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visits member for 2 years, 3 months
seen May 13 '13 at 6:56

A punter who thinks he is a quant.


Mar
30
awarded  Yearling
Jan
27
awarded  Necromancer
Apr
3
awarded  Supporter
Apr
3
awarded  Critic
Apr
3
answered What is the best data structure/implementation for representing a time series?
Apr
3
comment What is the best data structure/implementation for representing a time series?
I disagree with this solution; it produces human errors. what if you miss one entry on one of the arrays? all your data is out of wack. Best is to store the Date,OHLC in rows; and then in one array.
Apr
3
comment Is there any thing out there as a substitute for KDB?
can you rephrase your question?
Apr
2
answered How to choose a data center for deploying high frequency trading strategies?
Apr
2
comment Is there a charting API which allows to replicate Bloomberg chart tool features?
unfortunatley you can't. however from experience; i found that it is better to have it stand alone. using two monitors instead of one; especially when you are moniting a live trading app
Apr
2
answered Means of inferring trading algorithms from competition trade data
Apr
2
answered Is there any thing out there as a substitute for KDB?
Apr
2
answered Is there a charting API which allows to replicate Bloomberg chart tool features?
Apr
2
answered Is the Interactive Brokers API suitable for hft?
Apr
2
answered What are some research articles on using principle components to generate alpha?
Mar
30
awarded  Teacher
Mar
30
answered What programming languages are most commonly used in quantitative finance?
Mar
30
answered Is there a way to estimate (predict) the half life of a quantitative trading system?
Mar
30
answered Inferring highest bid and lowest ask from forex trade data