meta user
network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 1 year, 2 months |
| seen | May 3 at 5:52 | |
| stats | profile views | 38 |
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Mar 13 |
awarded | Yearling |
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Feb 22 |
revised |
Why do high frequency traders use rapidly cancelled limit orders? clarify call auction |
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Feb 22 |
revised |
Is there a way to estimate (predict) the half life of a quantitative trading system? clarify history |
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Jan 30 |
awarded | Necromancer |
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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. |
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Jan 29 |
revised |
What are the options for a mathematician to break into QF without working for a fund? clarify focus |
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Jan 29 |
revised |
What are the options for a mathematician to break into QF without working for a fund? clarify source accuracies |
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Jan 29 |
answered | What are the options for a mathematician to break into QF without working for a fund? |
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Mar 27 |
awarded | Commentator |
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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. ;-) |
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Mar 25 |
answered | Why is there no “meta-model”? |
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Mar 25 |
answered | Is there a way to estimate (predict) the half life of a quantitative trading system? |
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Mar 25 |
revised |
Non-SQL methods for high-frequency accounting? mention distributed hypergraph |
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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. |
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Mar 21 |
revised |
Non-SQL methods for high-frequency accounting? add hypergraph |
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Mar 15 |
revised |
Non-SQL methods for high-frequency accounting? Link to "nosql finance" question. |
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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". |
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Mar 15 |
revised |
Non-SQL methods for high-frequency accounting? Simplify by removing MTM and most of CEP. |
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Mar 15 |
revised |
Non-SQL methods for high-frequency accounting? move more of the MTM/accounting conflation into a partial answer |
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Mar 15 |
revised |
Non-SQL methods for high-frequency accounting? streambase |
