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Wilmott | Serving The Quantitative Finance... - www.wilmott.com | Site profile

Site profile page for http://www.wilmott.com. This report page has aggregated and summarized the online discussions from the Message Board located at http://www.wilmott.com. This site profile page outlines general site statistics such as: Users Activity, Site Activity, Site Rank, and Top Authors, which are reported in either a table or graph below for a given reporting time period. Additional site profile information for http://www.wilmott.com is also shown in the following divisions:

1) Top 10 Active Forums during Last Week
2) Top 10 Site Forums
3) Latest Active Threads
4) Hot Threads for Last Week

Warning: These statistics are generated using 'best efforts' and can experience delays and reporting errors at times. Please note that such statistics do not constitute a site's popularity and/or exact posting volumes at any given reporting period.

Title: Wilmott | Serving The Quantitative Finance Community | Forums - http://www.wilmott.com Wilmott | Serving The Quantitative Finance Community | Forums
Url: http://www.wilmott.com
Users activity: 3 posts per thread
site activity: 258 active threads during last week
Site rank: 5,683 (go to rank page)
Domain info for: wilmott.com
 

Posting activity table on Wilmott | Serving The Quantitative Finance Community | Forums:

  Week Month 3 Months
Threads: 258 1,164 3,886
Post: 626 3,593 11,454
 

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Wilmott | Serving The Quantitative Finance Community | Forums | Forum Authority Badge

Wilmott | Serving The Quantitative Finance Community | Forums posting activity graph:

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http://www.wilmott.com Alexa graph:

Top authors on Wilmott | Serving The Quantitative Finance Community | Forums during last week:

Name
Posts
trackstar
38
user's latest post:
Psycho-Chemical Warfare
Published (2009-11-25 20:23:00)
A funny coincidence, today in the Financial Times: Alpha males must trade on more than machismo - FT Nov 25 "Male traders, like animals in the wild, take more risk when their testosterone levels rise. Research by myself and my colleagues found that moderately elevated levels of this hormone increased the profits of high-frequency traders – although at higher levels it can cause overconfidence and risky behaviour, morphing traders into...
Cuchulainn
37
user's latest post:
C++: Portable Multithreaded...
Published (2009-11-25 12:37:00)
Ah yes, Singleton is the Holy Grail of patterns if you want to have a shot at it (the C++ committee gave up I believe) I would 1st of all not do the GOF OO Singleton (it's wrong paradigm and I bet it's not thread-safe) but Singleton<T>. have a zip file using a Destroyer and instead of that these days boost smart pointers are better. The problem with static objects is that they are created before main(). How will...
Traden4Alpha
33
user's latest post:
Significance Test
Published (2009-11-25 23:45:00)
Two suggestions: 1. Any test of significance should be on data that was NOT used for estimating the optimal T. That is, you'll want an out-of-sample test. 2. I'd compare your daily average pnl to the pnl experienced by a strategy of buy-and-hold that has the same average exposure. For example, if your system gets a buy signal an average of once every 15 days and spends an average of a 1.5 days in the market, then it's average...
rmax
23
user's latest post:
Talk on Fisher Black at Bloomberg
Published (2009-11-25 18:53:00)
Good talk. I always enjoy an expert talking about as aspect of something "basic" as they penetrate to the root of a problem help us poor people understand it much better. Feynman is an excellent example of that, as is Martin Gardner.
Alan
18
user's latest post:
Talk on Fisher Black at Bloomberg
Published (2009-11-25 18:05:00)
A very nice talk -- thanks for the link.
ppauper
18
user's latest post:
audit the fed
Published (2009-11-25 15:19:00)
Quote Originally posted by: Traden4Alpha gold doesn't work in a "dynamic economy" Quote Of course, I should just shut up and let us return to the "good old days" of the gold standard. LMAO ! history teaches us that gold works fine, but that troubles arise when regimes devalue their currency, be it by fraud (e.g. coin clipping) or going to a fractional gold standard (because historically regimes cannot resist the...
jawabean
17
user's latest post:
Core Skills in Quantitative Finance
Published (2009-11-24 22:33:00)
Quote Originally posted by: DominicConnor indeed any job that explicitly asks for SQL is probably a QD role, even if they don't say so if quant doesn't know SQL where the hell is he going to get data from? does he need a secretary with SQL skills? consider this a rant, but it's freaking frustrating to have so called quant who cant retrieve his own data to analyze. last thing i want in this life is sql-baby-sitting a grown up man
daveangel
17
user's latest post:
USD breaking down!?
Published (2009-11-25 22:30:00)
it looks like you had a slight breakdown when you posted this ?
hungryquant
15
user's latest post:
Are You Ready for Some Football?...
Published (2009-11-25 09:44:00)
Quote Originally posted by: Anthis Diego awesome player, comdey manager, world class at press conferences .......
AbhiJ
15
user's latest post:
CQF vs MSc - I just did both
Published (2009-11-25 13:25:00)
Quote Originally posted by: pipih2008 None of the master's in finance will you give you a job on a plate! I know many graduated from famous master's showing 100% placement without jobs for a year even during the good economy! Finding a job in finance is extremely competitive and we have to apply by ourself! Moreover with all the banks closed and the business down, I would say its a miracle whatever the good degree to find a job in...
 

