lehalle

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	1,713 reputation	bio	website	citeulike.org/user/lehalle/…	visits	member for	1 year, 1 month
417 badges		location			seen	yesterday

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84 Revisions

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Aug 30	revised	Equivalent (true) Martingale Measures and no-arbitrage conditions edited body
Aug 23	revised	Equivalent (true) Martingale Measures and no-arbitrage conditions added 35 characters in body
Aug 23	revised	How to normalize different instruments by volatility? added 251 characters in body; deleted 1 characters in body
Aug 18	revised	How to normalize different instruments by volatility? added 1316 characters in body; added 103 characters in body
Aug 18	revised	Equivalent (true) Martingale Measures and no-arbitrage conditions added a probable reference
Aug 17	revised	Reference request: Survey article on GPU in Finance edited tags
Aug 17	revised	Meta-view of different time-series similarity measures? ICA
Aug 17	revised	transaction size and liquidity in simulation of US stocks added 176 characters in body
Aug 16	revised	Meta-view of different time-series similarity measures? Typos
Aug 8	revised	hardware wiki description added 1141 characters in body
Aug 8	revised	hardware wiki excerpt added 222 characters in body
Aug 8	revised	How to limit the nbr of cross-gamma calculations in a delta-gamma VaR calculation? edited tags
Aug 8	revised	What are some computational bottlenecks that quants face? edited tags
Aug 8	revised	What kind of specialized hardware is used in trading? edited tags; edited tags
Aug 8	revised	Limit order book size edited tags
Aug 8	revised	Reference request: Survey article on GPU in Finance edited tags
Aug 8	revised	What is “high frequency quoting” or “quote spam”? added 503 characters in body
Aug 6	revised	Analyzing an incomplete set of trades added 283 characters in body
Aug 6	revised	How to choose a data center for deploying high frequency trading strategies? added 1472 characters in body; added 1 characters in body
Aug 6	revised	How to choose a data center for deploying high frequency trading strategies? added 41 characters in body