6,233 reputation
31560
bio website chrisaycock.com
location New York, NY
age 33
visits member for 3 years, 8 months
seen 2 days ago

Oct
6
comment Why use leverage when it does not improve the risk/reward ratio?
Alright, you've forced me to be uncivil. You have a habit of posting questions across the Stack Exchange network in an attempt to make yourself sound smart. It's not working. This site in particular is intended for people who work in the industry.
Oct
6
comment Is it better to hedge or reduce the position size?
As with your previous question, the answer is: it depends. You do realize that this site is for professional quants, right?
Oct
4
revised Applications of distance correlation
Changed to active voice.
Oct
3
comment Does it make sense to apply complicated mathematics to calculate with precision when the margin of error is +/-10%?
Is this an actual problem you face in the course of your work?
Oct
3
revised Question about the rationale of applying certain recovery rate by ISDA
Inlined link
Oct
2
comment adjusted close prices on SP500
Adjust closes gets asked on here a lot [ 1, 2, 3, 4, 5, 6, 7 ]. Do any of these answer your question?
Oct
2
comment Earnings and valuation data sources online
This looks interesting. Do you have any affiliation with them? I notice you've listed their associate service in another answer.
Oct
2
comment Mapping symbols between tickers, Reuters RICs and Bloomberg tickers
This looks interesting. Do you have any affiliation with them? I notice you've listed their commercial counter-party in another answer.
Sep
30
revised How to derive zero-coupon rates from IRS?
Typos
Sep
30
comment Exercising an American call option early
This is already stated in a previous answer.
Sep
30
revised Exercising an American call option early
typos
Sep
28
comment Why are there still manual market makers in options
Thanks for this. It's like asking why CPAs haven't been replaced by accounting software.
Sep
28
revised Adjusted option prices?
Removed salutations and courtesies.
Sep
28
comment Asynchronous Data Across Time Zones - RiskMetrics
The two approaches are to (1) store all timestamps in UTC, or (2) to store all timestamps in the local time of that exchange and to maintain a database of UTC offsets for exchange/date pairs.
Sep
28
revised Asynchronous Data Across Time Zones - RiskMetrics
Removed signature.
Sep
28
comment What Forex Services support the ForexConnect API?
Why do you need that particular interface? Lots of market data comes through in a binary protocol, so you could just write your own feed handler.
Sep
28
comment Trader's identity in a limit book
And as I explain on this very similar question from a few weeks ago, the broker code doesn't tell you who the trader was since one broker will represent multiple traders. You simply aren't going to get the trader's identity from the exchange.
Sep
28
comment Why are there still manual market makers in options
The answer is simply: "Because it makes money." There's really nothing deeper than that. Something that seems primitive and old fashion to you will continue to exist as long as it's profitable. And since there's still plenty of opportunity for options traders to do well without HFT, then that will still be there.
Sep
27
comment Why are there still manual market makers in options
Why are there still travel agents? Why are there still physical books? For that matter, why does NYSE still have floor brokers?
Sep
26
reviewed Reject suggested edit on What is the clean price and dirty price of a risky bond?