Top 10 active forums on Wilmott | Serving The Quantitative Finance Community | Forums during last week:

Off Topic - 155 new posts Off Topic - forum profile
Careers Forum - 117 new posts Careers Forum - forum profile
General Forum - 101 new posts General Forum - forum profile
Student Forum - 69 new posts Student Forum - forum profile
Technical Forum - 59 new posts Technical Forum - forum profile
Software Forum - 41 new posts Software Forum - forum profile
Numerical Methods Forum - 28 new posts Numerical Methods Forum - forum profile
Book And Research Paper Forum - 24 new posts Book And Research Paper Forum - forum profile
Brainteaser Forum - 14 new posts Brainteaser Forum - forum profile
Trading Forum - 10 new posts Trading Forum - forum profile
 

Top 10 forums on Wilmott | Serving The Quantitative Finance Community | Forums:

Careers Forum - 36,781 posts Careers Forum - forum profile
Off Topic - 34,905 posts Off Topic - forum profile
General Forum - 25,420 posts General Forum - forum profile
Student Forum - 17,420 posts Student Forum - forum profile
Technical Forum - 13,532 posts Technical Forum - forum profile
Jobs - 12,706 posts Jobs - forum profile
Software Forum - 11,995 posts Software Forum - forum profile
Brainteaser Forum - 6,283 posts Brainteaser Forum - forum profile
Numerical Methods Forum - 6,012 posts Numerical Methods Forum - forum profile
Book And Research Paper Forum - 5,435 posts Book And Research Paper Forum - forum profile

Latest active threads on Wilmott | Serving The Quantitative Finance Community | Forums:

