5,250 reputation
21357
bio website chrisaycock.com
location New York, NY
age 31
visits member for 2 years, 3 months
seen 48 mins ago
stats profile views 1,521

I do high-frequency trading, mostly in C++ and q/kdb+. I am a pro tem moderator of Quant SE. My views are my own and do not reflect the same of my employer.

My favorite answers:

Separating the wheat from the chaff

How much data is needed to validate a trading strategy

Time-series similarity measures

Column-oriented storage for tick data

A new programming language can only succeed if it capitalizes on an emerging frontier


5,250 Reputation

-50 today
10 yesterday
20 May 20
10 May 18
50 May 15
10 May 8
10 May 6
10 May 5
0 May 4
10 Apr 29
10 Apr 26
35 Apr 25
20 Apr 19
10 Apr 18
10 Apr 16
20 Apr 10
20 Apr 9
-10 Apr 8
20 Apr 5
10 Apr 1
20 Mar 22
10 Mar 15
10 Mar 12
30 Mar 8
10 Mar 7
10 Mar 5
-40 Mar 4
20 Mar 3
15 Mar 2
20 Feb 28