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Serg

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196 reputation
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visits member for 1 year, 7 months
seen Feb 15 at 18:54
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196 reputation
bio website visits member for 1 year, 7 months
5 badges
location seen Feb 15 at 18:54
summary answers questions tags badges favorites bounties reputation activity

4 Answers

newest activity votes
3
Are there any standard techniques for adding realistic synthetic microstructure noise to a price series?
1
NASDAQ TotalView ITCH order reference number number characteristics
1
How to interpolate gaps in a time series using closely related time series?
3
Order submission strategies of a rational market maker?
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