chrisaycock

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5,268 reputation
21357
bio website chrisaycock.com
location New York, NY
age 31
visits member for 2 years, 3 months
seen 5 hours ago
stats profile views 1,513

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


111 Tags

name votes
82
programming × 9
27
limit-order-book × 6
15
risk-management × 2
10
technicals
58
time-series × 5
27
performance-evaluation
14
correlation × 2
10
time-scale
46
data × 4
22
options × 7
13
sharpe-ratio × 3
9
market-data × 2
45
quant-trading-strategies × 4
22
order-execution × 4
13
market-making × 3
9
liquidity × 2
33
high-frequency × 6
20
order-handling × 4
13
api
8
analysis × 3
32
arbitrage × 4
20
database × 2
12
modeling × 3
8
black-scholes
31
algorithm × 2
20
moving-average × 2
12
fix × 2
8
differential-equations
30
backtesting × 3
18
returns × 4
12
factor-models × 2
8
prediction
29
equities × 6
18
column-oriented
11
market-microstructure × 3
7
statistics × 2
29
hft × 4
17
portfolio-management × 4
11
trading × 3
7
tick-data × 2
29
performance × 3
17
automated-trading × 3
10
regression × 2
7
yahoo × 2
29
software × 2
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adjusted × 2
10
option-pricing × 2
6
order × 2
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interactive-brokers × 2
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forecasting
10
beta × 2
6
quantitative × 2
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