2,522 reputation
414
bio website quant.stackexchange.com
location United States
age 37
visits member for 3 years, 6 months
seen Aug 12 at 2:12
  • primarily trade options(listed equities).
  • math background + quant masters
  • algorithmic developer

Feb
23
asked How do you calculate the implied liquidity of an option?
Feb
23
awarded  Commentator
Feb
23
comment Free/cheap source of structured historical quarterly filings?
@evanrsparks: yeah, it's free in terms of cash, but definitely has a cost in terms of time.
Feb
22
awarded  Tag Editor
Feb
21
answered Free/cheap source of structured historical quarterly filings?
Feb
21
answered Technology stack used in Bloomberg
Feb
17
answered How do you characterize dividends for equity options?
Feb
14
answered What approaches are there to order handling in automated trading?
Feb
13
revised kelly-criterion wiki excerpt
added 472 characters in body
Feb
13
revised automated-trading wiki excerpt
added 301 characters in body
Feb
12
suggested suggested edit on kelly-criterion tag wiki excerpt
Feb
12
wiki created kelly-criterion excerpt
Feb
12
suggested suggested edit on automated-trading tag wiki excerpt
Feb
12
wiki created automated-trading excerpt
Feb
12
comment Option trading API other than Interactive Brokers
@Joshua: Agreed, tradestation is not great for options trading. IB is much better. Plus the commissions are lower and better fills at IB anyway.
Feb
11
answered Option trading API other than Interactive Brokers
Feb
11
comment Free intra-day equity data source
the data subscription itself is free, but yeah, conditional on having an account with them :-(
Feb
11
answered Is there a technique for using xts or zoo objects with options data (i.e., many entries per date) in R?
Feb
11
comment Option trading API other than Interactive Brokers
The minimum for thinkpipes is around 250k.
Feb
11
answered Free intra-day equity data source