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May
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Feb
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Dec
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Dec
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reviewed Leave Closed examples of c++ code with application to quant finance
Dec
30
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Dec
30
reviewed Close Excel to Java for Interactive brokers
Dec
9
comment For futures contracts, do we need to do price adjustment during live testing?
It's worthwhile to add some context on what a forward adjustment is, and why it comes up, so that a novice in commodity futures can have that additional context. A link to a detailed explanation would be sufficient.
Feb
7
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Aug
15
awarded  Notable Question
Feb
7
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Dec
21
asked what is the implied volatility on a basket of options
Dec
21
comment What is the best method to compute project volatility in Real Option Valuation?
I just clicked the link and the paper came up fine... "ESTIMATING PROJECT VOLATILITY AND DEVELOPING DECISION SUPPORT SYSTEM IN REAL OPTIONS ANALYSIS"
Nov
11
comment Probability of touching
@WilliamS.Wong - the OP is about probability of touching, before expiration. Read it again.
Aug
22
answered Is this a common variation of sharpe ratio?
Aug
8
comment What is the best live options data API?
Nanex is the best reasonably priced for listed options/equities, and the performance is really good with the advanced feed compression that they do. It can be accessed from C, C++, C#, Java, etc... they have several helpful starter examples on their site.
Mar
27
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Mar
15
answered What does leverage cost?
Feb
13
answered What's the connection between implied vol curve of SPX and SPY?
Feb
7
awarded  Yearling
Jan
12
comment Is equity market making a game of speed?
The quote moves in response to trades, or other quotes, not directly in response to moves in the market. The point I'm making is that you don't need to be 'fast' per se, you just need to be about as fast as the other market makers in your stock. That is sufficient.