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Jul
15
revised Latency and Delays across Exchanges
minor edits to the latex
Apr
22
revised rollapply with Arima model: testing for stability of coefficients
code formatting
Mar
5
revised measuring the performance of round-trips on stocks
added 2 characters in body
Jan
23
revised Book on market microstructure
added 1 characters in body
Jan
23
revised Book on market microstructure
added 62 characters in body
Jan
21
revised Disclosure of the liquidity provider identity in ITCH
add information about message statistics
Dec
3
revised Forcing price to rise or fall by high volume buying and shorting
added 1 characters in body
Nov
29
revised How can I introduce exogenous variables in the equation of the conditional variance?
typo in title
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
25
revised How could HFT help increase liquidity?
added 4 characters in body
Oct
22
revised How do Order Management/Matching Systems match/allocate orders (and filled prices)?
added 1316 characters in body
Oct
2
revised adjusted close prices on SP500
header
Sep
5
revised For a interdays trading backtest system, should I put day open, close, high, low, volume separately into array?
spelling
Apr
15
revised Call option arbitrage opportunity
title spelling
Mar
4
revised compute FX forward from broker's data
format table
Feb
19
revised Quick way to check what 'tape' a stock belongs to?
corrected Tape B
Feb
7
revised Which brokers offer a Python stock trading API?
typo
Feb
5
revised Is the Interactive Brokers API suitable for hft?
momentary -> monetary
Nov
24
revised How do I estimate the parameters of an MA(q) process?
added 4 characters in body