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 Yearling
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Aug
14
awarded  Yearling
Jun
30
comment Aggregate interactive brokers data in matlab
If you've got tick data, can't you just generate quantized data using, e.g., the time series object?
Jun
29
awarded  Taxonomist
Sep
9
awarded  Notable Question
Sep
6
revised How to calculate burnrate?
language fixes
Sep
6
suggested approved edit on How to calculate burnrate?
Aug
14
awarded  Yearling
Jul
2
awarded  Curious
Mar
24
awarded  Popular Question
Mar
12
comment Free and tested optimization, statistical and visualization packages for C#
@Aksakal the Excel solver is rather widely used by those who need quick-and-dirty optimization.
Mar
10
answered How are HFT systems implemented on FPGA nowadays?
Mar
10
comment Free and tested optimization, statistical and visualization packages for C#
"Do I recommend it? Of course, not" -- you need to explain why not.
Mar
7
awarded  Benefactor
Mar
6
accepted How to use a realized kernel?
Feb
28
awarded  Promoter
Feb
6
awarded  Popular Question
Dec
2
comment Why doesn't a simulated delta hedging process go to zero?
@ChristianFries couldn't find this demo in the source code (searched for 'delta'), would welcome a pointer
Dec
1
asked How to use a realized kernel?
Nov
28
accepted Why doesn't a simulated delta hedging process go to zero?
Sep
7
comment Question about option theta
Calculations with your input data give me $P=37.60$ and $\Theta=-20$.