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by chocolatemoney
December 15th, 2013, 10:22 am
Forum: Programming and Software Forum
Topic: Haskell
Replies: 27
Views: 9104

Haskell

<t>QuoteOriginally posted by: katastrofaQuoteOriginally posted by: chocolatemoneyInterestingly, I run a little survey (40fin math practitioners) and discovered that functional programming is primarily associated with currying, functions as first class citizens and the use of lambdas - anonymous func...
by chocolatemoney
December 14th, 2013, 9:16 am
Forum: Programming and Software Forum
Topic: Haskell
Replies: 27
Views: 9104

Haskell

<t>Interestingly, I run a little survey (40fin math practitioners) and discovered that functional programming is primarily associated with currying, functions as first class citizens and the use of lambdas - anonymous functions. I was surprised as I expected referential transparency and the use of i...
by chocolatemoney
December 14th, 2013, 9:08 am
Forum: Trading Forum
Topic: Commodity futures language (backwardation/contango)
Replies: 5
Views: 7096

Commodity futures language (backwardation/contango)

<t>QuoteOriginally posted by: AlanI thought I understood contango and backwardation, but wikipedia has confused me.Is backwardation, for example, the case where:1. The futures price is lower than the spot?, or2. The futures price is lower than the expected spot (where 'expected' means in some some '...
by chocolatemoney
December 12th, 2013, 10:39 am
Forum: Careers Forum
Topic: IMC
Replies: 11
Views: 7127

IMC

Well, I know plenty.Where would you like to work? Amsterdam?
by chocolatemoney
December 10th, 2013, 7:38 am
Forum: Trading Forum
Topic: HFT Algorithms
Replies: 20
Views: 9071

HFT Algorithms

<t>QuoteOriginally posted by: AnalyticalVegaQuoteOriginally posted by: chocolatemoneyQuoteOriginally posted by: AnalyticalVegaQuoteOriginally posted by: chocolatemoneyQuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: AnalyticalVegaQuoteOriginally posted by: chocolatemoneyQuoteOrigina...
by chocolatemoney
December 9th, 2013, 2:34 pm
Forum: Trading Forum
Topic: HFT Algorithms
Replies: 20
Views: 9071

HFT Algorithms

<t>QuoteOriginally posted by: AnalyticalVegaQuoteOriginally posted by: chocolatemoneyQuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: AnalyticalVegaQuoteOriginally posted by: chocolatemoneyQuoteOriginally posted by: farmerQuoteOriginally posted by: AnalyticalVegaForward Testing with...
by chocolatemoney
December 6th, 2013, 4:21 pm
Forum: Trading Forum
Topic: HFT Algorithms
Replies: 20
Views: 9071

HFT Algorithms

<t>QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: AnalyticalVegaQuoteOriginally posted by: chocolatemoneyQuoteOriginally posted by: farmerQuoteOriginally posted by: AnalyticalVegaForward Testing with Monte Carlo?Easy there, fella. Find someone your own size to pick on. The people ...
by chocolatemoney
December 6th, 2013, 11:49 am
Forum: Careers Forum
Topic: IMC
Replies: 11
Views: 7127

IMC

<t>QuoteOriginally posted by: JeriotQuoteOriginally posted by: chocolatemoneyMost of the trading firms want people who write code and models that go out there and kill and plunder.Arguably, all trading firms should want this!Well, when trading firms had deeper pockets they were willing to hire smart...
by chocolatemoney
December 6th, 2013, 11:22 am
Forum: Careers Forum
Topic: IMC
Replies: 11
Views: 7127

IMC

<t>In my experience tht is an "old-school" set-up. "quant researcher" is a title that is no longer much looked after. Most of the trading firms want people who write code and models that go out there and kill and plunder. You have a trading strategy ? Well, go, trade and earn your salary out of your...
by chocolatemoney
December 6th, 2013, 11:13 am
Forum: Trading Forum
Topic: HFT Algorithms
Replies: 20
Views: 9071

HFT Algorithms

<t>QuoteOriginally posted by: farmerQuoteOriginally posted by: AnalyticalVegaForward Testing with Monte Carlo?Easy there, fella. Find someone your own size to pick on. The people who run Monte Carlo need to eat, also.I have never seen anyone "forward testing" a strategy "with Monte Carlo". What the ...
by chocolatemoney
December 6th, 2013, 6:58 am
Forum: Trading Forum
Topic: HFT Algorithms
Replies: 20
Views: 9071

HFT Algorithms

<t>QuoteOriginally posted by: AnalyticalVegaQuoteOriginally posted by: maxwHello All,I'm new to hft (have collocated box in NYC). I just got started in August with little success. I had been researching and implemented about 10 strategies which relied on pattern recognition, machine learning, beysia...
by chocolatemoney
December 6th, 2013, 6:49 am
Forum: Careers Forum
Topic: IMC
Replies: 11
Views: 7127

IMC

<t>I know about 10 former IMC traders and I have worked with some of them directly. They all kinda agree in saying that:- bad work atmosphere. Employees very concerned about protecting the secrecy of their trading strategies -> little knowledge sharing, little teamwork. - in the past IMC invested he...
by chocolatemoney
December 5th, 2013, 1:15 pm
Forum: Careers Forum
Topic: IMC
Replies: 11
Views: 7127

IMC

Rumors in Zug, Switzerland are that IMC is closing its Swiss office due to unsustainable market losses.Which location are you applying to?What position?
by chocolatemoney
December 4th, 2013, 6:12 pm
Forum: Programming and Software Forum
Topic: C# Quiz
Replies: 27
Views: 9495

C# Quiz

<r>I have found a hack for my needs.I used this (<URL url="http://www.nut-cracker.com.ar/index.php/typeclasses-for-fsharp"><LINK_TEXT text="http://www.nut-cracker.com.ar/index.php ... for-fsharp">http://www.nut-cracker.com.ar/index.php/typeclasses-for-fsharp</LINK_TEXT></URL>) as a starting point.Th...
by chocolatemoney
November 27th, 2013, 8:00 am
Forum: Programming and Software Forum
Topic: C# Quiz
Replies: 27
Views: 9495

C# Quiz

Thanks for the link. It may go in the right direction; I guess I need to experiment
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