6,113 reputation
31558
bio website chrisaycock.com
location New York, NY
age 32
visits member for 3 years, 2 months
seen Feb 13 at 20:30

Nov
28
comment How to generate a random price series with a specified range and correlation with an actual price?
How can a time series be both random and correlated? You'd be better off just using historical data.
Nov
18
comment Which algorithm should I look into to kick off my research in algorithmic trading?
For a master's thesis, your best bet is to ask your supervisor.
Nov
17
comment Which algorithm should I look into to kick off my research in algorithmic trading?
This question is way too basic to be allowed here.
Nov
17
comment What books should any quantitative portfolio manager or risk manager have as reference?
We've closed survey-style book recommendations plenty of times here and on other SE sites.
Nov
12
comment Testing a simple stock market trading hypothesis?
From the FAQ: The Quantitative Finance Stack Exchange is intended for professionals and academics involved in securities valuations, risk modeling, and other topics related to quant modeling or trading. Basically, if you aren't earning a living at this, it's probably off topic.
Nov
4
comment What is a good site to download historical stock 'events' such as earnings releases?
"Where can I get (free) data online?" is the most over-asked question on here. Please please please look at the search results before posting this question yet again.
Oct
29
revised How are limit orders selected from the order book?
Typo correction: "Regulation NM[S]"
Oct
29
answered How are limit orders selected from the order book?
Oct
5
comment Switching from C++ to R - limitations/applications
This question has hit the front page of Hacker News.
Oct
3
awarded  Enlightened
Oct
3
awarded  Nice Answer
Oct
3
awarded  Enlightened
Oct
3
awarded  Nice Answer
Sep
22
awarded  Nice Answer
Sep
20
awarded  Nice Answer
Sep
19
answered What is more appropriate: the EMA of the option price or the EMA of the underlying?
Sep
17
revised How to price a volatility-index option?
More idiomatic
Sep
17
comment How should you manage lot sizes in this situation?
You need to also consider (1) the variation in returns of each trading scenario, and (2) the covariance among the trading scenarios.
Sep
16
comment Open source alternative to excel for investment and portfolio calculations
@Tal The real reason I hate this question (beyond the amateurish nature of it) is that the asker has refused to use what his course's instructor told him to use. Even worse, the OP didn't ask his instructor directly what an acceptable alternative would have been. The sheer arrogance from someone who doesn't know anything about the industry to presuppose that he can skirt his education is incredibly off-putting.
Sep
16
comment Open source alternative to excel for investment and portfolio calculations
You know something, it looks absolutely dreadful when you ask almost a thousand questions and basically provide no answers. Did the immediate closure of your last question teach you nothing? I'm going to leave this one open just out of morbid curiosity for how the community responds.