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bio website twitter.com/barryhackamac
location London
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visits member for 3 years, 1 month
seen Oct 1 '13 at 16:05

Jul
13
awarded  Supporter
Jul
13
comment Are there any standard techniques for adding realistic synthetic microstructure noise to a price series?
it is for real time display as it happens but in any case I think you can still do something like this based on past prices and would be fine, as long as V is in the right range.
Jul
13
revised Are there any standard techniques for adding realistic synthetic microstructure noise to a price series?
added 30 characters in body
Jul
12
comment Are there any standard techniques for adding realistic synthetic microstructure noise to a price series?
I'm not familiar with fair value models but from my first scan around the net about it doesn't look like a dynamic enough technique. I did come across something relating to VIX futures though so I am happy to be corrected. Perhaps you could add a bit more information?
Jul
12
comment Are there any standard techniques for adding realistic synthetic microstructure noise to a price series?
It's basically a gaming like situation where I need to present charts that respect the pattern and have real time feed updates but the prices must never actually be the real prices. I don't actually have a defined statistical envelope for the distance to the real price though.
Jul
11
awarded  Editor
Jul
11
revised Are there any standard techniques for adding realistic synthetic microstructure noise to a price series?
edited title
Jul
11
asked Are there any standard techniques for adding realistic synthetic microstructure noise to a price series?
Apr
6
awarded  Student
Apr
4
comment what is a typical way forex brokerages can provide cheap leverage for their customers?
I'm curious also what these people are up to? bitcoinica.com
Apr
4
asked what is a typical way forex brokerages can provide cheap leverage for their customers?