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| bio | website | steveseverance.com |
|---|---|---|
| location | San Francisco, CA | |
| age | 30 | |
| visits | member for | 2 years, 3 months |
| seen | 3 hours ago | |
| stats | profile views | 133 |
I specialize in machine learning, algorithmic trading and web mining.
Interests include applied machine learning, web scale computing, and finance.
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Mar 18 |
awarded | Popular Question |
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Feb 25 |
comment |
Fastest news feed APIs targeting high frequency trading? You are correct. Their POP is at NY4. |
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Feb 25 |
revised |
Fastest news feed APIs targeting high frequency trading? deleted 1 characters in body |
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Feb 25 |
answered | Fastest news feed APIs targeting high frequency trading? |
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Feb 12 |
awarded | Yearling |
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Feb 6 |
comment |
time in time series database - UTC or local I agree that all times should be in UTC time. The short term convenience will come back to bite real hard later if you are successful. We track everything using UTC internally and then let the individual exchange hookups convert into the exchanges time if required. |
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Jan 27 |
awarded | Necromancer |
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Dec 26 |
answered | What sources would you recommend for Real Time Market Data other than Bloomberg/Reuters? |
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Oct 24 |
awarded | Nice Question |
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Jun 4 |
comment |
What is a good broker for HFT? I believe it is already closed. |
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May 23 |
answered | Resources for Benchmarking Automated Trading Systems available as deltix etc.? |
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Apr 17 |
comment |
How to assign equity analyst recommendations to a common, numeric scale? @TalFishman IBES normalizes this data from all banks into a normalized scale. This is the only source that I have worked with for upgrades/downgrades that provides both breadth and sanity. |
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Apr 8 |
comment |
Is there any thing out there as a substitute for KDB? KDB is a database. Matlab and R are programming languages/environments. Q is KDB's programming language and would be somewhat comparable strictly as a language to J. |
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Mar 17 |
comment |
Historical Level 2 Data (Market Depth) Exchanges sell through third parties. I have used trading physics which had more competitive prices. |
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Mar 13 |
comment |
Limit order book size Its unlikely that a price will ever exceed 18,446,744,073,709,551,615 even with assuming its representing cents. It would be unwise to use 128 bit integers or arbitrary precision integers due to the performance loss incurred. |
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Feb 27 |
awarded | Nice Answer |
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Feb 12 |
awarded | Yearling |
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Feb 1 |
awarded | Excavator |
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Feb 1 |
revised |
What are the advantages of switching platforms/languages between strategy development and implementation? spelling |
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Jan 31 |
comment |
Usage of NoSQL storage in Finance What I am saying is that many of the problems that the NoSQL data bases from the web world (Mongo, BigTable, Dynamo, their clones, etc...) are trying to solve are not necessarily the same as you would find in the financial world. There are another set of stores mentioned in Dirk's answer that are probably a better fit for quant problems. Multi machine expansion is not free and is easier in a NoSQL database because most make less strict guarantees. Mongo is very fast at key lookup. It does not have the type of time series operators that it would need to be truly useful. |
