351 reputation
1613
bio website ephphatharesearch.com
location Georgia
age 47
visits member for 3 years, 3 months
seen Oct 31 at 2:45

merge keep


Aug
29
comment Why is C++ still a very popular language in quantitative finance?
I think he mainly posted the link here ( hackerne.ws/item?id=2934042) Interesting discussions there over this weekend. I guess chrisaycock was interested in this question after all.
Aug
29
comment How many explanatory variables is too many?
I am not the person who downvoted this question, but I am puzzled at your statement. Why should we find a dummy variable when we have multicollinearity in a model? Under what conditions?
Aug
25
comment Why is C++ still a very popular language in quantitative finance?
I did read those parts of answers but I wanted to clarify or dig into more details. I think I got what I wanted so don't have any objection to close.
Aug
25
comment Why is C++ still a very popular language in quantitative finance?
Thanks for your answer. Indeed, I didn't know there is still that much difference in performance. Then, I guess it's obvious to use C++ for especially QF systems.
Aug
25
comment Why is C++ still a very popular language in quantitative finance?
@vonjd Updated my answer with the reference.
Aug
25
comment Why is C++ still a very popular language in quantitative finance?
@Belmont I actually found one faq in this site that says C++ is the most popular one in QF. That led this question. But I don't mind moving this question to more appropriate site. Please do so if necessary.
Aug
25
comment Why is C++ still a very popular language in quantitative finance?
Cobol analogy makes sense. I wondered if there is any hidden reason I missed.
Aug
25
comment References for developing an automated trading system?
@John I am with you on Building ATS. Most of content are about introduction to VC++ and only 80 pages of the book is about ATS. Have no idea why the author put that title on the book.
Aug
24
comment References for developing an automated trading system?
Accepted this answer mainly because Narang's book looks perfect for people like me. But all of the answers will be surely valuable. Thanks all.
Aug
22
comment References for developing an automated trading system?
Yes I agree with you that might be one of them I need. Thanks so much!
Aug
22
comment References for developing an automated trading system?
First, thanks for editing my question. It's much cleaner. I will surely find the book. Thanks again!
Aug
21
comment References for developing an automated trading system?
@Joshua Chance, Thanks for your comment. As I told to sheegaon, I don't have specific requirements yet but your questions are already helping me to understand the system. Maybe it's a good idea to get the specifics first?
Aug
21
comment References for developing an automated trading system?
@sheegaon Thanks for your comment. At this point, I don't have specific requirements yet but I wanted to collect general ideas on building such a system. To be honest, I didn't know those I have are good resources until your comment.
Aug
5
comment What are some quantitative approaches to value investment?
Thanks for the good explanation!