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by terrorbyte
May 29th, 2007, 10:56 pm
Forum: Programming and Software Forum
Topic: SQL issues
Replies: 43
Views: 75056

SQL issues

<t>IMAMPH,Another thing you can do is run Query Analyzer, paste your query in there and look at the execution plan. The execution plan will tell you when you are performing table scans etc. The object is to tune the indexes (and your query) so that you get a "clustered index seek" or at least an "in...
by terrorbyte
May 27th, 2007, 2:15 pm
Forum: Programming and Software Forum
Topic: File Too Big Error . . .
Replies: 3
Views: 71480

File Too Big Error . . .

Access has a 1GB limit.I would download SQLExpress (free from Microshite website) and slam the data in there. Then you can do what you want with is.RegardsTerror
by terrorbyte
May 27th, 2007, 2:13 pm
Forum: Programming and Software Forum
Topic: Visual Basic or VB.net
Replies: 25
Views: 73817

Visual Basic or VB.net

Wu,.Net for sure. To the extent that they have implemented OO, it is better to learn this than VB6. You will be a better programmer for it.RegardsTerror
by terrorbyte
May 15th, 2007, 8:08 pm
Forum: General Forum
Topic: 1/3 quants are french ?
Replies: 49
Views: 79123

1/3 quants are french ?

Nope. Aussie!
by terrorbyte
May 1st, 2007, 5:53 pm
Forum: General Forum
Topic: Ignore this!
Replies: 1
Views: 72503

Ignore this!

by terrorbyte
April 27th, 2007, 6:22 pm
Forum: General Forum
Topic: how long do you guys take for lunch?
Replies: 24
Views: 75754

how long do you guys take for lunch?

5 mins. Sandwich at the desk, surf Wilmott forums and then back at it.
by terrorbyte
April 23rd, 2007, 10:21 pm
Forum: Numerical Methods Forum
Topic: Mersenne Twister VBA algorithm?
Replies: 21
Views: 86848

Mersenne Twister VBA algorithm?

Adabraim,This is an optimization problem and I recommend you use MatLab or some other gutsier tool.If you use VBA, you need to use Excel's native library to maximize a Likelihood Function and the results are dodgy at best.Terror
by terrorbyte
April 23rd, 2007, 3:05 am
Forum: Trading Forum
Topic: forward curve usage in commodities
Replies: 5
Views: 81604

forward curve usage in commodities

<t>jd,It all depends on the market and the time period. I am talking about 6 years out from today with the the market dictating the method. For example, Texas power generation is all gas. So, essentially, everyone is trading heat rates. They know the gas price and everyone has a view of the heat rat...
by terrorbyte
April 22nd, 2007, 3:36 pm
Forum: Trading Forum
Topic: forward curve usage in commodities
Replies: 5
Views: 81604

forward curve usage in commodities

<t>snvk4u,We need a model for power forward curves. Gas, in the US, has a Nymex published monthly forward curve. However, the power forward curves are very illiquid in the back years for both calendar and monthly bullets.. So, we need a model to derive these curves. This also applies to vols as well...
by terrorbyte
April 2nd, 2007, 3:31 pm
Forum: Numerical Methods Forum
Topic: Rnd(), Marsenne twister.. What to use?
Replies: 1
Views: 76015

Rnd(), Marsenne twister.. What to use?

I prefer the Mersenne Twister. The VBA generator is pretty poor but the Mersenne Twister is reliable and quick.
by terrorbyte
March 10th, 2007, 2:28 pm
Forum: Numerical Methods Forum
Topic: Brownian bridge...
Replies: 5
Views: 78732

Brownian bridge...

<t>Everyone,This topic is like trying to make a Correlation Matix positive semi definite in that it comes up time and time again on the threads.Does anyone have a spreadsheet or some code that creates a Brownian Bridge with two known end points that we can all use as a reference and that we can refe...
by terrorbyte
March 9th, 2007, 5:32 pm
Forum: General Forum
Topic: Lifestyle question in quant environment
Replies: 54
Views: 82171

Lifestyle question in quant environment

<t>I smoke 20 a day. Upside: It is a great appetite suppressantIt means I get to storm around the car park thinking about how to solve whatever I am working on for 5 mins every hour. Whilst I lose 5 mins every hour, I am convinced that I am ahead because I am forced to think about what I am doing be...
by terrorbyte
February 23rd, 2007, 12:59 pm
Forum: Technical Forum
Topic: Urgent Please!! Commodities hints!
Replies: 8
Views: 79470

Urgent Please!! Commodities hints!

What power markets are you interested in, bluecindy? Every market (european, US, Australia, NZ) etc has quite specific rules.
by terrorbyte
February 20th, 2007, 3:29 pm
Forum: General Forum
Topic: Energy Derivatives Training Recommendation
Replies: 2
Views: 78721

Energy Derivatives Training Recommendation

Oxford Princeton does a good job in the US. The question is how deep you want to go.
by terrorbyte
February 19th, 2007, 4:11 pm
Forum: General Forum
Topic: GARCH(1,1)
Replies: 4
Views: 79468

GARCH(1,1)

I horsed around with the Excel Solver for GARCH parameters. It provided me with little or no confidence in the beast.It manages to find a local maxima really quickly and leaves you with crap parameters. I wouldn't recommend it.