Nicely put. Interesting thread!
Funny that instead of providing benchmarks to prove their choice of C#/C++, posters all got pretty charged up and started using popularity of language on SO and other forums to prove their point.
Massive ramp in the last 30 minutes. It wasn't looking like such a ramp could happen.
I was looking at a high of 55-56. A bit surprised.
Was there anything in the charts/profile/adv-decl etc. ammo that could have helped you envision such a ramp-up towards the end?
I was under the impression that First Quadrant is a quant shop since I know a very technically very strong person who has a Quant finance PhD who works there. That guy joined that firm leaving Goldman quant position. So I got the impression that it must be a quant shop.
However, I checked...
I had Gelber in mind but I checked and they have an office in San Diego.
To Surf:
Latency doesn't matter equally to all the quant shops. E.g. there is one well respected quant shop located in Hawaii, missing its name it was discussed on ET last year or so.
I face a similar problem. I spend around 13-14 hours per day doing things related to trading. Sometimes for days and days I only code strategies and then trade during RTH. On many other days, I only think about ideas. Many days I just spend time reading ET. If I have to take an average, my time...
I am a MC user and am generally satisfied with their product.
Can you please recount what kind of pressure tactics were applied on you? I being a satisfied user would be very interested to hear on this facet of the company. Not to say it is wrong - but I do definitely want to know about it.