923 reputation
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visits member for 3 years, 8 months
seen Jan 7 '12 at 14:31

Mar
4
accepted Concentration risk in credit portfolio
Feb
28
accepted What does it mean to modify the factor loadings of a credit risk model?
Feb
23
accepted What is a good broker for HFT?
Feb
22
comment What is a good broker for HFT?
Very good. They look sound however they don't offer Java api. Is there a third party genesis api for Java so I can have head start?
Feb
21
comment What is a good broker for HFT?
I agree... but the spectrum of frequencies you can trade on is huge... as the higher frequencies become more and more saturated... there will be more and more opportunities on other frequencies. Absolute frequency is not what this question is about. It's about faster platform relative to IB.
Feb
21
asked What is a good broker for HFT?
Feb
15
comment What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?
Why on earth is dukasoft distributing free tick data?
Feb
15
comment What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?
Anyone used Lime Brokerage here? they are ment to be the fastest out there... Any experience?
Feb
14
awarded  Teacher
Feb
14
answered What approaches are there to order handling in automated trading?
Feb
11
asked Reject inference
Feb
11
answered Why is there no “meta-model”?
Feb
10
comment What does it mean to modify the factor loadings of a credit risk model?
Joshua, what I was hoping to get is exactly what phlsmk answered... not the link to wiki page... intuitive explanations person-to-person is what this site should be promoting, and not referring people to static generic content such as wiki pages
Feb
10
asked What does it mean to modify the factor loadings of a credit risk model?
Feb
10
comment Is variable binning a good thing to do?
Any particular reason as to why?
Feb
10
asked Is variable binning a good thing to do?
Feb
10
accepted What is a martingale?
Feb
10
accepted Is the Interactive Brokers API suitable for hft?
Feb
10
accepted What is a cubature scheme?
Feb
9
asked What is a cubature scheme?