa
April 17th, 2008, 7:53 pm
Forum: General Forum
Topic: Why do so many people listen to Greenspan?
Replies: 42
Views: 60823

Why do so many people listen to Greenspan?

<t>QuoteOriginally posted by: ppauperthe article in barron's suggests he got his PhD in amatter of months midway through his career by basically bundling together a bunch of existing papers totally a meagre 176 pages That would be enough in any hard subject (my physics PhD has 146 pages in all). I u...
by katastrofa
April 17th, 2008, 5:58 pm
Forum: General Forum
Topic: How stressful is your quant job?
Replies: 59
Views: 64684

How stressful is your quant job?

QuoteOriginally posted by: barny1-3 is reassuringly good. Out of interest, are you factoring hours into this? Surely working 3-4 hours more per day than your average 9-5 job adds to stress levels?I work 9-6. In London
by katastrofa
April 16th, 2008, 6:00 pm
Forum: General Forum
Topic: Credit Derivatives & Subprime Crisis
Replies: 431
Views: 174538

Credit Derivatives & Subprime Crisis

<t>From the FT article:"One of Mr Taleb’s main objections to Black-Scholes and various other quantitative tools is that they are too backward-looking. Just as it was wrong to assume that all swans were white before the first black species was spotted in Australia in the 17th century, so in markets h...
by katastrofa
April 15th, 2008, 6:42 pm
Forum: General Forum
Topic: How stressful is your quant job?
Replies: 59
Views: 64684

How stressful is your quant job?

<t>Worse... I mean, inline functions have their place in the world, but this was just obscene.- global variables named "g"- writing their own version of printf- fixed-length buffers all over the place- trying to obtain polymorphism via function pointers in structs (if you need it, write it in C++, C...
by katastrofa
April 15th, 2008, 5:26 pm
Forum: General Forum
Topic: what is the most lucrative finance field? quant or trader or banker?
Replies: 25
Views: 59855

what is the most lucrative finance field? quant or trader or banker?

QuoteOriginally posted by: KackToodlessuppose you're a brash, smart 17 year old college freshman in a hurry. you want to get rich and powerful fastThere are three ways:1. marry a rich girl2. inherit a fortune3. have great luckTake your pick.
by katastrofa
April 15th, 2008, 5:24 pm
Forum: General Forum
Topic: what is the most lucrative finance field? quant or trader or banker?
Replies: 25
Views: 59855

what is the most lucrative finance field? quant or trader or banker?

QuoteOriginally posted by: PaulI was recently asked at a lecture how someone could persuade their 12-year old daughter to move into quant finance!P"Come to the dark side - we have cookies!" didn't work?
by katastrofa
April 15th, 2008, 5:21 pm
Forum: General Forum
Topic: How stressful is your quant job?
Replies: 59
Views: 64684

How stressful is your quant job?

<t>I'm a quant developer, so perhaps I'm a lowlife who should not respond to the thread, but usually it's 1-3. Yesterday and today it was 5-6, because I was torn away from my main quant task and had to help put out a fire (metaphorically speaking) when some C app used in my company broke and somethi...
by katastrofa
April 11th, 2008, 8:58 pm
Forum: General Forum
Topic: How good at Maths do you need to be in order to be a successful quant?
Replies: 60
Views: 61793

How good at Maths do you need to be in order to be a successful quant?

<t>QuoteOriginally posted by: CuchulainnI did Lebesgue and all the other related issues. But is it not used so much in the areas I was interested in. Apart from Fubini, dominated convergence and a few others, it's marginal IMHO.But Cauchy was the real important one because he introduced convergence ...
by katastrofa
April 11th, 2008, 7:02 pm
Forum: General Forum
Topic: How good at Maths do you need to be in order to be a successful quant?
Replies: 60
Views: 61793

How good at Maths do you need to be in order to be a successful quant?

<t>QuoteOriginally posted by: CuchulainnIf you look at the threads here, you will see that very few deal with some of the above topics. There's a whole bunch of maths that is more relevant in my opinion. Lebesgue? who uses it?For crying out loud... Lebesgue measure theory is the cornerstone of so ma...
by katastrofa
April 7th, 2008, 10:07 pm
Forum: Programming and Software Forum
Topic: C++ compilers
Replies: 26
Views: 61210

C++ compilers

<t>QuoteOriginally posted by: DCFCSome years ago I knocked together an objective metric on whether a job was heading downhill, I must dig it up.Even if your job is mostly not that of a technician, technology that you must is is a reasonable predictor of how things are going.Being vaguely current in ...
by katastrofa
April 6th, 2008, 6:19 pm
Forum: Technical Forum
Topic: Is public financial research over?
Replies: 14
Views: 57250

Is public financial research over?

QuoteOriginally posted by: PaulTo get back on track, I say "no, public financial research is not over, which is a shame because if it were then that would suggest the research was of practical use!"PWhy???
GZIP: On