5,872 reputation
12744
bio website statalgo.com
location New York, NY
age 34
visits member for 3 years, 2 months
seen Mar 26 at 1:55

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
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
Feb
8
comment Categories of systematic trading strategies?
@Michael I don't know what to do with this question: it seems so wrong on so many levels based on being (a) too introductory and (b) asking about specific strategy development, but on the other hand it does seem like there should be a correct answer (i.e. there are families of quantitative trading strategies: just ask any fund-of-fund's analyst for a set of definitions, and there will be general agreement). @Terco: Please try to rephrase your question to be more general and objective, or else I might edit it for you. :)
Feb
8
revised Categories of systematic trading strategies?
edited tags
Feb
8
comment How significant is slippage in a successful quant fund?
IMO, this question is impossible to answer. There is no "typical" amount, certainly not that anyone here could address. Please try rephrasing it in terms like "how important is slippage in [specific area] quantitative equity trading and what techniques are used to address it?"
Feb
8
comment QuantLib in industry
I think that this question is basically impossible to answer and so I'm voting to close. I particularly take issue with the concept of "street cred". Raised on meta: meta.quant.stackexchange.com/questions/54/…
Feb
8
comment Wealth Management Vs Asset Management
Removed the "general" tag because meta tags are discouraged on StackExchange.