160 reputation
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bio website stackoverflow.com/users/…
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visits member for 1 year, 10 months
seen Oct 10 at 8:18

Working in London as a Javascript developer.


Oct
8
comment Is node.js being used in systematic trading software?
@deprecated the project would have been used for trading but its currently on hold for now.
Dec
23
comment HFT enhancements for FIX (Simple Binary Encoding) vs proprietary protocols performance and cost
@MattWolf He should say "God knows"
Nov
26
comment What is the industry standard Quant Finance modeling library for F#
@MattWolf thanks for your further answer, unfortunately I can't say from my own experience as at this point of my career I have been mainly exposed to the pure tech side of finance and not modeling, but am getting up to speed in my own time, and am trying to target my learning.
Nov
25
comment What is the industry standard Quant Finance modeling library for F#
@MattWolf given several months have passed are you still of the same opinion relating to F#?
Nov
25
comment HFT enhancements for FIX (Simple Binary Encoding) vs proprietary protocols performance and cost
@LouisMarascio doesn't matter what market to me, anyone with any market experience is fine
Nov
23
comment Potential pitfalls in the use of correlation
why does the FI price index hover at 100?
Nov
21
comment Components of an index in a specific date
@John Do the owners of FactSet compile all their own data or does most of their new data come from third parties?
Feb
1
comment What is the industry standard Quant Finance modeling library for F#
@SRKX I agree!!
Jan
25
comment What is the industry standard Quant Finance modeling library for F#
@pyCthon perhaps, but give me 6 months and I'll come back and let ya know!
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
@SRKX Equations like black scholes that are a pain to write with uncomposable languages.
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
@Freddy see how easier it is to express the Block Scholes using f# fssnip.net/3I
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
@Freddy For me F# helps with implementing complex equations.
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
Interesting arguments. There are good jobs here in london using f# in quant roles.
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
that's a cool paper!, makes me feel like I'm investing in the right thing
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
Anything that needs to express complex Quant equations efficiently in f#
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
Great answer thanks, I hope that f# wrapper comes out soon for Quantlib
Jan
19
comment Longstaff Schwartz method
I look forward to the day I can do something like this in a functional language like f#
Jan
17
comment How do we use option price models (like Black-Scholes Model) to make money in practice?
cool explanation, not the most exciting way to make money!
Dec
29
comment what is the implied volatility on a basket of options
@Freddy yeah, I find this site great that practical things experiments with R makes things fun again!
Dec
29
comment what is the implied volatility on a basket of options
@Freddy ah thanks mate, did you learn that stats stuff on the job or have to take courses in your free time?