aptitude tests

seems like a lot of companies are using tests by their hr department to screen applicants. shl is one that is mentioned a lot. this one was referred to as having good practice tests.

audio + video

figured out how to get an alternate audio into a video file: # take mp3 out of audio flv ffmpeg -i altAudio.flv -acodec copy altAudio.mp3 # take the video only out of the video mencoder -ni -ovc copy -nosound -o noAudio.mp4 origVideo.mp4 # put the audio and video together mencoder -ovc copy -oac copy -audiofile altAudio.mp3 -o out.avi noAudio.mp4 might not need both the ffmpeg step and -ni on the video extraction, but at least one of them is necessary. i tried without both and the video played at double speed while the audio was normal speed in the out.avi. might also be able to use a different format out with -of. not sure if avi transcodes it. EDIT: tried without -ni, still works fine. might need to adjust delay with - and +. also, i found that rtmpdump has very handy -e and -o options. i dropped the -A option with -e and it seems to work (kind of), not sure if that is absolutely necessary. now i'm trying to get mencoder on a file to let me playback faster. tried -vf filmdint and filmdint=io=2:1, and it doesn't hurt but doesn't seem to be essential. so far, best results are with just -fps 30000/1001 -ofps 20000/1001 and speed it up with ']'. -oac copy doesn't work; have to use something else like pcm (uncompressed) or mp3lame. the original audio is 48000Hz aac, which i can encode with -oac lavc -lavcopts acodec=aac, but that makes encoding really slow and messes up a/v sync, even when i try to compensate by changing -srate. so far this version looks promising, but the avi has no idx: mencoder -ovc copy -oac mp3lame -fps 30000/1001 -ofps 20000/1001 -o out.avi infile.mp4 could try -of mpeg or lavf, with a lavf format=mp4 for example, since the original is mp4 and plays pretty well (except when i speed it up too much). ok, this one seems to work pretty well: mencoder -ovc copy -oac mp3lame -fps 30000/1001 -ofps 20000/1001 -of lavf -lavfopts format=mp4 -o out.mp4 infile.mp4

national review online audio

outloudopinion.com has apparently been posting audio files of select nro articles for at least a year now, much to my surprise. even have a convenient rss feed.

REMINISCENCES OF A STOCK OPERATOR

by Edwin LeFevre. recommended by more than one trader, to give an accurate feel of what being a trader is really like. one trader i talked to described trading as a spiritual experience, that you have to do a gut check every day when you have that much on the line. amazon has a nice annotated copy available that gives good historical background information and explanation of some of the things that are harder to understand now. but gutenberg has the original up.

pybtex

if i ever need to mess around with beastly bst (bibtex style) files, i won't. i'll switch to pybtex, which looks like it's a lot more fun to use.

quant topics i should learn

looked through a big glossy from wilmott's certificate in quantitative finance. saw some terms that i wasn't sure i knew about. so here's a list, so i can make sure i learn about them and i don't need to take any of their classes. fokker-planck and kolmogorov the radon-nikodym derivative girsanov's theorem yield, duration, and convexity stochastic and spot-rate models affine stochastic models heath, jarrow and morton reduced-form model and the hazard rate structural default models cds pricing, market approach synthetic cdo pricing risk of default, structural and reduced form copulas brownian bridge (monte carlo?) sobol' (quasi monte carlo?) crank-nicolson black-litterman (portfolio management) levy copulas (cdo pricing) fixed income: bgm, black 76 variance gamma vg le'vy stochastic monetary policy models for interest rate derivatives gram-schmitdt process

how i became a quant

very good book to get a feel for the kind of personalities in the quant world and peeks into the various places that quants work. also small glimpses into the types of problems quants work on. neil chriss has some interesting refs for using binomial and trinomial tree to match price/volatility of all available options simultaneously for european and american options. also, some other work he did on optimization of portfolio transition/liquidation combining transaction cost/liquidity with risk of holding a position too long. probably worth a look. peter j\"{a}ckel makes some interesting comments about (not surprisingly) the monte carlo method with low-discrepancy sequences in finance, in particular about getting good results with sobol' numbers in high dimensions. andrew weisman, big shot at merrill lynch, gives some warnings about the silicon ceiling: don't appear too nerdy or academic or people will think you can't make decisions. other aspects of the culture are more like a dog pack than a meritocracy. also, information-free performance enhancements: smoothing, selling volatility, and doubling up. use cvar to help with nonsymmetric hedge fund returns, resampled optimization to deal with difficult error estimation. risk metrics are ordinal, not cardinal, quantities. chapter 23 has an interesting reference to market microstructure -- using supply and demand curves on the level of bid/ask spread and probabilities of tick movements. also, a ref to a publisher that prints classic biographicals on turn-of-the-century market operators.