1,132 reputation
518
bio website steveseverance.com
location San Francisco, CA
age 31
visits member for 3 years, 7 months
seen Aug 18 at 15:31

I specialize in machine learning, algorithmic trading and web mining.

Interests include applied machine learning, web scale computing, and finance.


Jul
16
awarded  Nice Answer
Apr
28
awarded  Nice Question
Mar
8
revised Is Behavioral Finance relevant to quants?
Spelling
Feb
12
awarded  Yearling
Aug
29
awarded  Popular Question
Mar
18
awarded  Popular Question
Feb
25
comment Fastest news feed APIs targeting high frequency trading?
You are correct. Their POP is at NY4.
Feb
25
revised Fastest news feed APIs targeting high frequency trading?
deleted 1 characters in body
Feb
25
answered Fastest news feed APIs targeting high frequency trading?
Feb
12
awarded  Yearling
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.
Jan
27
awarded  Necromancer
Dec
26
answered What sources would you recommend for Real Time Market Data other than Bloomberg/Reuters?
Oct
24
awarded  Nice Question
Jun
4
comment What is a good broker for HFT?
I believe it is already closed.
May
23
answered Resources for Benchmarking Automated Trading Systems available as deltix etc.?
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.
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.
Mar
17
comment Historical Level 2 Data (Market Depth)
Exchanges sell through third parties. I have used trading physics which had more competitive prices.
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.