network profile
| bio | website | twitter.com/barryhackamac |
|---|---|---|
| location | London | |
| age | ||
| visits | member for | 1 year, 11 months |
| seen | Aug 8 '12 at 15:45 | |
| stats | profile views | 14 |
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Jul 13 |
awarded | Supporter |
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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. |
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Jul 13 |
revised |
Are there any standard techniques for adding realistic synthetic microstructure noise to a price series? added 30 characters in body |
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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? |
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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. |
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Jul 11 |
awarded | Editor |
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Jul 11 |
revised |
Are there any standard techniques for adding realistic synthetic microstructure noise to a price series? edited title |
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Jul 11 |
asked | Are there any standard techniques for adding realistic synthetic microstructure noise to a price series? |
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Apr 6 |
awarded | Student |
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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 |
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Apr 4 |
asked | what is a typical way forex brokerages can provide cheap leverage for their customers? |
