6,233 reputation
31560
bio website chrisaycock.com
location New York, NY
age 33
visits member for 3 years, 8 months
seen 19 hours ago

Sep
8
revised Deutsche Börse sample Level 2 data, how to view in Windows?
Yet again, this question has nothing to do with backtesting.
Sep
8
revised Where does CME store Security IDs for FIX messages?
Added "cme" tag so that future visitors may benefit.
Sep
8
revised Ordering of CME Level 2 FIX Market data?
This question has nothing to do with backtesting.
Sep
8
revised Where does CME store Security IDs for FIX messages?
added 568 characters in body
Sep
8
revised Where does CME store Security IDs for FIX messages?
added 113 characters in body
Sep
8
revised Where does CME store Security IDs for FIX messages?
This question has nothing to do with backtesting.
Sep
3
revised Test for stationarity and make use of non-stationary points in financial market?
Formatting
Aug
29
revised Question about option theta
LaTeX
Aug
20
revised Trade matching versus affirmation
Removed signature line -- advertising is prohibited here.
Aug
16
revised Black (1976) model: relationship between spot and forward prices
LaTeX
Aug
15
revised futures wiki description
added 1 characters in body
Aug
14
revised Is HMM of Volatility any different from a simple filter?
typo
Aug
13
revised Electricity volatility smile
typos
Aug
10
revised Black model - volatility estimation
Formatting
Aug
8
revised Growth of Order Book size during day
Formatting
Aug
6
revised How to price an option with two volatilities?
LaTeX, typos, idioms, punctuation, etc.
Aug
5
revised How to choose a rolling window type and size?
Removed all the stuff that had nothing to do with the question.
Aug
3
revised How to calculate VaR/CVaR for private equity, hedge fund, and alternative investment portfolios?
English. Always the English
Aug
2
revised Trend in Cointegration relationship
English
Jul
31
revised How do you handle order tracking (without unique Lot ID's)
Formatting. Always formatting