6,122 reputation
12848
bio website statalgo.com
location New York, NY
age 35
visits member for 3 years, 11 months
seen Aug 4 at 22:49

Quantitative researcher focusing on statistics and machine learning methods in finance. Primarily use R, C++, Python, various databases (including OneTick and KDB), and LaTeX on a daily basis.


Feb
9
answered What is a Quant
Feb
9
comment What is a Quant
I don't necessarily see this as a community wiki. Someone should be able to come along and give a complete definition that is acceptable to everyone.
Feb
9
answered Any research on how natural language processing can be used to forecast stocks?
Feb
9
comment What programming languages are most commonly used in quantitative finance?
@Todd Apologies. Thanks for the reference in that case! :)
Feb
9
comment What programming languages are most commonly used in quantitative finance?
@Todd Just because a few smallish firms use OCaml hardly addresses the question. I agree completely with @gappy on the use of minor languages (and yes, immature languages for the most part).
Feb
8
comment Is the Interactive Brokers API suitable for hft?
IMO, that other question cannot be answered so I'm voting to close. This question has an answer, so we can leave it open.
Feb
8
comment How 'High' is the frequency in HFT?
Because it's too expensive for the average joe.
Feb
8
revised How 'High' is the frequency in HFT?
edited tags
Feb
8
revised How 'High' is the frequency in HFT?
added 608 characters in body
Feb
8
answered How 'High' is the frequency in HFT?
Feb
8
comment Is F# used in trading systems?
@chrisaycock Sorry! Changed my mind; do you still have it? Try again.
Feb
8
comment What programming languages are most commonly used in quantitative finance?
Will request that this be made community wiki.
Feb
8
comment What programming languages are most commonly used in quantitative finance?
I created this general question so that we can just close any future "is language blah used in finance".
Feb
8
asked What programming languages are most commonly used in quantitative finance?
Feb
8
comment Is F# used in trading systems?
What is the point of these language questions? The answer is going to be almost always the same: a few places probably use them, but C/C++/Java dominate on the whole.
Feb
8
answered Is Scala used in trading systems
Feb
8
comment How to make sense of VXX and the people who bought it?
Stylistically, questions should read more like something you would see on wikipedia than in an old AOL chat room (e.g. one question mark is sufficient to denote a question).
Feb
8
revised How to make sense of VXX and the people who bought it?
deleted 83 characters in body; edited title
Feb
8
comment Categories of systematic trading strategies?
If you have questions about specific sub-areas, ask that question separately. I edited your question down to a pretty basic level. Chris has already supplied a good answer. As per @Michael's link above: specific questions about strategies can be considered off-topic unless they can be asked in a general way.
Feb
8
revised Categories of systematic trading strategies?
deleted 574 characters in body; edited tags; edited title