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Sep
13
awarded  Popular Question
Aug
14
awarded  Yearling
May
10
accepted When pricing options, what precision should I work with?
May
10
comment When pricing options, what precision should I work with?
Thanks for these. Excel parity is, in fact, important.
May
8
accepted How is someone's Sharpe ratio recorded and communicated?
May
8
asked How is someone's Sharpe ratio recorded and communicated?
May
7
revised When pricing options, what precision should I work with?
added 1 characters in body
May
6
asked When pricing options, what precision should I work with?
May
4
accepted Can American options with no dividends and zero risk-free rate be treated as European?
May
4
accepted What kind of specialized hardware is used in trading?
May
4
accepted What C++ math libraries are typically used by quants?
May
4
asked Can American options with no dividends and zero risk-free rate be treated as European?
Apr
22
comment Is F# used in trading systems?
@ToddMoses F# is a natural choice in your situation
Apr
7
accepted Ways of treating time in the BS formula
Apr
7
asked Ways of treating time in the BS formula
Apr
6
awarded  Scholar
Apr
6
comment Means of inferring trading algorithms from competition trade data
I have the actual trades of the participants. And things aren't as simple as correlating bars to profits.
Apr
6
accepted Means of inferring trading algorithms from competition trade data
Mar
31
comment What programming languages are most commonly used in quantitative finance?
The great thing about F# as opposed to most other programming languages is that it's got a scripting interface (F# Interactive, fsi.exe). What this means is you can edit your code and see the results instantly. For example, I've got an editor that re-runs the script on any change. That way, I see errors and failing tests immediately.
Mar
28
asked Means of inferring trading algorithms from competition trade data