6,108 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

Sep
21
revised FIX- what exactly do repeating groups represent?
Typos
Sep
16
revised Pre-Trade Slippage Costs For Option Spread Execution
Markdown formatting
Sep
10
revised Index arbitrage with Options when not all underlyings have options listed?
This question has nothing to do with backtesting.
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.