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Sep
14
awarded  Altruist
Sep
14
comment What tools exist for order book analysis and visualization?
I have plenty of data. What I need is a tool to help me explore it.
Sep
14
revised Why would an investor trade a variance swap over a volatility swap?
rephrase title as a question
Sep
14
suggested approved edit on Why would an investor trade a variance swap over a volatility swap?
Sep
14
revised What are some examples of Compound Poisson processes in insurance?
rephrase title, clean up question
Sep
14
accepted What tools exist for order book analysis and visualization?
Sep
14
suggested approved edit on What are some examples of Compound Poisson processes in insurance?
Sep
14
comment What should be considered when selecting a windowing function when smoothing a time series?
If you get an answer over there please add it here, or a link to it, as an answer.
Sep
13
awarded  Scholar
Sep
13
accepted Can the J language be used as an effective alternative to Q/Kdb+?
Sep
13
comment How do I reproduce the cross-sectional regression in “Intraday Patterns in the Cross-section of Stock Returns”?
It was published in the Journal of Finance 2010 Vol 65 Issue 4. afajof.org/journal/….
Sep
12
comment How do I price OANDA box options?
You could use a GUI automation tool to automate the clicks.
Sep
12
revised What should be considered when selecting a windowing function when smoothing a time series?
rephrase title
Sep
12
suggested approved edit on What should be considered when selecting a windowing function when smoothing a time series?
Sep
12
revised What should be considered when selecting a windowing function when smoothing a time series?
rephrase title
Sep
12
suggested approved edit on What should be considered when selecting a windowing function when smoothing a time series?
Sep
11
revised How do I get the average transition matrix for three consecutive years?
rephrase title as a question, grammar
Sep
11
suggested approved edit on How do I get the average transition matrix for three consecutive years?
Sep
11
comment What tools exist for order book analysis and visualization?
Nice link, thanks for sharing and welcome to quant.SE! I agree, building your own is not that hard, but I'm always interested to see what exists out there to get ideas. This is the best visualization I've seen, and the features for moving through the day are very nice.
Sep
10
comment How fast is QuickFix ?
Thanks for the additional data! Can you edit you answer and include it there? That way it won't be missed if folks aren't reading comments. I'm out of votes right now, but will up vote you in a few hours.