Reputation
4,936
Next privilege 5,000 Rep.
Access to site analytics
Badges
12 39
Newest
 Yearling
Impact
~182k people reached

Mar
6
revised Order ID or Broker information from TAQ or Limit Order book?
edited tags
Feb
16
revised What is the fastest tick-to-trade possible time without FPGAs?
added 191 characters in body
Jan
13
revised High frequency trading and trading costs
edited tags
Jan
13
revised Orderbook Arbitrage
typos
Nov
11
revised Shannon's entropy for financial times-series (return)
added 240 characters in body
Oct
24
revised What are common methods for modeling intraday trading volume?
deleted 59 characters in body
Oct
12
revised Order book size limit
added 832 characters in body
Oct
11
revised Order book size limit
edited tags
Jul
9
revised Orderbook Arbitrage
added 600 characters in body
Jul
8
revised Orderbook Arbitrage
added 1 character in body
Jun
17
revised out-of-sample variance using rolling window
edited tags
Jun
8
revised Binomial representation of stochastic processes
added 18 characters in body
Jun
1
revised stochastic-control wiki description
added 197 characters in body
Jun
1
revised stochastic-control wiki description
added 185 characters in body; added 208 characters in body; deleted 49 characters in body; deleted 1 character in body
Jun
1
revised stochastic-control wiki excerpt
added 108 characters in body
Jun
1
revised Application of Control Theory in Quantitative Finance
edited tags; edited tags
May
18
revised Fractional Brownian motion
added 186 characters in body
May
10
revised Calculation of bond spot rates
added 6 characters in body
Apr
28
revised Do intraday volume and volatility share the same properties?
edited body
Mar
16
revised Determination of Quote / Trade Ratio
edited tags