6,123 reputation
31558
bio website chrisaycock.com
location New York, NY
age 32
visits member for 3 years, 5 months
seen 9 hours ago

Nov
1
reviewed Edit suggested edit on pairs-trading tag wiki excerpt
Nov
1
revised pairs-trading wiki excerpt
deleted 158 characters in body
Nov
1
reviewed Approve suggested edit on unit-trust tag wiki excerpt
Nov
1
comment Market making: buy on bid/sell on ask
A layman outside of finance is the exact opposite of what we want here.
Nov
1
comment Central Index Key (CIK) of all traded stocks
That link is already in a previous answer.
Oct
31
reviewed No Action Needed How to calculate historical intraday volatility?
Oct
31
reviewed No Action Needed Can we explain physical similarities between Black Scholes PDE and the Mass Balance PDE (e.g. Advection-Diffusion equation)?
Oct
31
reviewed Reviewed Implied interest rate from FX swap
Oct
31
revised Implied interest rate from FX swap
Removed the txt speak and added LaTeX.
Oct
31
reviewed Leave Open compute sharpe ratio for options?
Oct
31
revised Price functions based on order book events
Consistency
Oct
31
revised Price functions based on order book events
Enlarged the LaTeX
Oct
29
revised C# Broker API for FX Trading
tags and idioms
Oct
26
comment Market making: buy on bid/sell on ask
@Shane I've already suspended this user. In the span of one day he's asked how stock prices are determined, what the limit-order book is, and how HFT adds to liquidity.
Oct
26
revised Categories of systematic trading strategies?
Correct market making since this led to confusion in another question.
Oct
25
comment How could HFT help increase liquidity?
This is a website for people who actually work in quantitative finance.
Oct
23
revised evaluation of volatility models using loss functions
English capitalizes the pronoun "I".
Oct
22
reviewed No Action Needed Is equity market making a game of speed?
Oct
22
reviewed Reviewed What are the best Journals & Conferences in Quantitative Finance?
Oct
21
revised How to check if a timeseries is stationary?
I have removed what I guess is this user's name.