I do high-frequency trading, mostly in C++ and Python (formerly q/kdb+). My views are my own and do not reflect the same of my employer.
29 Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones? apr 10 '11
17 Time-series similarity measures mar 30 '11
17 How should I store tick data? feb 12 '11
16 Why is there no “meta-model”? feb 4 '11
15 Is the Interactive Brokers API suitable for hft? feb 9 '11