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Professor Jim Liew asked me to post this for all graduates out there: ------------------------------------------------------------------------------------------------------------------ I'm very curious to catch-up with all the NYC MSF students that have since graduated. Where did you go? What...

https://www.quantopian.com/open

Greg Maddux, Tom Glavine and Frank Thomas into Baseball Hall of Fame http://espn.go.com/mlb/story/_/id/10261922/baseball-hall-fame-class-2014-announced

http://queue.acm.org/issuedetail.cfm?issue=2523426

for those who want to get into HFT, this might be helpful: http://queue.acm.org/detail.cfm?id=2443836 PS - Fig 1 and 2 seem mislabeled.

did anybody feel the earthquake?

Actually, almost no Windows at Google http://digitizor.com/2011/07/12/google-android-linux-dream/

http://www.theonion.com/video/in-the-know-should-the-nations-unemployed-be-buyin,20083/

Check this quant competition for students: http://www.quantcup.org/ I read Max Dama's blog frequently. I like what he writes.

Enjoy http://www.zerohedge.com/article/next-xtranormal-docket-hft-explained-cartoons <object width="480" height="390"><param name="movie" value="http://www.xtranormal.com/site_media/players/jwplayer.swf"></param><param name="allowFullScreen" value="true"></param><param...

http://www.nytimes.com/2010/03/21/business/21corner.html?ref=business&src=me&pagewanted=all

http://www.nytimes.com/2009/10/14/opinion/14trillin.html?em Wall Street Smarts By CALVIN TRILLIN IF you really want to know why the financial system nearly collapsed in the fall of 2008, I can tell you in one simple sentence. The statement came from a man sitting three or four stools...

http://www.businessinsider.com/former-moodys-vp-moodys-should-be-liquidated-2009-9

http://online.wsj.com/article/SB10001424052970203706604574374431720968204.html For the past several weeks, New York Sen. Chuck Schumer has attempted to intimidate the Securities and Exchange Commission into banning so-called flash trading. Eliminating this technique would be a dangerous mistake...

http://www.businessinsider.com/financial-regulators-held-secret-meeting-with-hedge-fund-short-sellers-in-2007-2009-8 The Evening Standard's Paul Waugh reveals today that G7 finance ministers were warned about the dangers of US subprime loans and shaky banks back in April 2007. Famous...

It looks like you can pay to get an internship http://www.nytimes.com/2009/08/09/business/09intern.html?em

Since Cap and Trade might be upon us... here is a list of skeptics http://www.businessinsider.com/the-ten-most-important-climate-change-skeptics-2009-7

Open Source High Freq platform (thanks to my friend Norm for the link). http://www.marketcetera.com

Very interesting analysis. http://www.newyorker.com/reporting/2009/05/11/090511fa_fact_gladwell?currentPage=all

http://www.hussmanfunds.com/wmc/wmc090518.htm The Destructive Implications of the Bailout - Understanding Equilibrium John P. Hussman, Ph.D. All rights reserved and actively enforced. Reprint Policy One of the features that has enabled the bureaucratic abuse of the public during the past year...

From the NY Times. First news report: http://www.nytimes.com/2009/05/01/business/01hedge.html Asness' response http://dealbook.blogs.nytimes.com/2009/05/05/a-hedge-fund-manager-strikes-back-at-obama/ Draw your own conclusions. You probably know my opinion...

for your own consumption, enjoy: http://www.businessinsider.com/fine-tuning-mark-to-market-the-two-cows-version-2009-4

Thanks to my friend Norm What does one TRILLION dollars look like?

http://www.bloomberg.com/apps/news?pid=20601039&sid=atlHxXH7FweQ&refer=home

My friend Adam recommended this talk. It's really interesting. I'm a big fan of OCaml and F#. Caml Trading talk at CMU | ocaml.janestreet.com

http://www.bloomberg.com/apps/news?pid=20601039&sid=a3yAuZ.McV3I&refer=home

I think we knew this already. http://www.bloomberg.com/apps/news?pid=20601087&sid=ac8Bkp_7F4Rc&refer=home

http://www.bloomberg.com/apps/news?pid=newsarchive&sid=aOxUwNvu3K48

http://www.economist.com/finance/displaystory.cfm?story_id=11897037

as it was shown to me by somebody on the desk.

Hello Boys and Girls, It's that time of the year again. Tomorrow, we will have the first leg of the Triple Crown, the Kentucky Derby. There hasn't been a Triple Crown winner since 1978 so hopefully something happens this year. The clear favorite is Big Brown but no horse has ever won coming...

Could we try to get the following books for the Quantnet library? Financial Modeling of the Equity Market: From CAPM to Cointegration Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk Empirical Market Microstructure: The Institutions...

I want to create this thread so I can learn more about the different education systems in each country. A good percentage of the readers/posters/lurkers here are international students. How is the education system in your country? What is your experience? I would like to know High School...

Hello Boys and Girls, Baseball season is here. Spring training started already so we are going to get deep into some baseball talk soon. For all the international students that don't know what baseball is, which are the teams, etc, don't worry. I will try to keep you posted with details...

Looks like a Mac Air PC version from the Lenovo Thinkpad family (I'm in love with my Thinkpad Tablet too bad there is no tablet with solid state HD yet) Laptops: Ultralight Lenovo X300 Series Thinkpad Leaked Slashdot | Thinkpad X300 Specs Leaked

The pseudo-science hurting markets By Nassim Nicholas Taleb Published: October 23 2007 19:23 | Last updated: October 23 2007 19:23 Last August, The Wall Street Journal published a statement by one Matthew Rothman, financial economist, expressing his surprise that financial markets experienced...

Hello Boys and Girls, It's that time of the year again. Interactive Brokers Collegiate Trading Olympiad

For Wall Street's Math Brains, Miscalculations Complex Formulas Used by 'Quant' Funds Didn't Add Up in Market Downturn By Frank Ahrens Washington Post Staff Writer Tuesday, August 21, 2007; A01 They are the powerful, cerebral and offstage actors of Wall Street, but the recent turmoil in the...

put your money where your mouth is Robbins Trading Company - World Cup Challenge seems really interesting and with real money on the line.

Is anybody using functional languages (OCaml, Haskell, F#, List or anything in between) in finance? Does anybody knows about it? I know Jane Street Capital (Jane Street Capital, LLC and http://cufp.galois.com/slides/2006/YaronMinsky.pdf) uses OCaml for almost everything which is really...

Which price do people use (at home or at work)? Which one do you recommend? Which one do you use to analyze real-time data? What about end-of-date data? I know Bloomberg and Reuters but I'm looking for cheaper alternative for do-it-yourself. In the past I used to use Primate for EOD data...

Has anybody used or played with Wealth-Lab or TradeStation? Any opinions/comments/reviews? What other system trading packages are out there (besides writing our own)? I would like to start testing some trading ideas.

Has anybody tried to use Eclipse as IDE with C++? It uses the GNU (gcc, g++) toolset to compile, debug and link I was reading some articles today and it looks as a viable solution for development in Windows and Linux.