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Dec
7
answered Market Discrepancy in ETFs
Dec
5
comment Single Most Important Fact about a Fund - Interview Question
I've no idea what answer they might be looking for, but that seems like an exceedingly stupid question to ask in an interview.
Dec
5
comment Forcing price to rise or fall by high volume buying and shorting
I don't think so. Spot FX is not regulated as far as I know. Your counter parties / ECN might not like it though.
Dec
3
revised Forcing price to rise or fall by high volume buying and shorting
added 1 characters in body
Dec
2
answered Forcing price to rise or fall by high volume buying and shorting
Nov
29
answered Quotes and Transactions Streams from Exchange
Nov
29
comment open-source implementation of orderbook from FAST?
If the data is message by message depth of book data you can't get the best bid/offer without building and maintaining a book.
Nov
29
comment open-source implementation of orderbook from FAST?
Order books are all about priority.
Nov
29
revised How can I introduce exogenous variables in the equation of the conditional variance?
typo in title
Nov
29
answered open-source implementation of orderbook from FAST?
Nov
29
answered Distinguish between market makers and other participants?
Nov
28
answered constructing best bid/ask from NASDAQ TotalView-ITCH data
Nov
25
comment HFT enhancements for FIX (Simple Binary Encoding) vs proprietary protocols performance and cost
Not sure this is really a good question here. You might try to focus it a bit more. Which market, for example, are you talking about? Pros & Cons are not general across the entire universe of venues. For ex, you'd be hard pressed to find a more compact order entry protocol than OUCH, but doesn't mean its better.
Nov
21
reviewed Approve Finding Probabilities Using The Binomial Model
Nov
20
comment Efficiently storing real-time intraday data in an application agnostic way
Perhaps you could expand on WHY he would want to consider an HDF5 based setup. Asking another question in an answer isn't adding any value.
Nov
18
comment Why does the SMA and EMA appear to be relative to the timeframe?
It's not really a limitation of the moving average as much as it is a limitation of the platform.
Nov
18
answered Why does the SMA and EMA appear to be relative to the timeframe?
Nov
11
revised Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX?
added 142 characters in body
Oct
31
revised Relationship in Order Book between S&P500 and S&P500 Futures Contracts
edited title
Oct
31
comment Price functions based on order book events
Nice paper, thanks for the reference!