Looking for a quant job? You may want to read this to filter out the bad ones: http://t.co/TTOeF1Qp # Java vs C++ performance debate: http://t.co/1cGzcv2P # New blog post: How to avoid the quant/developer black hole http://t.co/Gp5gxMz1 # New blog …

Why use other services for real time market data when you can get Yahoo Finance for $14/month? Or Google FInance? Fck! What a mess some of these market data providers are. They are either slow, prepay this, or want to …

Why is Esignal so expensive and with this higway robbery for API connections if it does not work? Does not make sense? Here is another chat with an Esignal rep:       Scott – Interactive Data has joined this …

How to avoid the quant/developer black hole This was sent to me by someone on my Google +1 http://quantjob.blogspot.com/2011/12/how-to-avoid-quantdeveloper-black-hole.html This article is actually quite good to filter out the shi*tty jobs out there. Interesting read. However I do not agree …

IS the only disadvantage of ZeroMQ which does not give you low latency for HFT?   Being part of Linked In group discussion, this came up: 0mq has one disadvantage IMO (I can be wrong because I am not an …

More info on Java vs C++ debate for HFT performance with Java JIT compiler including IBM Websphere It looks like it is part of IBM Websphere solution but here are some of other links: http://publib.boulder.ibm.com/infocenter/realtime/v1r0/index.jsp?topic=%2Fcom.ibm.rt.doc.10%2Frealtime%2Frt_jit.html http://www.gnu.org/software/dotgnu/libjit-doc/libjit_3.html http://docs.oracle.com/javase/1.3/docs/tooldocs/win32/java.html http://docs.oracle.com/javase/6/docs/api/java/lang/Compiler.html   Get …

Quant development: Links on JNI for this wierd debate on who is faster C++ or Java. Needed to know for HFT uses I keep reading about this C++ versus Java performance debate. They always go one about JNI so here …

Bank of India -Excellent Short Sell Opportunity Bank of India is giving a good short term short sell opportunity. The stock has broken out downwards from a rising wedge pattern on its weekly charts, as on 16-12-11, with a rise …

Jointly modelling interest rates and equity returns with these quant analytics Does anybody know of a parsimonious model to jointly generate timeseries of asset classes (say monthly returns of equity indices and government bonds), that allows for varying correlation between …

Logistic regression for quant analytics While selecting the model for logistic regression, it is observed that the removal of particular variable x from the model improves the accuracy significantly but does not reduce the residual deviance as compared to the …