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I don't have pleasant things to say about Lenovo's service :confused: Though they did replace the fan that died after 6 months under the on-site plan, they insist that if I want the loose USB jack and mouse button that gets stuck in the down position (!!) fixed, I will need to send it into...

The first thime I heard "take a test" I believe my response was: "And do what with it??" In Canada we write tests as well... Although the concepts of "passing a test", that you fail, still eludes me. We also say "out" and "process" funny ;)

I was "playing" around with logo before I could hold a pencil and had moved on to Pascal before I was 8 (circ. 1987). Then that whole internet superhighway thing happened. Would say my biggest regret was not sticking with it (mostly due to lack of opportunity/availability, at the time) and a...

Options on Gasoline Crack Spreads? Options on SPY?

Regarding infrastructure required, you first need to define how high your high frequency trading is and how your algo's are run - only then can you then determine what data/systems are needed. It is possible to "intra-day trade" from home with an algo back end and the setup cost need not be...

N(d2) is the risk neutral probability of exercize

Thanks, Andy! Ill be there :)

At present it is called MTH 9867 - Time Series Analysis and Algorithmic Trading. The first half covered time series (taught by Jay Damask) while the second half covers Algo Trading/Stat Arb (taught by Jim Liew)

Congrats!!!

http://en.wikipedia.org/wiki/Ethics http://www.quantnet.com/forum/tracker/?page=1 Assistantships and financial aid make that line a little clearer...

Do you want to work in the US or Canada? Do you want to be an I-Banker or a quant? The answer to these should help you decide.... Which begs the question: if your dream job is IB, why did you apply for the MMF and MSOR?

Looking closet to 7 for me.. But I'll be there :)

Sallie Mae? Beyond that, talk to your school and/or bank. Aside, check out upromise. After 5 years I've saved/transferred about $800 to my 529 account by routing my online shoppping through them - it doesn't amount to much but every little bit counts :)

If you don't have a high credit score/long credit history you will need to find a cosigner, in any event...

Once you accept you should get in touch with your schools Financial Aid office - they will be able to help you sort it out. I would look into the government loans before turning to a private lender. Federal Stafford Loans will likely be your first step (you may qualify for a subsidy), there...

I have a hockey game at 4pm, should be at the beer garden around 6:30ish :) Looking forward.

Link from the main page www.ebay.com small print: Limit 1 per person. Limit 1 per order. Valid only on eBay.com in the U.S. Must have a registered eBay and PayPal account. Credit card info may be required at checkout. Not valid towards service fees. No cash back. May apply value toward tax...

Count me in as well :) @Joy Pathak - Roadtrip!!

??? Congrats Euroazn! Pittsburgh is a great city and Oakland/Shadyside/Squirrel Hill has a great college vibe. There are great restaurants, coffee shops and bars all within walking distance of campus (which is quite safe). It can get a little sketchy in the outskirts but it is unlikely that...

... or Netbeans/Eclipse for Linux :) http://netbeans.org/ http://www.eclipse.org/ I used to use DEV but its buggy (no pun intended!) abandonware

If I had to do it all over again, I would have given up the free ride at the tier-2 school and gone to the best school in my means. A sound ROE and 'big fish in the small pond' investment decision is a viable explanation in corporate America - I have not found it to work in my favor on Wall St...

I studied in Pittsburgh before moving to NYC. Pittsburgh is a great, big city with a small town feel (and very low cost of living!)- a very comfortable place to live for however long you happen to find yourself there. Unlike New York, you wont find culture shoved down your throat but...

iPhone app first thoughts - sweet. A bit of a nitpicking thing. On the upper left of each main screen (forums, current, conversations) is an exit button. When you click into a thread this turns into a 'back' button. Not the best of designs. A bumpy bus ride = multiple unintended exits...

My impression has been that Boneil is looking to invest, not trade or implement quant strategies... and Ill make the broad assumption that he/she mis-spoke (typed?) and stumbled into the shark infected quant waters - the word trade was retracted and replaced with invest. I think we've veered...

