chrisaycock

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I do high-frequency trading, mostly in C++ and q/kdb+. I am a pro tem moderator of Quant SE. My views are my own and do not reflect the same of my employer.

My favorite answers:

Separating the wheat from the chaff

How much data is needed to validate a trading strategy

Time-series similarity measures

Column-oriented storage for tick data

A new programming language can only succeed if it capitalizes on an emerging frontier


111 Tags

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programming × 9
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arbitrage × 4
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time-series × 5
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algorithm × 2
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data × 4
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backtesting × 3
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quant-trading-strategies × 4
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equities × 6
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high-frequency × 6
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hft × 4
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