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visits member for 2 years, 7 months
seen Aug 22 at 5:19

Oct
29
awarded  Informed
Sep
12
awarded  Popular Question
Jun
3
awarded  Quorum
Mar
13
awarded  Yearling
Feb
22
revised Why do high frequency traders use rapidly cancelled limit orders?
clarify call auction
Feb
22
revised Is there a way to estimate (predict) the half life of a quantitative trading system?
clarify history
Jan
30
awarded  Necromancer
Jan
29
comment What are the options for a mathematician to break into QF without working for a fund?
Freddy, you're correct. Edited accordingly.
Jan
29
revised What are the options for a mathematician to break into QF without working for a fund?
clarify focus
Jan
29
revised What are the options for a mathematician to break into QF without working for a fund?
clarify source accuracies
Jan
29
answered What are the options for a mathematician to break into QF without working for a fund?
Mar
27
awarded  Commentator
Mar
27
comment Non-SQL methods for high-frequency accounting?
@nicolas: Yes, real options are interesting but orthogonal to this question. But I'm not working with conventional real options anyway; yes, it's a metaphor. Think high volume, micro sized, standardized, hedgeable, and traded via a limit order book. By contrast, a conventional real option is large value, low volume, often only valued (once) by a potential replicator, often not traded as such, not standardized, not listed on any exchange. Conventional real options don't have enough MTM to keep folks honest in their own valuations, leading to some of the abuses you so colorfully cite. ;-)
Mar
25
answered Why is there no “meta-model”?
Mar
25
answered Is there a way to estimate (predict) the half life of a quantitative trading system?
Mar
25
revised Non-SQL methods for high-frequency accounting?
mention distributed hypergraph
Mar
25
comment Non-SQL methods for high-frequency accounting?
Good call -- I've been looking at HDF5 as a possible candidate for the underlying storage layer.
Mar
21
revised Non-SQL methods for high-frequency accounting?
add hypergraph
Mar
15
revised Non-SQL methods for high-frequency accounting?
Link to "nosql finance" question.
Mar
15
comment Non-SQL methods for high-frequency accounting?
Okay, forget what I said about real-time MTM; I'm realizing you're right, it's orthogonal to this question, and is only muddying the waters and making my head hurt. I've simplified the question down to "Non-sql methods for high-frequency accounting".