<- ;)

Having invested and traded my own account (PA) for upwards of 10 years when I first started working on Wall Street, having some 'skin in the game' can go a long way. LRP, partial fills, execution delay and server glitches aside, a whole new psychology is introduced when you go live. I would...

Investor Business Daily (IBD) also readily aggregates this on a per-stock basis

umm.... google? Recent decades have witnessed a dramatic increase in institutional ownership in equity markets. At the end of 2004, the average fraction of shares owned by institutional investors in US equity markets was 53%, more than double from the 20% at the end of 1980. In terms of...

With my UToronto email, turnaround <12-hours

Having been on the receiving end for the better of 10 years (half in engineering/manufacturing and half in finance) I can relate to, and in many cases, one-up Godiwalla's stories. There are few situations where I can truly say I was treated equally. To look back and overlay my experiences I...

Again this is going off topic. cinoglan asked about Hull. Not Bodie, Kane, Marcus.

This is not the case. In addition to a difference in sequence, there is also omission and replacement of of end-of-chapter questions. Further, differences in the numerical values of variables (which are not intuitive to determine from the solutions manual alone) lead to slight or substantial...

I know there are critical differences between the US and international 7th editions. The post-chapter questions are similar however, not only are my problems denoted in Rupees (!) but different exchange rates are used in the problems (arb opportunities, perhaps?) - I'm not sure about...

As i understood it, the following has been your argument: Which is in contradiction to the more reasonable argument you are now presenting. Like the events triggered by 1973 I expect a permanent shift in benchmark price (I have been alluding to this the whole time). In the short term, I...

I certainly hope not. If so, I missed the memo

Zelle's Python Programming has always been a favorite of mine.

Again. Nineteen-Seventy-Freaking-Three. The cat would determine said limit, its preparing for a drop. This has been my sole argument. Again, strip away the fear and speculation (and step away from the socio-political framework for a moment) Show me the cause for such a rapid increase? Could...

The common traits found in the past and current oil shocks are political uncertainty, fear and speculation. 1973 had the added complexities of a true oil shortage, direct ties to the US dollar, and unavailability of information. Today oil prices are, primarily dictated by the commodities...

I'm not a fan of using ETFs to play the oil market, as you know, but rather than shorting a long ETF, why not trade inherently short ETFs like SZO or SCO? Would minimize your margin requirements and sidestep the availability issue. That aside, my conspiracy theory-based magic 8-ball agrees with...

... There was also an oil crisis following a market crash. It was also a good year for Champagne

1973 - all good things come to an end, as it were. Thats my conspiracy theory anyhow.

Unless your goal is to compete with me for the number of terminal masters degrees earned, may I ask why you would plan to do this?

Couldn't tell ya, I don't have a PhD

My background is quite similar to yours - I've just followed it up with a random walk through various degrees/careers - sometimes I wish I had been born 10 years earlier, or 10 years later It seems you are leaning more towards the MFE and I wonder if you would find the options available to you...

I'm not familiar with RATS but the distributor gives links to many textbook code examples http://www.estima.com/textbookindex.shtml RATS, like R, should contain an iid random number generator -or- you should have been told how to determine those values. What are you having trouble with?

No one made this claim. The OP is a finance professional who asked for VBA resources

http://www.efinancialcareers.com/ Keyword VBA

I agree 100% :) @deltahedge didn't specify which type of trading position they are considering, I imagine the VBA roles to fall more under fundamental (prop, day, swing) than hi-fre (quant,algo) and believe we derailed at this point. That said, I personally enjoy playing in that 3rd sigma field :D

@prithvisen it depends which direction you choose to go and what you mean by the "analytical side of things" and "core finance". An MBA and an MFE are two entirely different concentrations leading to very different career paths. I would not do both at the same time. The MBA is focused on...

I intend to prove you wrong

I have a copy of Advanced modelling in finance using Excel and VBA in my bookshelf. If you're already comfortable with excel and have some experience with macros its a pretty quick read at 250 pages and gives a quick rundown on basic equity, fixed income and option calculations. It wont turn...

