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visits member for 2 years, 9 months
seen Mar 28 at 21:27

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Jan
20
reviewed No Action Needed Is Cubic spline Interpolation on swaption Volatility arbitrage free?
Jan
7
reviewed No Action Needed Central Index Key (CIK) of all traded stocks
Jan
7
awarded  Custodian
Jan
7
reviewed No Action Needed IB TWS & API, without IB account?
Jan
7
awarded  Custodian
Jan
7
reviewed Reviewed How to create charts in WPF finance applications?
Jan
7
reviewed Approve suggested edit on How to Delta Hedge with Futures?
Nov
29
comment Distinguish between market makers and other participants?
Is that reproducible, i.e. does it happen every time for a particular instrument? I've never seen this phenomenon (in the commodities markets)
Oct
31
revised Machine Learning vs Regression and/or Why still use the latter?
added 575 characters in body
Oct
31
comment Machine Learning vs Regression and/or Why still use the latter?
@BobJansen Well technically you can, but you will see other artefacts like an SA algorithm never finding a global maximum; or if you start on your landscape at a slightly different position but with the same sequence of ``non-determinism'' you might not find the same maximum that you used to find
Oct
31
answered Machine Learning vs Regression and/or Why still use the latter?
Oct
30
answered FIX/FAST packet analyzer
Oct
30
comment How to Analyze Interbank Lending Market?
@FirhatNawfanH see my edit
Oct
30
revised How to Analyze Interbank Lending Market?
CHIBOR v SHIBOR
Oct
29
answered How to Analyze Interbank Lending Market?
Sep
11
awarded  Informed
Sep
8
awarded  Yearling
Sep
6
comment Why C is still in use especially in area of numerical optimization (instead of C++)?
@Matt I agree with Louis, maintaining a binary compatible application against ever changing builds of the STL and/or boost is simply impossible; MATLAB for instance brings its own libstdc++ and hence makes it impossible to link to your code that needs a more/less modern version (yes even backward compatibility is prone to break)
Aug
28
answered Deutsche Börse sample Level 2 data, how to view in Windows?
Aug
16
answered What is the difference between full and only futures?