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seen Oct 5 at 15:46

Mar
18
revised Market order quantity greater than quantity of the inside quote at the exchange
added 109 characters in body
Jan
26
revised From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size?
deleted 11 characters in body
Jan
11
revised One dimensional analog of cleansing a correlation matrix via random matrix theory
added 17 characters in body
Dec
16
revised How to calculate historical intraday volatility?
added link to a quant.SE question
Nov
12
revised What close price to assume for thinly traded stocks?
deleted 2 characters in body
Nov
3
revised Can social media be applied to algorithmic trading?
added 346 characters in body
Oct
31
revised How significant is slippage in a successful quant fund?
added 86 characters in body
Oct
31
revised How significant is slippage in a successful quant fund?
added 495 characters in body
Oct
30
revised How are limit orders selected from the order book?
added 1 characters in body
Oct
29
revised How are limit orders selected from the order book?
added blurb on NBBO
Oct
29
revised How are limit orders selected from the order book?
added 217 characters in body
Oct
28
revised How to annualize Sharpe Ratio?
edited body
Oct
27
revised What strategy would benefit most from having the fastest connection to the exchange?
fixed link
Oct
21
revised What are the typical “realized latencies” across different products and infrastructures?
Added picture and answer format
Oct
18
revised How to execute a large futures order?
added 821 characters in body
Oct
17
revised Why do some anomalies persist while others fade away?
added 1 characters in body
Oct
16
revised What are the typical “realized latencies” across different products and infrastructures?
added 1 characters in body; edited title
Oct
16
revised Why do some anomalies persist while others fade away?
expanded explanation
Oct
15
revised Is there data on market participants at a particular moment?
added 1 characters in body
Oct
15
revised How can one determine approximately what percentage of options trades are buyer-initiated vs. seller-initiated?
edited tags