Google? You can find out more about the Rotman competition here If you go through the case files you will find information on how to download the RIT client as well as server port information. There are also API and VBA tutorials as well as a sample algorithm which you can download and play...

Hey Andy, Is there any way to make the attachments come through a little cleaner (read: icons smaller - more in a list format, ideally alphabetized)? Going through a post that has about 25+ attachments is proving to be a strenuous exercize. Thanks

Like Thanks Andy!

Hi Andy, The intellisense will take some time to get used to - I guess I am referring to multi-page posts, the most relevant postings are the most recent. An example would be: http://www.quantnet.com/forum/threads/new-quantnet-members-say-hi.1191/ Given the subject, the topic is obvious - new...

Im not on a rampage at all - and appreciate all the time and effort Andy, yourself (and all others involved) put in to building and maintaing the forums. I don't believe I've been critical or unreasonable. Im simply trying to get my work done :) To rephrase, I am simply "stating a suggestion"...

While Im hijacking the thread, the email alerts of private/visitor messages is great!! :D

Tsotne: Adoption is clearly the bulk of it - Do bear in mind that many of us use Quantnet as a required part of our coursework and are running under tight deadlines. The changes to usability (for better or worse) without the ability to revert back to the old for a transition period while the...

Hey Andy - chronologically all pages Ive looked at have the earliest post at the top of the page. When I click into a thread, it brings me to the first unread post - not an issue for those with a few replies, but for some of the bigger threads I seldom view, its bringing me to the beginning or...

Two others - the ability to edit a post - has that moved? Also recent posts - would it be possible to add a category field? ;)

Hey Andy, looking good :) Any chance of the most recent post showing up at the top as it did in the past? (or an external click option to show most recent?)

Hi Brett, Very much so - Ive been mulling over ideas for a factor model based, tho it is on the back burner. Do you have any experience with this?

Following the trend :) $10 for $20 Worth of Toys and Games, Books and More at Barnes & Noble http://www.groupon.com/deals/<wbr>barnes-noble-new-york?utm_<wbr>campaign=UserReferral&utm_<wbr>medium=email&utm_source=<wbr>uu166747

Thanks Joy :)

Would agree - and drop the undergrad as its generally implied. I guess nearly all (if not all?) MFEs are M.Sc Since most MFE candidates have multiple degrees/designations there comes a point where it just becomes silly. Amanda Jayne (B.Eng, M.Eng, MBA, M.Sc, P.Eng) ;)

Pi (and generally anything by Aronofsky) was great! One of my favorites, tho not a "Wall Street" movie is Glengarry Glen Ross - Arguably the best sales movie ever. Baldwin's speech is pure awesomeness! Set of steak knives anyone? :D required SFW caveat: strong language

I had to request some of my transcripts online when I applied last year (no form) - Baruch had no problem with this :)

Hi Cliff, With regards to in-person C++ courses there are limited options in NYC as far as I've found. If you have no background in C++ (or another high-level OOP language), Id suggest starting with C as going straight to C++ can be a little overwhelming. I took the Intro to C programming...

In the end, it boils down to accountability. All professional societies are gang run shops protecting their turf under the guise of serving the public, the profession, exploring strange new worlds, seeking out new life, and boldly going where no man has before in exchange for a certificate, a...

Amen, Dominic! "Like medical or legal professionals, professional engineers are licensed, and are accountable for their work. Their duty is to serve and protect the public welfare where engineering is concerned. Professional engineers subscribe to a strict code of ethics and practice...

Dev-CPP is nice and easy to use but its considered to be 'abandonware' and can, at times be buggy. For an intro-to class it should be fine, beyond that +1 netbeans :) (or Xcode if you run mac) would get my vote.

Yes!! Will be attending the refreshers in June. You?

Spent a nice rain drenched day at the Derby contemplating methods for dynamically regressing intra-day horse racing metrics and was tipped off to this today. Has anyone heard anything about this? :deadhorse...

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