monksy

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285 reputation
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bio website theexceptioncatcher.com
location North Carolina
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visits member for 9 months
seen May 7 at 15:56
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+10 How can we reverse engineer a market-making algorithm (HFT)?
+10 Is “eoddata” a good data source?
+5 What is a reasonable upper bound on the performance of a daily trading strategy?
+5 How do you distinguish “significant” moves from noise?
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13 Tags

2
automated-trading × 2
2
hft
2
data × 2
2
market-microstructure
2
market-data × 2
0
equities × 2
2
high-frequency
0
trading-systems
2
trading
0
returns
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