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| bio | website | chrisaycock.com |
|---|---|---|
| location | New York, NY | |
| age | 31 | |
| visits | member for | 2 years, 4 months |
| seen | 2 hours ago | |
| stats | profile views | 1,571 |
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
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Mar 22 |
accepted | Cluster analysis vs PCA for risk models? |
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Mar 12 |
accepted | How would one price a “credit event binary option”? |
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Feb 13 |
accepted | Why is there no “meta-model”? |