Wilmott | Serving The Quantitative Finance Community | Forums
Started 2 days, 13 hours ago (2009-11-24 22:12:00)  by daveangel
that is not cashflow from the stock - its volatility. you are fundamentally incorrect here.
Forum:  Student Forum Student Forum - forum profile
Thread:  Show this thread (4 posts) Thread info: why no risk neutrality in equity modelling Size: 257 bytes
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Started 1 day ago (2009-11-26 10:24:00)  by Finance1987
Do they really place such high emphasis on the general GRE score? (I don't think so) I guess you might be having some work experience too..
Forum:  Careers Forum Careers Forum - forum profile
Thread:  Show this thread (3 posts) Thread info: The importance of GRE scores. Size: 337 bytes
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Started 1 day, 19 hours ago (2009-11-25 15:51:00)  by ikeuchi
Thank you for presenting very interesting result. It works for non-differentiable payoff cases where Piterbarg's pathwise greeks method cannot be applied. I could not figure out the reason why the method works for CMS spread TARN digital payoff but does not for CMS digital bermuda. Do you have any idea? Edited: Wed Nov 25, 09 at 03:...
Forum:  Numerical Methods Forum Numerical Methods Forum - forum profile
Thread:  Show this thread (4 posts) Thread info: A New method for Deltas in the LMM Size: 710 bytes
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Wilmott | Serving The Quantitative Finance Community | Forums
Started 6 days, 13 hours ago (2009-11-20 22:17:00)  by outrun
those are very 80's... the drawback is the lack of statistical understanding of the generated model. You can pick number of neurons, topology, observe test performance, but it lack understanding, bounds on error etc. More recent methods are kernel machines, support vector machines, gaussian procceses regression.. these have nice mathematical and statistical foundations....
Forum:  General Forum General Forum - forum profile
Thread:  Show this thread (15 posts) Thread info: Nueral Nets Size: 534 bytes
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Started 2 days, 3 hours ago (2009-11-25 07:45:00)  by ankitk
can this be solved ? P(X>K)*E[X|X>K]+(1-P(X>K))E[X|X<K]=E[X] i think we need E[X|X<K]
Forum:  Student Forum Student Forum - forum profile
Thread:  Show this thread (4 posts) Thread info: Given E[X|X>K] and E[x]; P(X>K) = ? Size: 317 bytes
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Started 1 day, 19 hours ago (2009-11-25 15:49:00)  by msperlin
Quote Originally posted by: nick71692 I am looking for a stock selection strategy that aims to maximize short term returns. Any ideas? buy low, sell high ?
Forum:  Trading Forum Trading Forum - forum profile
Thread:  Show this thread (7 posts) Thread info: Stock Selection Strategy Size: 425 bytes
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Started 1 day, 2 hours ago (2009-11-26 08:45:00)  by daveangel
i don't know anything about xlw but in Excel dates are stored as a serial number which happends to be the number of days from 1900 (or 1904). XLW should be able to cope with XLOPERS which is the Excel would pass a range.
Forum:  Software Forum Software Forum - forum profile
Thread:  Show this thread (2 posts) Thread info: xlw: types between C++ Excel Size: 378 bytes
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Started 3 days, 6 hours ago (2009-11-24 04:56:00)  by trackstar
A few data points: - Research that has been done on traders and testosterone (cited somewhere on Wilmott) - have any similar studies been done with estrogen or other hormones? - Something they may have used in Vietnam that made soldiers hyper-aggressive. (And not drugs that the soldiers bought for themselves) Was it in the movie Platoon? Several questions and too busy ...
Forum:  Off Topic Off Topic - forum profile
Thread:  Show this thread (16 posts) Thread info: Psycho-Chemical Warfare Size: 906 bytes
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Hot threads for last week on Wilmott | Serving The Quantitative Finance Community | Forums:

