Recent content by Wallstyouth

I have a collection of m items T = [t1, t2, …tm] each of quantity Q = [q1, q2, …qm]. I need to distribute these m items to n people P = [p1, p2, …pn]. Ideally, the items would be distributed according to a fixed schedule, an m x n F = [fij], where fij = fkj for all j and any i,k in [1,m] and...

I had to share this article with the quantnet community its a great article about the fall of a senior MS manager Zoe Cruz! The Crash of Morgan Stanley Executive Zoe Cruz -- New York Magazine

Andy mostly C++, we do have quite a few who use Matlab and SAS but for the core of the systems its mostly multi-threaded C++

I've been in the industry for a few years now, mostly on the financial IT side and have worked for some of the largest firms on the street and one thing I've started to notice is the rise of Python for rapid prototyping for models/strategy dev, tools automation, and data parsing. Has anyone...

The infoweb and MS website offers little or no background on the IDEAS org I know a few members here work for MS. So my question what exactly is IDEAS? I'm considering an offer in this org but I really don't know where this org is structured in the overall firm? Friends told me its where...

It varies amongst the various teams but my official take on this which I've had many design discussions in the past has been that the fastest sockets code uses non-blocking sockets and select to multiplex them. You can put together something that will saturate a LAN connection without putting...

Take a look at his hompage he has published a lot of papers in this area Robert Almgren home page http://www.courant.nyu.edu/~almgren/papers/arrival1.pdf

I use to support Robert Almgren desk @ Banc of America Securities very brilliant quant with exceptional development skills.

Many of your peers will have a PHD but that given most companies will almost always take experience over pedigree. Best of luck

Low latency I'm currently consulting for a proprietary arbitrage desk at a major IB and we're doing about 2-3ms end to end our business is purley latency arbitrage and we spend huge amount of dollars shedding microseconds from various components in our stack. To give you an idea on the type...

<TABLE cellSpacing=0 cellPadding=15 width="95%" align=center border=0><TBODY><TR><TD vAlign=top width="100%" bgColor=#e6e6cc colSpan=2>I'm celebrating Fischer Black on November 24th in New York with free t-shirts, books, free food and drink (from Bloomberg). Don't miss it. Fischer Blacks two...

I'm currently doing some low latency high frequency engineering work for a global arbitrage desk at a major Wall St. firm.

nVidia GT300’s Fermi architecture unveiled Ferni architecture natively supports C [CUDA], C++, DirectCompute, DirectX 11, Fortran, OpenCL, OpenGL 3.1 and OpenGL 3.2. Now, you’ve read that correctly - Ferni comes with a support for native execution of C++. For the first time in history, a GPU...

Great read http://www.math.ust.hk/~maykwok/courses/MAFS521_07/CDO-Squared_Nomura.pdf Also checkout Yue-Kuen KWOK home page very great articles and financial topics Yue-Kuen KWOK's Home Page

Not sure if you can get the same in the Midwest However, I was recently offered a position at a large European investment bank doing consulting work at a rate of 97/hr 780 daily cap. I can vouch for the numbers Andy provided which we're dead on.