2,766 reputation
1034
bio website fitnr.com
location Houston, TX
age 34
visits member for 2 years, 10 months
seen 11 hours ago

Louis Marascio is an entrepreneur, market hacker, and trouble maker in Houston, TX. He's also a husband and father. Occasionally, he writes a bit of code.


Jun
23
answered What Is A Good Success Rate Using Machine Learning For A Beginner?
May
21
answered List of Stocks by Sector
May
20
answered Where can I buy historic raw recording of an exchange
Apr
26
answered Attribution of unusual persistence in noncompetitive TAQ quotes levels?
Jan
21
answered Disclosure of the liquidity provider identity in ITCH
Jan
10
answered Book on market microstructure
Dec
7
answered Calculate price of index from underlyings (weightings included)?
Dec
7
answered Market Discrepancy in ETFs
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
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
18
answered Why does the SMA and EMA appear to be relative to the timeframe?
Oct
25
answered What is a resting limit order?
Oct
25
answered How could HFT help increase liquidity?
Oct
22
answered How do Order Management/Matching Systems match/allocate orders (and filled prices)?
Oct
2
answered adjusted close prices on SP500
Aug
27
answered Where can I get real-time equity options quotes for a reasonable price (i am not a company) besides screen scrapping Yahoo! Finance?
Apr
6
answered High-Frequency Traders and Front Running: What order types are they using?