Off Topic
RE: The LHC is back - 37 new posts
Started 3 days, 22 hours ago (2009-11-23 12:53:00)  by trackstar
Quote Originally posted by: hungryquant Quote Originally posted by: jawabean sound doesn't have speed. what are you talking about?! it's a wave. wave can't have speed. what the deuce !!??!?!?!?!??!?! The point is to saddle you up with about 75 pounds of high-school level physics questions and then have you run n-dimensional hills. It is great for the ...
Forum:  Off Topic Off Topic - forum profile
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Careers Forum
Started 4 days, 4 hours ago (2009-11-23 06:18:00)  by APS
Quote Originally posted by: AbhiJ Quote Originally posted by: APS We had some 2nd year students who left the program even after passing prelims anyways due to sudden faculty moves and such. They just applied to other PhD programs and started over. Though, I don't think I would take this route. Spend the rest of my best years in a depressing college town ...
Forum:  Careers Forum Careers Forum - forum profile
Thread:  Show this thread (30 posts) Thread info: Another "Should I finish my (econ) PhD?" thread Size: 1,328 bytes
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Off Topic
Started 6 days, 21 hours ago (2009-11-20 13:37:00)  by Traden4Alpha
Frightening to think that Hanukkah all started with a Mideast oil crisis!
Forum:  Off Topic Off Topic - forum profile
Thread:  Show this thread (29 posts) Thread info: the grinch that stole hanukkah Size: 230 bytes
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Careers Forum
Started 6 days, 21 hours ago (2009-11-20 13:48:00)  by MatthewM
You missed physics (69/380) I therefore suggest you do a PhD in physics before attempting to get a job.
Forum:  Careers Forum Careers Forum - forum profile
Thread:  Show this thread (23 posts) Thread info: Core Skills in Quantitative Finance Size: 310 bytes
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Numerical Methods Forum
Started 6 days, 17 hours ago (2009-11-20 17:25:00)  by Cuchulainn
Quote Stock + Volatility", "Log(Stock) + Log(Volatility)", " Stock + Log(Vol)", and "Stock + Sqrt(Vol And then using correlated and uncorrelated W's. Yep. I have tried about 10 schemes for Heston. Most are 1) disappointing (Euler, Milstein) 2) just so-so (predictor corrector) and 3) good (QE scheme from Andersen). I tried all combinations, e.g. log transforms, corr/...
Forum:  Numerical Methods Forum Numerical Methods Forum - forum profile
Thread:  Show this thread (17 posts) Thread info: help with discretization schemes for SDE in Heston Size: 1,431 bytes
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Off Topic
Started 2 days, 22 hours ago (2009-11-24 12:52:00)  by Traden4Alpha
So what's the gooooooaaaaaaaalllllllll of this thread?
Forum:  Off Topic Off Topic - forum profile
Thread:  Show this thread (17 posts) Thread info: Are You Ready for Some Football? (Rest of the world Style) Size: 274 bytes
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Off Topic
Started 6 days, 22 hours ago (2009-11-20 12:28:00)  by trackstar
ppauper is welcome to collect his geography threads on one page here. We could name the room in his honor.
Forum:  Off Topic Off Topic - forum profile
Thread:  Show this thread (16 posts) Thread info: Trackstar's Library Size: 266 bytes
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Off Topic
Started 3 days, 6 hours ago (2009-11-24 04:56:00)  by trackstar
A few data points: - Research that has been done on traders and testosterone (cited somewhere on Wilmott) - have any similar studies been done with estrogen or other hormones? - Something they may have used in Vietnam that made soldiers hyper-aggressive. (And not drugs that the soldiers bought for themselves) Was it in the movie Platoon? Several questions and too busy ...
Forum:  Off Topic Off Topic - forum profile
Thread:  Show this thread (16 posts) Thread info: Psycho-Chemical Warfare Size: 906 bytes
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Careers Forum
Started 1 week ago (2009-11-20 00:46:00)  by JDQuant
It's no secret that most MBAs are a con and waste of money. There are only about 50 worldwide you should even consider. About 20 in the US; 4 or 5 in the UK; and 1 or 2 in each significant national market, that always benefit from a home bias advantage.
Forum:  Careers Forum Careers Forum - forum profile
Thread:  Show this thread (16 posts) Thread info: Value of combined MFE/MBA in 2.5 years? Size: 451 bytes
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Off Topic
RE: Electric Sheep - 15 new posts
Started 1 week ago (2009-11-19 21:58:00)  by trackstar
A few comments on a discussion that is taking place on another thread concerning coalitions. See "Trolls" and hopefully you will bring your sense of humor with you. *** Cuchulainn, bless his heart, is always ready with the data, but naturally it cannot tell the whole story. In this type of media, it is normal to form loose short-term engagements based on common ...
Forum:  Off Topic Off Topic - forum profile
Thread:  Show this thread (15 posts) Thread info: Electric Sheep Size: 2,750 bytes
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