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by dd3
August 8th, 2010, 3:32 pm
Forum: Careers Forum
Topic: Genius working for DE Shaw
Replies: 320
Views: 125518

Genius working for DE Shaw

<t>QuoteOriginally posted by: KackToodlesQuoteOriginally posted by: ArthurDentIntel chip design engineers laugh at the CAD researchers there, ...Google has only software engineers, no "blue sky researchers" - ..RIM makes phones, so if the goals of these wannabee quants are to get fabulous jobs that ...
by dd3
July 9th, 2010, 2:27 pm
Forum: Programming and Software Forum
Topic: QuanLib performance
Replies: 62
Views: 33228

QuanLib performance

<t>QuoteOriginally posted by: renormWe all know that. What we need is an educated estimate of the cost. How much performance loss is due to the use of OOP? How much loss is due to the other things? Can we eliminated the inefficiencies without breaking the rest of the library?I think that it would va...
by dd3
July 9th, 2010, 11:42 am
Forum: Programming and Software Forum
Topic: QuanLib performance
Replies: 62
Views: 33228

QuanLib performance

If you want speed you need to go raw. As close to the metal as you can. Anything that provides any level of abstraction, such as virtuals, is going to steal cycles.
by dd3
July 8th, 2010, 12:12 pm
Forum: Student Forum
Topic: Covered Warrants
Replies: 8
Views: 25875

Covered Warrants

<t>QuoteOriginally posted by: daveangelQuoteOriginally posted by: dd3QuoteOriginally posted by: daveangelQuoteOriginally posted by: dd3QuoteOriginally posted by: daveangelthese look like deep in the money calls.... given the high deltabut i am not sure if the premium is truly that high nor if the ge...
by dd3
July 8th, 2010, 9:27 am
Forum: Student Forum
Topic: Covered Warrants
Replies: 8
Views: 25875

Covered Warrants

<t>QuoteOriginally posted by: daveangelQuoteOriginally posted by: dd3QuoteOriginally posted by: daveangelthese look like deep in the money calls.... given the high deltabut i am not sure if the premium is truly that high nor if the gearing is what you say it is given the high delta.it would be usefu...
by dd3
July 8th, 2010, 7:39 am
Forum: Student Forum
Topic: Covered Warrants
Replies: 8
Views: 25875

Covered Warrants

<t>QuoteOriginally posted by: daveangelthese look like deep in the money calls.... given the high deltabut i am not sure if the premium is truly that high nor if the gearing is what you say it is given the high delta.it would be useful if you could tell me whatthe strike, spot and maturity are.They'...
by dd3
July 7th, 2010, 9:35 pm
Forum: Student Forum
Topic: Covered Warrants
Replies: 8
Views: 25875

Covered Warrants

<t>QuoteOriginally posted by: daveangelthey are options. a covered warrant is usually issued by a third party on another stock - say RBOS on BA that sort of thing. largely a retail market. issuers may have some market making responsibility. re the pricing of the warrants you mention there are many r...
by dd3
July 7th, 2010, 6:37 pm
Forum: Student Forum
Topic: Covered Warrants
Replies: 8
Views: 25875

Covered Warrants

<r>How are these priced? Are the essentially options + large premium?I am looking at two covered warrants, one issued by RBOS and the other by SG, that have the same underlying, same expiry and same terms yetone is priced almost 100% more than the other. What's going on here? Are they for chumps as ...
by dd3
July 7th, 2010, 2:05 pm
Forum: Programming and Software Forum
Topic: VB/ VBA
Replies: 32
Views: 30760

VB/ VBA

QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: dd3Starting with VB6 (I think) you could choose between native or interpreted executionIf I remember correctly, VB3 was interpreted only while after that VB4 you could choose.You're probably right. I skipped over VB4 and 5.
by dd3
July 7th, 2010, 12:13 pm
Forum: Programming and Software Forum
Topic: VB/ VBA
Replies: 32
Views: 30760

VB/ VBA

Starting with VB6 (I think) you could choose between native or interpreted execution
by dd3
July 6th, 2010, 8:38 pm
Forum: Programming and Software Forum
Topic: VB/ VBA
Replies: 32
Views: 30760

VB/ VBA

Yes, VB compiles to machine code, but your program/library will still link to the VB runtime DLL during compilation.If it's missing your program won't work, native or not. It's essentially VB's version of msvcrt.dll.
by dd3
July 1st, 2010, 8:23 pm
Forum: Programming and Software Forum
Topic: fixing linux application distribution
Replies: 2
Views: 26323

fixing linux application distribution

<t>Probably to prevent unnecessary code duplication. I'd find it more frustrating to install a new app and find it to be missing a library at runtime rather than finding that out at compile time.If you install the pre-compiled binaries the package manager will probably realise that you're missing a ...
by dd3
June 28th, 2010, 10:10 am
Forum: Programming and Software Forum
Topic: Cruel & Unusual C++ 1.0 When Linked Lists Go Bad
Replies: 17
Views: 30601

Cruel & Unusual C++ 1.0 When Linked Lists Go Bad

QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: outrunI think they use "dependency trees" for thatHow many current CS courses teach Data Structures?UCC does, but it's optional The majority of my course didn't do them, they farted around with online web shops.
by dd3
June 28th, 2010, 10:02 am
Forum: Programming and Software Forum
Topic: VB/ VBA
Replies: 32
Views: 30760

VB/ VBA

<t>QuoteOriginally posted by: rmaxI remember many years ago when dinosaurs walked the earth that I did do some code in VB6 using ObjPtr. It is an undocumented function, and had serious health warnings on it. There was a VarPtr function as well. I don't know if you could use that.Otherwise, I would s...
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