6,082 reputation
12847
bio website statalgo.com
location New York, NY
age 35
visits member for 3 years, 8 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
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
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
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
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
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
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
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
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.
Feb
8
comment Wealth Management Vs Asset Management
Started a discussion about whether this should be within the scope: meta.quant.stackexchange.com/questions/51/…
Feb
8
comment How do strategies deal with corporate actions?
I am certainly in full agreement with your last point.
Feb
8
comment What concepts are the most dangerous ones in quantitative finance work?
@user212 What evidence?
Feb
7
comment What is a stationary process?
I just think that it's something visual which can be understood easily, which is why I provided it.
Feb
7
comment What is a stationary process?
I don't remember saying anything about independence...