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visits member for 3 years, 10 months
seen Jan 7 '12 at 14:31

Apr
24
comment SPX options vs VIX futures trading
can you elaborate please?What do you mean by VIX future pair?
Apr
19
comment What is a persistent variable?
Whoever downgraded, would you mind answering as well?
Apr
18
comment What is a martingale?
Is this theory "frequency agnostic"? I mean, does it equaly applies to daily, monthly and tick data?
Mar
8
comment Switching from Matlab to Python for Quant Trading and Research
Fair enough! That's exactly my problem with java... I need to look at py soon....
Mar
8
comment Switching from Matlab to Python for Quant Trading and Research
How java compares with py? Any experience? Actually why py and not java?
Mar
7
comment What is a persistent variable?
Sounds about right. If you submit this as an answer... I'll tick it as accepted.
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
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
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
comment Is variable binning a good thing to do?
Any particular reason as to why?
Feb
9
comment Is the Interactive Brokers API suitable for hft?
Or at least not impossibly expensive!
Feb
9
comment Is the Interactive Brokers API suitable for hft?
Any alternatives to IB in the retail world?
Feb
8
comment How 'High' is the frequency in HFT?
How much on average? Is it Insanely expensive or just expensive?
Feb
8
comment What programming languages are most commonly used in quantitative finance?
I use Java as well
Feb
8
comment How 'High' is the frequency in HFT?
Why do you think small guy cant colocate?
Feb
7
comment What is the intuition behind cointegration?
Nice.... What about an intuition for multiple time series and simultaneous cointegration?
Feb
7
comment What is the intuition behind cointegration?
Okay... Maybe little bit more technical please! Does it mean that in cointegration one is concerned about the difference between two price time-series?
Feb
1
comment What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?
Do they have Java api?