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visits member for 2 years, 10 months
seen Aug 5 at 22:18

Nov
3
comment Can social media be applied to algorithmic trading?
10 years ... that's interesting. It'd be great if you could dig out a link.
Nov
3
answered Can social media be applied to algorithmic trading?
Nov
2
awarded  Necromancer
Nov
2
comment Recommendations for books to understand the math in quantitative finance papers?
@SRKX, that's exactly what I did. Given the upvotes, voting for a close deserved a comment.
Oct
31
revised How significant is slippage in a successful quant fund?
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Oct
31
comment What skills and education are required for HFT?
You'll have more luck with this type of questions at quantnet.
Oct
31
revised How significant is slippage in a successful quant fund?
added 495 characters in body
Oct
31
answered How significant is slippage in a successful quant fund?
Oct
31
comment How random are financial data series?
- "no uniform explanation what the random walk is" is very inaccurate. A random walk is a very well defined object.
Oct
31
comment How to value a floor when a loan is callable?
Brian, let them post the solution for extra credit.
Oct
31
comment Recommendations for books to understand the math in quantitative finance papers?
This should be closed. Clearly a pooling question of the “What’s your favorite ______?” type.
Oct
31
awarded  Nice Answer
Oct
30
revised How are limit orders selected from the order book?
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Oct
29
awarded  Vox Populi
Oct
29
awarded  Suffrage
Oct
29
comment Empirical or theoretical quant insights that have shaped your thinking?
+1. “There is beta you understand and there is beta you do not understand.”. Reminds me of a quote from one of his papers: "Exotic betas are my alpha".
Oct
29
comment Probability distributions in quantitative finance
@Shane, I agree it is border line off topic as phrased. But many questions of the "most popular" kind turned out to be really good wikis on SO/SE sites, no?
Oct
29
revised How are limit orders selected from the order book?
added blurb on NBBO
Oct
29
comment Probability distributions in quantitative finance
Why close? If anything it could be community wiki.
Oct
29
revised How are limit orders selected from the order book?
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